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Nonparametric methods

Nonparametric tests

  • Sign test
  • Wilcoxon signed-rank test
  • dialog box

  • Wilcoxon rank-sum (Mann–Whitney) test
  • Equality of medians
  • Kruskal–Wallis test
  • Kolmogorov–Smirnov test
  • Binomial probability test
  • Chi-squared tests for association
  • Tests for trend
    • Cochran–Armitage test
    • Jonckheere–Terpstra test
    • Linear-by-linear test
    • Cuzick's test
    • Exact p-values for tests
  • One- and two-sample tests of proportions
  • Test for random order
  • McNemar's chi-squared test
  • Equality of survivor functions
  • Equality of ROC areas
  • Equality of ROC area against a standard ROC curve
  • CUSUM
  • Interrater agreement

Quantile regression

Centiles and confidence intervals

  • Estimate percentiles
  • Exact confidence intervals
  • Optionally assume normality

Resampling and simulations

Smoothing

  • Univariate kernel density estimation
  • Lowess smoothing
  • Kernel-weighted local polynomial smoothing
  • Robust nonlinear smoother

ROC analysis

  • Adjust for covariates
  • Plot ROC curves

Nonparametric kernel regression

  • Multiple covariates supported
    • Continuous covariates (8 kernels available)
    • Discrete covariates (2 kernels available)
  • Techniques
    • local constant regression
    • local linear regression
  • Point estimates with SEs and CIs
  • Derivative estimates with SEs and CIs
  • Automatic optimal bandwidth selection
  • Interface to margins for advanced inference
    • Estimates of population-averaged and subpopulation-averaged means and effects
    • Fully conditional means and effects at
    • any specified values of the covariates
    • Confidence intervals
    • Tests
    • Graphs via marginsplot

Nonparametric series regression

  • Multiple covariates supported
    • Continuous covariates
    • Discrete covariates
  • Series approximation with series
    • B-splines basis
    • Piecewise polynomial splines
    • Polynomials
  • Additively separable nonparametric models
  • Semiparametric regression models
  • Optimal knot and polynomial selection
    • cross-validation
    • generalized cross-validation
    • AIC
    • BIC
    • Mallows's Cp
  • Interface to margins
    • Estimates of population and subpopulation means and effects
    • Fully conditional means and effects
    • Confidence intervals
    • Graphs via marginsplot

Spline basis function generation New

  • B-spline
  • Piecewise polynomial splines
  • Restricted cubic splines
  • Flexible knot selection
    • number of knots
    • knot list
    • knots matrix

Nonparametric correlation coefficients

  • Spearman’s rank order Updated
  • Kendall’s rank order

Survival analysis

  • Kaplan–Meier curves
  • Nelson–Aalen curves
  • Logrank and other tests of equality

Multivariate analysis

  • KNN discriminant analysis

Causal inference/Treatment effects

  • Nearest-neighbor matching
  • Propensity-score matching

Additional resources

See New in Stata 18 to learn about what was added in Stata 18.