Re: [Rd] kendall tau correlation test for ties: Potential error (PR#8076)

From: Peter Dalgaard <p.dalgaard_at_biostat.ku.dk>
Date: Thu 18 Aug 2005 - 13:07:07 GMT

dkoschuetzki@gmx.de writes:

>                 } else {

> STATISTIC <- c(z = r / sqrt((4 * n + 10) / (9 * n*(n-1))))
> p <- pnorm(STATISTIC)
> if(exact && TIES)
> warning("Cannot compute exact p-value with ties")
> } > } > } else { > // OMITTED > } > } > > if(is.null(PVAL)) # for "pearson" only, currently > PVAL <- switch(alternative, > "less" = p, > "greater" = 1 - p, > "two.sided" = 2 * min(p, 1 - p))
...
> 
> Please look at the computation of the p-value for Kendalls tau. There is an
> assignment to "p" right above the warning. In the bottom of the function there
> is a comment that for the pearson case we have to use the modification and set
> PVAL. 
> 
> The problem is: 
> * Either the comment is wrong because the modification should be done with
> kendall too, or
> * The variable PVAL has to be assigned in the kendall block.
> 
> I hope this is clear so far.

I think it is the comment that is wrong. The calculation of opposite-side one-sided and two-sided alternatives make OK sense when the normal approximation of the test statistic is being used. It's when you use a discrete distribution that you need to be careful.

(As brought up recently, the normal approximation itself is not too hot in the tied case, but that's another matter.)

-- 
   O__  ---- Peter Dalgaard             ุster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)                  FAX: (+45) 35327907

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Received on Thu Aug 18 23:11:01 2005

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