Re: [R] Is there a non-parametric repeated-measures Anova in R ?

From: Frank E Harrell Jr <f.harrell_at_vanderbilt.edu>
Date: Thu, 17 Jun 2010 23:09:00 -0500

On 06/17/2010 07:12 PM, David Winsemius wrote:
>
> On Jun 16, 2010, at 1:43 PM, Tal Galili wrote:
>
>> Hello Jeremy,
>> Thank you for replying.
>>
>> I came across friedman test (I even wrote and published R code to easily
>> perform a post-hoc analysis of friedman
>> test<
http://www.r-statistics.com/2010/02/post-hoc-analysis-for-friedmans-test-r-code/>
>>
>> ).
>> But what I am after is *multi-way* repeated-measures anova. Thank you for
>> your reply which allowed me to clarify my intentions.
>
> Many years ago I remember reading advice in Conover and Iman's
> "Practical Non-Parametric Statistics" that one could apply a rank
> transformation to the dependent and independent variables and then run a
> typical anova test. This is probably inferior in many ways to doing
> quantile regression (don't know if this has a repeated measures
> extension) or to the use of robust standard errors for examining
> inferential issues in regression models, but it certainly represents a
> useful consistency check when all you are worried about is influential
> points in a skew distributions. I cannot comment on how it would
> theoretically behave in a repeated-measures analysis, but I suspect that
> there are readers of this list who can comment with greater authority,
> and I invite them to do so.
>

David - the rank transform method doesn't handle interactions properly, among other problems. The proportional odds model is the logical extension of the Wilcoxon-Kruskal-Wallis approach. It relies only on the rank of Y and reduces to the regular nonparametric tests as special cases.

Frank

-- 
Frank E Harrell Jr   Professor and Chairman        School of Medicine
                      Department of Biostatistics   Vanderbilt University

______________________________________________
R-help_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Received on Fri 18 Jun 2010 - 04:13:20 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Fri 18 Jun 2010 - 05:10:32 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive