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  • Kolmogorov - Sminorv test results

    I have the following results of a Kolgomorov - Smirnov test:

    ksmirnov tprice, by(snipe10) exact

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

    Smaller group________D________P-value____ Exact
    ----------------------------------------------
    0: _______________0.0022 ______0.997
    1: _______________-0.2161 _____ 0.000
    Combined K-S: ____0.2161_______0.000______ .

    Note: ties exist in combined dataset;
    there are 749 unique values out of 1375 observations.

    What does the point in the last line under Exact mean?
    Last edited by Dan Smith; 25 Aug 2014, 09:13.

  • #2
    anyone?

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    • #3
      You are being warned about the large number of ties. K-S is for comparing continuous distribution functions and the P-value calculations may not be so reliable with a strong flavour of discreteness. Or so I surmise.

      Personally I just plot the distributions.

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      • #4
        After calculating the Kolmogrov-Sminorv test, I found a note indicating that "Ties exist in the combined dataset, there are 101 unique values out of 117 observations" - What is the meaning of the line?

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        • #5
          Originally posted by Debarun Sengupta View Post
          After calculating the Kolmogrov-Sminorv test, I found a note indicating that "Ties exist in the combined dataset, there are 101 unique values out of 117 observations" - What is the meaning of the line?
          The meaning of this line is the same as what it was in August 2014 when Nick Cox gave the answer above: the Kolmogorov Smirnov test is in principle devised for continuous distribution, in continuous distributions you should not have ties. Stata is warning you that ties were encountered. I do not think this is a problem.

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          • #6
            If it helps, unique means here distinct.

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