Readme file

SERIES C  
Applied Statistics

A two-sample test for threshold crossing latent variables with application to valuation studies, by W. Belluzzo
Journal of the Royal Statistical Society, Series C, Applied Statistics, Volume 55 (2006), 397 - 406

There are four files for the example.

(1) dataPS.txt and (2) dataRD.txt contain the data sets that are described in the paper and used in the application therein.

(3) functions.ssc contains the S-Plus functions that are needed to reproduce the results that are presented in the paper. This script file is fairly well documented with comment lines. Just source it to obtain the functions.

(4) reproduce.ssc is a script to read the data sets, to define variables, to run the test and to reproduce Table 1 in the paper. Just make sure to change the number of permutations from 20 to 2000.

Walter Belluzzo
Department of Economics
University of São Paulo
Avda dos Bandeirantes 3900
14.090-900 Ribeirão Preto, SP
Brazil

E-mail: belluzzo@usp.br

Datasets (belluzzo.zip, size - 9KB)

SERIES A
Statistics in Society

SERIES B
Statistical Methodology

SERIES C
Applied Statistics

SERIES D
The Statistician