Re: [R] stratified Wilcoxon available?

From: Heinz Tuechler <tuechler_at_gmx.at>
Date: Mon 29 Aug 2005 - 07:52:43 EST

Thanks to Peter Dalgaard and Frank Harrell for your answers. Fortunately I don't have an urgent need for this test, but it may be in the future. Still I would be grateful if someone could comment on my opinion that using survdiff and regarding all the measures as events would lead to an equivalent test.

Thanks,

Heinz Tüchler

At 15:18 28.08.2005 -0500, Frank E Harrell Jr wrote:
>Peter Dalgaard wrote:
>> Heinz Tuechler <tuechler@gmx.at> writes:
>>
>>
>>>Dear All,
>>>
>>>is there a stratified version of the Wilcoxon test (also known as van
>>>Elteren test) available in R?
>>>I could find it in the survdiff function of the survival package for
>>>censored data. I think, it should be possible to use this function creating
>>>a dummy censoring indicator and setting it to not censored, but may be
>>>there is a better way to perform the test.
>>
>>
>> Not easily, I think. I played with the stratified Kruskal Wallis test
>> (which is the same thing for larger values of 2...) with a grad
>> student some years ago, but we never got it integrated as an "official"
>> R function.
>>
>> It was not massively hard to code, as I recall it. Basically, you
>> convert observations to within-stratum ranks, scaled so that the
>> scores have similar variance (this is crucial: just adding the
>> per-stratum rank sums won't work). You can then get the relevant SSD
>> from lm(), by comparing the models "r ~ group + strata" and "r ~
>> strata". This SSD can be looked up as a chi-square statistic, possibly
>> after applying a scale factor which I have forgotten.... (I.e. do your
>> own math, don't trust me!)
>>
>
>You might think of such a stratified test as part of a proportional odds
>model with adjustment for strata as main effects. The Wilcoxon tests is
> a special case of the PO model. You can fit it with polr or lrm.
>
>--
>Frank E Harrell Jr Professor and Chair School of Medicine
> Department of Biostatistics Vanderbilt University
>
>



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