(?ssc esttab?) table of nonparametric test results

[lucas reddinger]

Hi,

I'm trying to create a table of non-parametric test results (p-values). It seems like esttab/eststo need estimates stored and refuse to simply build a table of a few statistics:

sysuse auto

ksmirnov gear_ratio, by(foreign)
eststo pooled, noe add(ks r(p))
ranksum gear_ratio, by(foreign)
eststo pooled, noe add(rs r(p))

esttab, stat(ks rs)

Results:

. sysuse auto
(1978 automobile data)

.
.
.
. ksmirnov gear_ratio, by(foreign)

Two-sample Kolmogorov–Smirnov test for equality of distribution functions

Smaller group             D     p-value  
---------------------------------------
Domestic             0.7308       0.000
Foreign              0.0000       1.000
Combined K-S         0.7308       0.000

Note: Ties exist in combined dataset;
      there are 36 unique values out of 74 observations.

.
. eststo pooled, noe add(ks r(p))
(e(ks) = 1.350e-07 added)
last estimates not found
r(301);

.
. ranksum gear_ratio, by(foreign)

Two-sample Wilcoxon rank-sum (Mann–Whitney) test

     foreign |      Obs    Rank sum    Expected
-------------+---------------------------------
    Domestic |       52        1453        1950
     Foreign |       22        1322         825
-------------+---------------------------------
    Combined |       74        2775        2775

Unadjusted variance     7150.00
Adjustment for ties      -31.87
                     ----------
Adjusted variance       7118.13

H0: gear_r~o(foreign==Domestic) = gear_r~o(foreign==Foreign)
         z = -5.891
Prob > |z| = 0.0000
Exact prob = 0.0000

.
. eststo pooled, noe add(rs r(p))
(e(rs) = 3.844e-09 added)
last estimates not found
r(301);

I'm guessing there's likely an easier way to do this. Would someone mind pointing me in a better direction?

Thanks so much!

Lucas

[Andrew Musau]

Using eststo, you transfer some statistics to existing estimates stored in e(). However, ksmirnov and ranksum are r-class commands, so they do not save any results in e(). One approach is to create a matrix of your results and output it with esttab.

sysuse auto, clear
ksmirnov gear_ratio, by(foreign)
mat res= r(p)
ranksum gear_ratio, by(foreign)
mat res= (res, r(p))'
mat rownames res= "Kolmogorov-Smirnov" "Wilcoxon rank-sum"
esttab mat(res),  collab(none) mlab(p-value, lhs(Test)) varwidth(20)
esttab mat(res, fmt(3)),  collab(none) mlab(p-value, lhs(Test)) varwidth(20)
esttab mat(res, fmt(3)),  collab(none) mlab(p-value, lhs(Test)) varwidth(20) substitute(0.000 "<0.001")

Res.:

. esttab mat(res),  collab(none) mlab(p-value, lhs(Test)) varwidth(20)

---------------------------------
Test                      p-value
---------------------------------
Kolmogorov-Smirnov       1.35e-07
Wilcoxon rank-sum        3.84e-09
---------------------------------

.
. esttab mat(res, fmt(3)),  collab(none) mlab(p-value, lhs(Test)) varwidth(20)

---------------------------------
Test                      p-value
---------------------------------
Kolmogorov-Smirnov          0.000
Wilcoxon rank-sum           0.000
---------------------------------

.
. esttab mat(res, fmt(3)),  collab(none) mlab(p-value, lhs(Test)) varwidth(20) substitute(0.000 "<0.001")

---------------------------------
Test                      p-value
---------------------------------
Kolmogorov-Smirnov          <0.001
Wilcoxon rank-sum           <0.001
---------------------------------