[R] post-hoc test with kruskal.test()

2009-10-14 Thread Robert Kalicki
Dear R users,

I would like to know if there is a way in R to execute a post-hoc test
(factor levels comparison, like Tukey for ANOVA) of a non-parametric
analysis of variance with kruskal.test() function. I am comparing three
different groups. The preliminary analysis using the kruskal-wallis-test
show significance, but I still don't know the relationship and the
significance level between each group?

 

Do you have any suggestion?

 

Many thanks in advance!

 

Robert

 

 

___
Robert M. Kalicki, MD

Postdoctoral Fellow

Department of Nephrology and Hypertension

Inselspital

University of Bern

Switzerland



Address:

Klinik und Poliklinik für Nephrologie und Hypertonie

KiKl G6

Freiburgstrasse 15

CH-3010 Inselspital Bern



Tel +41(0)31 632 96 63

Fax+41(0)31 632 14 58




[[alternative HTML version deleted]]

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Re: [R] post-hoc test with kruskal.test()

2009-10-14 Thread Meyners, Michael, LAUSANNE, AppliedMathematics
Robert,

you can do the corresponding paired comparisons using wilcox.test. As far as I 
know, there is no such general correction as Tukey's HSD for the 
Kruskal-Wallis-Test. However, if you have indeed only 3 groups (resulting in 3 
paired comparisons), the intersection-union principle and the theory of closed 
test procedures should allow you to do these test without further correction, 
given the global test was statistically significant.

HTH, Michael



 -Original Message-
 From: r-help-boun...@r-project.org 
 [mailto:r-help-boun...@r-project.org] On Behalf Of Robert Kalicki
 Sent: Mittwoch, 14. Oktober 2009 09:17
 To: r-help@r-project.org
 Subject: [R] post-hoc test with kruskal.test()
 
 Dear R users,
 
 I would like to know if there is a way in R to execute a 
 post-hoc test (factor levels comparison, like Tukey for 
 ANOVA) of a non-parametric analysis of variance with 
 kruskal.test() function. I am comparing three different 
 groups. The preliminary analysis using the 
 kruskal-wallis-test show significance, but I still don't know 
 the relationship and the significance level between each group?
 
  
 
 Do you have any suggestion?
 
  
 
 Many thanks in advance!
 
  
 
 Robert
 
  
 
  
 
 ___
 Robert M. Kalicki, MD
 
 Postdoctoral Fellow
 
 Department of Nephrology and Hypertension
 
 Inselspital
 
 University of Bern
 
 Switzerland
 
 
 
 Address:
 
 Klinik und Poliklinik für Nephrologie und Hypertonie
 
 KiKl G6
 
 Freiburgstrasse 15
 
 CH-3010 Inselspital Bern
 
 
 
 Tel +41(0)31 632 96 63
 
 Fax+41(0)31 632 14 58
 
 
 
 
   [[alternative HTML version deleted]]
 
 

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Re: [R] post-hoc test with kruskal.test()

2009-10-14 Thread David Winsemius
There is a post hoc test along the lines of the Kruskal-Wallis test.  
It is implemented on the help page of oneway_test from package coin.  
The authors of the package, Hothorn, Hornik, van de Wiel, and  
Zeileis,  cite  Hollander and Wolfe (1999) for details and say it is  
called the NemenyiDDamico-Wolfe-Dunn test.


Or see nparcomp function in package nparcomp.

There is also a post hoc test for the situation where a Friedman test  
has been done, and that is seen on the help page for SymmetryTests in  
package coin:  the Wilcoxon-Nemenyi-McDonald-Thompson test:


http://finzi.psych.upenn.edu/R/library/coin/html/SymmetryTests.html

There is also an option of using the MTP function in the multtest  
package.


http://finzi.psych.upenn.edu/R/library/multtest/html/MTP.html

--
David Winsemius


On Oct 14, 2009, at 3:17 AM, Robert Kalicki wrote:


Dear R users,

I would like to know if there is a way in R to execute a post-hoc test
(factor levels comparison, like Tukey for ANOVA) of a non-parametric
analysis of variance with kruskal.test() function. I am comparing  
three
different groups. The preliminary analysis using the kruskal-wallis- 
test

show significance, but I still don't know the relationship and the
significance level between each group?

Do you have any suggestion?

--

David Winsemius, MD
Heritage Laboratories
West Hartford, CT

__
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Re: [R] post-hoc test with kruskal.test()

2009-10-14 Thread Meyners, Michael, LAUSANNE, AppliedMathematics
Robert,

What do you mean by not symmetric? If you mean unbalanced in terms of sample 
size, that's not a problem if you choose the right specifications for 
wilcox.test. The Kruskal-Wallis-Test is a generalization of the unpaired 
Wilcoxon test for more than two groups. Not sure whether kruskal.test works 
with just two groups, but if so, it should give the same results as wilcox.test 
if you set the arguments accordingly. 

Having said that, I should mention that unlike some normality-based post-hoc 
tests, the proposed approch is not based on a common error term. The paired 
comparisons will ignore the fact that you had a third group, and this will in 
particular result in (possibly quite) different power of the three comparisons, 
depending on the sample sizes and the noise given in just these two groups. I 
wouldn't know what to do about that, though.

