Re: [R] p-values

From: Peter Ho <peter_at_estg.ipvc.pt>
Date: Tue 09 Aug 2005 - 01:26:55 EST

Spencer,

Thank you for referring me to your other email on Exact goodness-of-fit test. However, I'm not entirely sure if what you mentioned is the same for my case. I'm not a statistician and it would help me if you could explain what you meant in a little more detail. Perhaps I need to explain the problem in more detail.

I am looking for a way to calculate exaxt p-values by Monte Carlo Simulation for Durbin's test. Durbin's test statistic is similar to Friedman's statistic, but considers the case of Balanced Incomplete block designs. I have found a function written by Felipe de Mendiburu for calculating Durbin's statistic, which gives the chi-squared p-value. I have also been read an article by Torsten Hothorn "On exact rank Tests in R" (R News 1(1), 1112.) and he has shown how to calculate Monte Carlo p-values using pperm. In the article by Torsten Hothorn he gives:

R> pperm(W, ranks, length(x))

He compares his method to that of StatXact, which is the program Rayner and Best suggested using. Is there a way to do this for example for the friedman test.

A paper by Joachim Rohmel discusses "The permutation distribution for the friendman test" (Computational Statistics & Data Analysis 1997, 26: 83-99). This seems to be on the lines of what I need, although I am not quite sure. Has anyone tried to recode his APL program for R?

I have tried a number of things, all unsucessful. Searching through previous postings have not been very successful either. It seems that pperm is the way to go, but I would need help from someone on this.

Any hints on how to continue would be much appreciated.

Peter

Spencer Graves wrote:

>Hi, Peter:
>
> Please see my reply of a few minutes ago subject: exact
>goodness-of-fit test. I don't know Rayner and Best, but the same
>method, I think, should apply. spencer graves
>
>Peter Ho wrote:
>
>
>
>>HI R-users,
>>
>>I am trying to repeat an example from Rayner and Best "A contingency
>>table approach to nonparametric testing (Chapter 7, Ice cream example).
>>
>>In their book they calculate Durbin's statistic, D1, a dispersion
>>statistics, D2, and a residual. P-values for each statistic is
>>calculated from a chi-square distribution and also Monte Carlo p-values.
>>
>>I have found similar p-values based on the chi-square distribution by
>>using:
>>
>> > pchisq(12, df= 6, lower.tail=F)
>>[1] 0.0619688
>> > pchisq(5.1, df= 6, lower.tail=F)
>>[1] 0.5310529
>>
>>Is there a way to calculate the equivalent Monte Carlo p-values?
>>
>>The values were 0.02 and 0.138 respectively.
>>
>>The use of the approximate chi-square probabilities for Durbin's test
>>are considered not good enough according to Van der Laan (The American
>>Statistician 1988,42,165-166).
>>
>>
>>Peter
>>--------------------------------
>>ESTG-IPVC
>>
>>______________________________________________
>>R-help@stat.math.ethz.ch mailing list
>>https://stat.ethz.ch/mailman/listinfo/r-help
>>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>>
>>
>
>
>



R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Aug 09 01:28:23 2005

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