Re: [R] Wilcoxon Mann-Whitney Rank Sum Test in R

From: Torsten Hothorn <Torsten.Hothorn_at_rzmail.uni-erlangen.de>
Date: Wed 21 Dec 2005 - 18:57:15 EST

On Wed, 21 Dec 2005, Peter Dalgaard wrote:

> P Ehlers <ehlers@math.ucalgary.ca> writes:
>
> > > so a good guess at its definition is that it is obtained from W or one
> > > of the others by subtracting the mean and dividing with the SD.
> > >
> >
> > With the SD adjusted for ties, of course. (See, e.g., Conover's book.)
>
> ...which is actually the exact SD, conditional on the set of tied
> ranks, not just a correction term. See my discussion with Torsten a
> month or so ago.
>

yes, exactly. Thanks, Peter!

The `T' values reported by functions in the `coin' package are _standardized_ statistics. Standardization is done utilizing the conditional expectation and conditional variance of the underlying linear statistics as given by Strasser & Weber (1999). Note that _no_ `continuity correction' whatsoever is applied. The limit distribution is normal (or chisq, when the test statistic is a quadratic form).

The vignette explains the theoretical framework `coin' maps into software in more detail. It _definitively_ is worse the effort to have a look at it. At first glance it might seem a little bit abstract but after this you'll see how general and powerful the tools are.

We are currently working on a manuscript showing more applications, so watch out for the new `coin' version in a few days.

Best,

Torsten

> --
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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 Wed Dec 21 19:27:36 2005

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