Nonparametric pairwise multiple comparisons in independent groups using Dunn's test

Dunn's test is the appropriate nonparametric pairwise multiple-comparison procedure when a Kruskal-Wallis test is rejected, and it is now implemented for Stata in the dunntest command. dunntest produces multiple comparisons following a Kruskal-Wallis k-way test by using Stata's built-in kwallis command. It includes options to control the familywise error rate by using Dunn's proposed Bonferroni adjustment, the Sidak adjustment, the Holm stepwise adjustment, or the Holm-Sidak stepwise adjustment. There is also an option to control the false discovery rate using the Benjamini-Hochberg stepwise adjustment.