Re: [R] stratified Wilcoxon available?

From: Heinz Tuechler <>
Date: Mon 29 Aug 2005 - 18:37:31 EST

At 19:02 28.08.2005 -0700, Thomas Lumley wrote:
>On Sun, 28 Aug 2005, Heinz Tuechler wrote:
>> 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.
>In the absence of ties, yes. In the presence of ties I think survdiff()
>does something slightly different from what would be usual for the
>Wilcoxon test. This would matter only with many tied observations.
> -thomas

Thank you, Thomas, for this information.


>> Thanks,
>> 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
>>>>> 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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>Thomas Lumley Assoc. Professor, Biostatistics
> University of Washington, Seattle mailing list PLEASE do read the posting guide! Received on Mon Aug 29 18:42:09 2005

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