Re: [R] permutation test assumption?

From: Achim Zeileis <Achim.Zeileis_at_wu-wien.ac.at>
Date: Wed, 09 Apr 2008 01:27:49 +0200 (CEST)


On Wed, 9 Apr 2008, Joćo Fadista wrote:

> But in that paper they refer to another
> (http://www.bepress.com/cgi/viewcontent.cgi?article=1053&context=ucbbiostat)
> where they say that "permutation distribution produces an asymptotically
> correct null distribution if (i) the sample sizes are equal...".

I haven't read that paper in detail (but so do you, it seems). From looking at abstract and intro, my understanding is that they also study the behaviour of tests under weaker assumptions than exchangeability. Z

> Best regards,
> Joćo
>
> ________________________________
>
> De: Achim Zeileis [mailto:Achim.Zeileis_at_wu-wien.ac.at]
> Enviada: qua 09-04-2008 0:26
> Para: Joćo Fadista
> Cc: ONKELINX, Thierry; r-help_at_r-project.org
> Assunto: Re: [R] permutation test assumption?
>
>
>
> On Wed, 9 Apr 2008, Joćo Fadista wrote:
>
> > Dear Thierry,
> >
> > Thanks for the reply. But as you may read in the paper
> > http://bioinformatics.oxfordjournals.org/cgi/content/abstract/22/18/2244
> > when the sample sizes are not the same there may be an increase in the
> > Type I error rate.
>
> No, this is false and not what the reference above says. Please read more
> carefully.
>
> > Comments will be appreciated.
>
> The basic assumption for permutation tests is exchangeability of the
> observations (regardless of sample sizes). The reference above describes a
> situation when this assumption is violated.
> Z
>
> > Best regards,
> > Joćo Fadista
> >
> >
> > ________________________________
> >
> > De: ONKELINX, Thierry [mailto:Thierry.ONKELINX_at_inbo.be]
> > Enviada: ter 08-04-2008 15:27
> > Para: Joćo Fadista; r-help_at_r-project.org
> > Assunto: RE: [R] permutation test assumption?
> >
> >
> >
> > Dear Joćo,
> >
> > You can do permutation tests on an unbalanced design.
> >
> > HTH,
> >
> > Thierry
> >
> >
> > ----------------------------------------------------------------------------
> > ir. Thierry Onkelinx
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> >
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> >
> > The plural of anecdote is not data.
> > ~ Roger Brinner
> >
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> >
> > -----Oorspronkelijk bericht-----
> > Van: r-help-bounces_at_r-project.org [mailto:r-help-bounces_at_r-project.org] Namens Joćo Fadista
> > Verzonden: dinsdag 8 april 2008 15:18
> > Aan: r-help_at_r-project.org
> > Onderwerp: [R] permutation test assumption?
> >
> > Dear all,
> >
> > Can I do a permutation test if the number of individuals in one group is much bigger than in the other group? I searched the literature but I didin“t find any assumption that refers to this subject for permutation tests.
> >
> >
> > Best regards
> >
> > Joćo Fadista
> > Ph.d. student
> >
> >
> >
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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 and provide commented, minimal, self-contained, reproducible code. Received on Tue 08 Apr 2008 - 23:27:20 GMT

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