Not sure....
If all of the variances are zero, they are homogenous in that sense,
and I would give a p-value of 1 ..
if only *some* of the variances are zero... it's less easy.
I still would try to *not* give an error in such cases and even
prefer NA statistic and p-value.. because yes, these are "not
available" for such data.
But it is not strictly an error to try such a test on data of the
correct format... Consequently, personally I would even try to not
give the current error ... but rather return NA values here:
> if (all(x == 0))
> stop("data are essentially constant")
On Mon, Dec 21, 2020 at 12:22 PM Kurt Hornik <kurt.hor...@wu.ac.at> wrote:
>
> >>>>> Karolis K writes:
>
> Any preferences?
>
> Best
> -k
>
> > Hello,
> > In certain cases fligner.test() returns NaN statistic and NA p-value.
> > The issue happens when, after centering with the median, all absolute
> > values become constant, which ten leads to identical ranks.
>
> > Below are a few examples:
>
> > # 2 groups, 2 values each
> > # issue is caused by residual values after centering (-0.5, 0.5, -0.5, 0.5)
> > # then, after taking the absolute value, all the ranks become identical.
> >> fligner.test(c(2,3,4,5), gl(2,2))
>
> > Fligner-Killeen test of homogeneity of variances
>
> > data: c(2, 3, 4, 5) and gl(2, 2)
> > Fligner-Killeen:med chi-squared = NaN, df = 1, p-value = NA
>
>
> > # similar situation with more observations and 3 groups
> >> fligner.test(c(2,3,2,3,4,4,5,5,8,9,9,8), gl(3,4))
>
> > Fligner-Killeen test of homogeneity of variances
>
> > data: c(2, 3, 2, 3, 4, 4, 5, 5, 8, 9, 9, 8) and gl(3, 4)
> > Fligner-Killeen:med chi-squared = NaN, df = 2, p-value = NA
>
>
> > Two simple patches are proposed below. One returns an error, and another
> > returns a p-value of 1.
> > Not sure which one is more appropriate, so submitting both.
>
> > Warm regards,
> > Karolis Koncevičius
>
> > ---
>
> > Index: fligner.test.R
> > ===================================================================
> > --- fligner.test.R (revision 79650)
> > +++ fligner.test.R (working copy)
> > @@ -59,8 +59,13 @@
> > stop("data are essentially constant")
>
> > a <- qnorm((1 + rank(abs(x)) / (n + 1)) / 2)
> > - STATISTIC <- sum(tapply(a, g, "sum")^2 / tapply(a, g, "length"))
> > - STATISTIC <- (STATISTIC - n * mean(a)^2) / var(a)
> > + if (var(a) > 0) {
> > + STATISTIC <- sum(tapply(a, g, "sum")^2 / tapply(a, g, "length"))
> > + STATISTIC <- (STATISTIC - n * mean(a)^2) / var(a)
> > + }
> > + else {
> > + STATISTIC <- 0
> > + }
> > PARAMETER <- k - 1
> > PVAL <- pchisq(STATISTIC, PARAMETER, lower.tail = FALSE)
> > names(STATISTIC) <- "Fligner-Killeen:med chi-squared”
>
> > ---
>
> > Index: fligner.test.R
> > ===================================================================
> > --- fligner.test.R (revision 79650)
> > +++ fligner.test.R (working copy)
> > @@ -57,6 +57,8 @@
> > x <- x - tapply(x,g,median)[g]
> > if (all(x == 0))
> > stop("data are essentially constant")
> > + if (var(abs(x)) == 0)
> > + stop("absolute residuals from the median are essentially constant")
>
> > a <- qnorm((1 + rank(abs(x)) / (n + 1)) / 2)
> > STATISTIC <- sum(tapply(a, g, "sum")^2 / tapply(a, g, "length"))
>
> > ______________________________________________
> > R-devel@r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-devel
>
> ______________________________________________
> R-devel@r-project.org mailing list
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>
--
Martin <maech...@stat.math.ethz.ch> http://stat.ethz.ch/~maechler
Seminar für Statistik, ETH Zürich HG G 16 Rämistrasse 101
CH-8092 Zurich, SWITZERLAND ☎ +41 44 632 3408 <><
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