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
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