Nonparametric Pairwise Multiple Comparisons in Independent Groups using Dunn's Test

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 Šidák adjustment, the Holm stepwise adjustment, or the Holm–Šidák stepwise adjustment. There is also an option to control the false discovery rate using the Benjamini–Hochberg stepwise adjustment.