I would like to know the interpretation of two sample Kolmogorov-Smirnov test results.
I have two sample groups- 0 and 1. I entered Stata command,
ksmirnov lpcry if a1==2006, by(group1)
The test results are composed of three lines.
Smaller Group D P-value Corrected
0: 0.1385 0.000
1: -0.0041 0.955
Combined K-S 0.1385 0.000 0.000
I read the explanation of KS test in Stata manual. In this manual the first line is to test whether the first group(group 0) is smaller than the second group(group 1). The second line is to test whether the first group is bigger than the second group.
The problem is what is the null hypothesis in the first, second, and third line.
Is it the null hypothesis in the first line that the first group(group 0) is smaller than the second group(group1)? And is it the null hypothesis in the second line that the first group(group 0) is bigger than the second group(group 1)?
The test results above is that we can not accept the first null hypothesis and that we can accept the second null hypothesis. Is it right? If so, the second group(group 1) dominates first order stochastically over the first group(group 0)?
In addition, what is the null hypothesis in the third line?
Please explain to me!
Jaimin Lee
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