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  • Prob > |z| vs. Exact Prob (Wilconxon signed-ranked test)

    Hello,
    I run a Wilcoxon signed-rank test for a sample of 7 observations in STATA 16.1. The results were:
    z = -1.976
    Prob > |z| = 0.0482
    Exact Prob = 0.1250
    Which p-value should be used? Why is there a big difference between p-value and exact p-value?
    I would be very grateful if someone can share the source for explaining the different p-values in this test. Thanks a lot.

    Details of the Wilcoxon signed-rank test:
    Click image for larger version

Name:	pvalue.PNG
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ID:	1668776


  • #2
    the following is a quote from the manual entry for this test: "The approximate p-value is based on a normal approximation to the randomization distribution. By default, the exact p-value is computed for sample sizes n <=  200 because the normal approximation may not be precise in small samples"

    you are clearly in a small sample situation
    Last edited by Rich Goldstein; 11 Jun 2022, 06:22.

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    • #3
      So, I should use the exact p-value to intepret the result, right? Btw, could you recommend me papers or books about this matter? Thank you very much, Rich for the reply

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      • #4
        there are citations in the manual entry and clearly you should use the exact p-value (based on what it says in the manual)

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