Nonparametric methods

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Nonparametric methods

Nonparametric tests

Sign test
Wilcoxon signed-rank test

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

Watch Nonparametric tests for trends.

Quantile regression

Median regression
Least absolute deviations regression
User-specified quantiles
Koenker and Bassett and Huber sandwich standard errors with many choices of bandwidth methods and kernels
Simultaneous quantile regression
Interquartile range regression
Instrumental-variables quantile regression
Bayesian estimation New

Watch Bayesian quantile regression with assymetric Laplace distribution. New

Centiles and confidence intervals

Estimate percentiles
Exact confidence intervals
Optionally assume normality

Resampling and simulations

Bootstrap sampling and estimation Updated
Generate replicate weights New
Bayesian bootstrap New
Sampling with replacement
Monte Carlo simulations
Permutation tests

Watch Bayesian bootstrap. New

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
- Confidence intervals
- Tests
- Graphs via marginsplot

Watch Nonparametric regression.

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

Watch Nonparametric series regression.

Spline basis function generation

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
Kendall’s rank order

Survival analysis

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

Multivariate analysis

KNN discriminant analysis

Causal inference/Treatment effects

Nearest-neighbor matching
Propensity-score matching

Additional resources

Base Reference Manual
Microeconometrics Using Stata, Second Edition, Volumes I and II by A. Colin Cameron and Pravin K. Trivedi
Nonparametric regression flyer

See New in Stata 19 to learn about what was added in Stata 19.

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