[R] Wilcoxon paired signed rank test and continuity correction

From: michael watson (IAH-C) <michael.watson_at_bbsrc.ac.uk>
Date: Thu 05 May 2005 - 23:33:11 EST


I am applying the wilcoxon paired signed rank test to many sub-groups of a data frame using by() and wilcox.test, and sometimes the test uses continuity correction and sometimes it doesn't. What I want to know is:

  1. what is continuity correction? The docs say:

 correct: a logical indicating whether to apply continuity correction

          in the normal approximation for the p-value.

But come on, I'm a biologist....

2) what makes wilcox.test sometimes decide to implement continuity correction and sometimes not?

3) should I be letting wilcox.test use continuity correction when it wants to?

I know I can turn this on/off using the correct and exact options, but I want to know what is best to do. Presently I have it turned off because as I am doing ~200 tests, I want the tests to be consistent (ie none of them use continuity correction rather than some of them do, some of them don't)

Many thanks in advance for your replies :-)


Michael Watson
Head of Informatics
Institute for Animal Health,
Compton Laboratory,
Berkshire RG20 7NN

Phone : +44 (0)1635 578411 ext. 2535
Mobile: +44 (0)7990 827831
E-mail: michael.watson@bbsrc.ac.uk

"To call in the statistician after the experiment is done may be no more than asking him to perform a post-mortem examination: he may be able to say what the experiment died of." R.A. Fisher, 1938.

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