Tom Wilkening

Contact Information


Department of Economics

University of Melbourne

Victoria, 3010



tel. +61 3 8344 7027

fax. +61 3 8344 5104



Code:  The following are useful visual basic tools that I have written.  Each is saved as an excel file - you may have to enable macros in order to use them.

Clustered Rank Sum Test:  Lots of experimental papers have used Mann-Whitney tests to account for outliers.  Data for these tests is usually averaged by individual to account for multiple observations before running the nonparametric test.  In many cases, running Mann-Whitney on averages will reintroduce outliers since the averages will be sensitive to these outliers.  The following program allows for clustering using the method of Datta and Sutten (2005).  Two way clustering is programmed, though I have never tested it.


Epanechnikov Smoother:  This program uses an Epanechnikov Kernal smoother to estimate the PDF of a given set of discrete data.  The program uses user defined bandwidth and grid spacings.