Peter Dalgaard wrote: > Heinz Tuechler <[EMAIL PROTECTED]> writes: > > >>Dear All, >> >>is there a stratified version of the Wilcoxon test (also known as van >>Elteren test) available in R? >>I could find it in the survdiff function of the survival package for >>censored data. I think, it should be possible to use this function creating >>a dummy censoring indicator and setting it to not censored, but may be >>there is a better way to perform the test. > > > Not easily, I think. I played with the stratified Kruskal Wallis test > (which is the same thing for larger values of 2...) with a grad > student some years ago, but we never got it integrated as an "official" > R function. > > It was not massively hard to code, as I recall it. Basically, you > convert observations to within-stratum ranks, scaled so that the > scores have similar variance (this is crucial: just adding the > per-stratum rank sums won't work). You can then get the relevant SSD > from lm(), by comparing the models "r ~ group + strata" and "r ~ > strata". This SSD can be looked up as a chi-square statistic, possibly > after applying a scale factor which I have forgotten.... (I.e. do your > own math, don't trust me!) >
You might think of such a stratified test as part of a proportional odds model with adjustment for strata as main effects. The Wilcoxon tests is a special case of the PO model. You can fit it with polr or lrm. -- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html