Exact Wilcoxon Signed-Rank and Wilcoxon Mann–Whitney Ranksum Tests

Abstract

We present new Stata commands for carrying out exact Wilcoxon one-sample and two-sample comparisons of the median. Nonparametric tests are often used in clinical trials, in which it is not uncommon to have small samples. In such situations, researchers are accustomed to making inferences by using exact statistics. The ranksum and signrank commands in Stata provide only asymptotic results, which assume normality. Because large-sample results are unacceptable in many clinical trials studies, these researchers must use other software packages. To address this, we have developed new commands for Stata that provide exact statistics in small samples. Additionally, when samples are large, we provide results based on the Student's t distribution that outperform those based on the normal distribution.