From: Tim Hesterberg <timh_at_insightful.com>

Date: Tue 13 Dec 2005 - 06:52:24 EST

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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 Dec 13 06:58:17 2005

Date: Tue 13 Dec 2005 - 06:52:24 EST

What do you want to test?

To test H0: Y is independent of all X's, you can permute Y.

To test H0: a particular X does not contribute to predicting Y, conditional

on the other X's

you have to be careful. If you permute that X, the size is wrong; the
type I error can be nearly 50%, because you've lost the correlation
between that X and others. I don't know of a suitable permutation test
in general for testing individual X's.

S+Resample has a permutationTest() function that lets you specify which columns to permute. The Canty/Davison/Hinkley "boot" library (in R or S-PLUS) offers "permutation" as one of the options for sampling in the boot() function; to use this you would specify the Y variable as the data set and pass the X's separately to the statistic.

Tim Hesterberg

>Hi I was wondering if there is a permutation test available in R for linear

*>models with continuous dependent covariates. I want to do a test like the
**>one shown here.
**>
**>bmi<-rnorm(100,25)
**>x<-c(rep(0,75),rep(1,25))
**>y<-rnorm(100)+bmi^(1/2)+rnorm(100,2)*x+bmi*x
**>
**>H0<-lm(y~1+x+bmi)
**>H1<-lm(y~1+x+bmi+x*bmi)
**>anova(H0,H1)
**>summary(lm(y~1+x+bmi))
**>
**>
**>But I want to use permutation testing to avoid an inflated p-value due to a
**>y that is not totally normal distributed and I do not want to log transform
**>y.
**>
**>Thanks
**>
**>Anders
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| Tim Hesterberg Research Scientist | | timh@insightful.com Insightful Corp. | | (206)802-2319 1700 Westlake Ave. N, Suite 500 | | (206)283-8691 (fax) Seattle, WA 98109-3012, U.S.A. | | www.insightful.com/Hesterberg | ========================================================Download the S+Resample library from www.insightful.com/downloads/libraries

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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 Dec 13 06:58:17 2005

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