[Gretl-users] Re: One-sample Wilcoxon signed-rank test (difftest command)

Thanks Sven, for the additional input also. Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ scholar:https://g.co/kgs/BqH2YU On 6/3/2022 17:35, Sven Schreiber wrote: > Am 06.03.2022 um 14:44 schrieb Alecos Papadopoulos: >> Good morning. Do I suspect correctly that, in >> >> <hansl> >> >> difftest X Y --singed-rank >> >> </hansl> >> >> if Y  is a series of constant value, say, Y = c, then we are testing >> whether the median of X is equal to "c"? > > In principle, yes I think that should be the case. > > Some additional remarks: > > - In the "extra" gretl addon, there are functions WSRcritical and > WSRpvalue that attempt to provide more exact small-sample critical > values of the relevant distribution. > > - Wikipedia says the underlying distribution must be assumed as > symmetric. (https://en.wikipedia.org/wiki/Wilcoxon_signed-rank_test) I > wasn't really aware of this and cannot say whether this is correct, but > the article cites sources and discusses the issue, so it sounds > relatively reliable. > > - Semantic reminder (also to self): There is an ambiguity with the term > median in the sense of whether the population concept is meant or the > empirical sample finding. The test hypothesis concerns the population, > of course. But if the previous point is right and the distribution must > be symmetric, then we might as well talk about the expected value of X > instead. (Provided that it exists, which is probably not a requirement > for the signed-rank test.) > > cheers > > sven > _______________________________________________ > Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it > To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it > Website: > https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/