Sorry above should be 1998
On 2 Mar 2004, at 10:18, Christoph Scherber wrote:
Dear colleagues,
I think it would be a good idea to include a short note in the R boxplot() help file, stating exactly how the confidence levels are calculated
("the notches are +/- 1.58 IQR/sqrt(n)") - at least as a guidance for users not advanced enough to directly interpret the code.
Would this be possible?
Regards, Christoph.
David James wrote:
Prof Brian Ripley wrote:
On Mon, 1 Mar 2004, Martin Maechler wrote:
TL> On Mon, 1 Mar 2004, Christoph Scherber wrote:"TL" == Thomas Lumley <[EMAIL PROTECTED]> on Mon, 1 Mar 2004 09:54:48 -0800 (PST) writes:
>> Dear list members,
>>
>> Can anyone tell me how the notches in boxplot(Y~X,notch=T) are
>> calculated? What do these notches represent exactly? I´d suppose they
>> are Conficence Intervals for the median, but I´ve also been told they
>> might show Least Significant Difference (LSD) equivalents.
TL> The help page says that TL> " If the notches of two plots do not overlap then TL> the medians are significantly different at the 5 percent level."
TL> The only thing wrong with this is that it isn't true. TL> The code says that the notches are +/- 1.58 IQR/sqrt(n), TL> so I think the claimed confidence level holds only for TL> normal distribuitons with small amounts of contamination.
I think John Tukey's idea was that this formula (or just the fact of using median and quartiles) is still often approximately correct for quite a few kinds of moderate contaminations...
It may be approximately correct for the width of a CI (and when I checked
it was only appproximately correct for a normal), but I would seriously
doubt if it were approximately correct for a significance level of 5%.
Remember how fast the tails of the asymptotic normal distribution decay: a
20% error turns 5% into 2%.
BTW, if there is a precise reference for this it would be good to add it
to boxplot.stats.Rd, as the confidence limits are unexplained there.
@article{McGi:Tuke:Lars:1978, author = {McGill, Robert and Tukey, John W. and Larsen, Wayne A.}, title = {Variations of {B}ox plots}, year = {1978}, journal = {The American Statistician}, volume = {32}, pages = {12--16}, keywords = {Exploratory data analysis; Graphics} }
@book{Cham:Clev:Klei:Tuke:1983,
author = {Chambers, John M. and Cleveland, William S. and Kleiner, Beat
and Tukey, Paul A.},
title = {Graphical methods for data analysis},
year = {1983},
pages = {395},
publisher = {Wadsworth Publishing Co Inc}
}
-- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
______________________________________________
[EMAIL PROTECTED] mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
______________________________________________
[EMAIL PROTECTED] mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
P. B. Pynsent, Research & Teaching Centre, Royal Orthopaedic Hospital, Northfield, Birmingham, B31 2AP, U. K.
______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