Michael

 -Original Message-
 From: Robert Kalicki 
 Sent: Mittwoch, 14. Oktober 2009 14:11
 To: Meyners,Michael,LAUSANNE,AppliedMathematics
 Subject: RE: [R] post-hoc test with kruskal.test()
 
 Hi Michael,
 Thank you very much for your clear and prompt answer.
 Is it still valid if I use an unpaired comparison with 
 wilcox.test() since my groups are not symmetric.
 Many thanks
 
 Robert
 
 -Message d'origine-
 De : Meyners,Michael,LAUSANNE,AppliedMathematics
 Envoyé : mercredi 14 octobre 2009 10:30
 À : Robert Kalicki; r-help@r-project.org Objet : RE: [R] 
 post-hoc test with kruskal.test()
 
 Robert,
 
 you can do the corresponding paired comparisons using 
 wilcox.test. As far as I know, there is no such general 
 correction as Tukey's HSD for the Kruskal-Wallis-Test. 
 However, if you have indeed only 3 groups (resulting in
 3 paired comparisons), the intersection-union principle and 
 the theory of closed test procedures should allow you to do 
 these test without further correction, given the global test 
 was statistically significant.
 
 HTH, Michael
 
 
 
  -Original Message-
  From: r-help-boun...@r-project.org
  [mailto:r-help-boun...@r-project.org] On Behalf Of Robert Kalicki
  Sent: Mittwoch, 14. Oktober 2009 09:17
  To: r-help@r-project.org
  Subject: [R] post-hoc test with kruskal.test()
  
  Dear R users,
  
  I would like to know if there is a way in R to execute a 
 post-hoc test 
  (factor levels comparison, like Tukey for
  ANOVA) of a non-parametric analysis of variance with
  kruskal.test() function. I am comparing three different groups. The 
  preliminary analysis using the kruskal-wallis-test show 
 significance, 
  but I still don't know the relationship and the significance level 
  between each group?
  
   
  
  Do you have any suggestion?
  
   
  
  Many thanks in advance!
  
   
  
  Robert
  
   
  
   
  
  ___
  Robert M. Kalicki, MD
  
  Postdoctoral Fellow
  
  Department of Nephrology and Hypertension
  
  Inselspital
  
  University of Bern
  
  Switzerland
  
  
  
  Address:
  
  Klinik und Poliklinik für Nephrologie und Hypertonie
  
  KiKl G6
  
  Freiburgstrasse 15
  
  CH-3010 Inselspital Bern
  
  
  
  Tel +41(0)31 632 96 63
  
  Fax+41(0)31 632 14 58
  
  
  
  
  [[alternative HTML version deleted]]
  
  
 
 

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Re: [R] post-hoc test with kruskal.test()

2009-10-14 Thread Thomas Lumley

On Wed, 14 Oct 2009, Meyners, Michael, LAUSANNE, AppliedMathematics wrote:


Robert,

What do you mean by not symmetric? If you mean unbalanced in terms of sample 
size, that's not a
problem if you choose the right specifications for wilcox.test. The 
Kruskal-Wallis-Test is a
generalization of the unpaired Wilcoxon test for more than two groups. Not sure 
whether
kruskal.test works with just two groups, but if so, it should give the same 
results as wilcox.test if
you set the arguments accordingly.

Having said that, I should mention that unlike some normality-based post-hoc 
tests, the proposed
approch is not based on a common error term. The paired comparisons will ignore 
the fact that you
had a third group, and this will in particular result in (possibly quite) 
different power of the three
comparisons, depending on the sample sizes and the noise given in just these 
two groups. I
wouldn't know what to do about that, though.



It's worse than that: you don't necessarily even get the test in the same *direction* when you ignore 
the third group, though it takes some effort to produce a good example.  There's a nice paper by 
Brown  Hettmansperger in ANZ J Stat a few years ago where they look at the decomposition of the 
KW test into paired tests and 'non-transitivity' components.


   -thomas



Michael


-Original Message-
From: Robert Kalicki
Sent: Mittwoch, 14. Oktober 2009 14:11
To: Meyners,Michael,LAUSANNE,AppliedMathematics
Subject: RE: [R] post-hoc test with kruskal.test()

Hi Michael,
Thank you very much for your clear and prompt answer.
Is it still valid if I use an unpaired comparison with
wilcox.test() since my groups are not symmetric.
Many thanks

Robert

-Message d'origine-
De : Meyners,Michael,LAUSANNE,AppliedMathematics
Envoyé : mercredi 14 octobre 2009 10:30
À : Robert Kalicki; r-help@r-project.org Objet : RE: [R]
post-hoc test with kruskal.test()

Robert,

you can do the corresponding paired comparisons using
wilcox.test. As far as I know, there is no such general
correction as Tukey's HSD for the Kruskal-Wallis-Test.
However, if you have indeed only 3 groups (resulting in
3 paired comparisons), the intersection-union principle and
the theory of closed test procedures should allow you to do
these test without further correction, given the global test
was statistically significant.

HTH, Michael




-Original Message-
From: r-help-boun...@r-project.org
[mailto:r-help-boun...@r-project.org] On Behalf Of Robert Kalicki
Sent: Mittwoch, 14. Oktober 2009 09:17
To: r-help@r-project.org
Subject: [R] post-hoc test with kruskal.test()

Dear R users,

I would like to know if there is a way in R to execute a

post-hoc test

(factor levels comparison, like Tukey for
ANOVA) of a non-parametric analysis of variance with
kruskal.test() function. I am comparing three different groups. The
preliminary analysis using the kruskal-wallis-test show

significance,

but I still don't know the relationship and the significance level
between each group?



Do you have any suggestion?



Many thanks in advance!



Robert





___
Robert M. Kalicki, MD

Postdoctoral Fellow

Department of Nephrology and Hypertension

Inselspital

University of Bern

Switzerland



Address:

Klinik und Poliklinik für Nephrologie und Hypertonie

KiKl G6

Freiburgstrasse 15

CH-3010 Inselspital Bern



Tel +41(0)31 632 96 63

Fax+41(0)31 632 14 58




[[alternative HTML version deleted]]







__
R-help@r-project.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.



Thomas Lumley   Assoc. Professor, Biostatistics
tlum...@u.washington.eduUniversity of Washington, Seattle

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