The Mann-Whitney-Wilcoxin test is under Stat > Nonparametrics > Mann-Whitney.
The data used in class is the amount of nickle in the lungs of
Legionnaire victims and control cases (originally from Chen et al. 1977, used in Biostatistics by van Belle et al.):
Legionnaire Control 65 12 24 10 52 31 86 6 120 5 82 5 399 29 87 9 139 12
The following code is for exploring the robustness in the Mann-Whitney test for a difference between medians against departures from the assumption of equal variances/same shape of the two distributions being compared.
GMACRO MannWhitneyRobustness Name k1 "loop" Name k2 "SampleSize1" Name k3 "SampleSize2" Name k4 "W" Name k5 "Z" Let SampleSize1 = 10 Let SampleSize2 = 10 Do k1 = 1:100 Random SampleSize1 c1; Normal 2 1.0. Random SampleSize2 c2; Normal 0.0 1.0. Stack c1 c2 c4; subscripts c3. rank c4 c5 unstack c5 c6 c7; subscripts c3. Let W= Sum(c6) Let Z = abs((W - SampleSize1*(SampleSize1 + SampleSize2 + 1)/2)) - 0.5 Let Z = Z/Sqrt(SampleSize1*SampleSize2*(SampleSize1 + SampleSize2+1)/12) if Z> 1.96 let c10(k1) = 0 else let c10(k1) = 1 endif enddo Let c11(1) = sum(c10)/100 ENDMACRO