Re: [R] stratified Wilcoxon available?

From: Heinz Tuechler <>
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.


Heinz Tüchler

At 15:18 28.08.2005 -0500, Frank E Harrell Jr wrote:
>Peter Dalgaard wrote:
>> Heinz Tuechler <> 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
> mailing list PLEASE do read the posting guide! Received on Mon Aug 29 08:01:49 2005

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