Journal
STATA JOURNAL
Volume 15, Issue 1, Pages 292-300Publisher
SAGE PUBLICATIONS INC
DOI: 10.1177/1536867X1501500117
Keywords
st0381; dunntest; kwallis; Dunn's test; Kruskal-Wallis test; multiple comparisons; familywise error rate; Bonferroni; Sidak; Holm; Holm-Sidak; false discovery rate
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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.
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