Hi Statalist,

I have conducted a difference-in-difference using ROA on firms undertaking a SEO matched with control firms using propensity score matching. A simple parametric t-test has been used to test for significance in ROA (and other different operating performance meaures). I am considering to use multiple statistical tests (in particular non-parametric tests due to assumption-problems with t-test) on my analysis and have read about the Wilcoxon rank test.

My questions is; does it make sense to implement Wilcoxon rank test with panel data using difference-in-difference? I'm not sure how it can measure the dependent variable in panel data. Or can I implement the test to the propensity score matching to test for difference in the treated and untreated group?

In addition to that, I search for recommendations to implement it in STATA.

Hope anyone can help me. Thanks in advance.

Best regards,
Kasper Nygaard