At 19:02 28.08.2005 -0700, Thomas Lumley wrote: >On Sun, 28 Aug 2005, Heinz Tuechler wrote: > >> Thanks to Peter Dalgaard and Frank Harrell for your answers. Fortunately I >> don't have an urgent need for this test, but it may be in the future. >> Still I would be grateful if someone could comment on my opinion that using >> survdiff and regarding all the measures as events would lead to an >> equivalent test. > >In the absence of ties, yes. In the presence of ties I think survdiff() >does something slightly different from what would be usual for the >Wilcoxon test. This would matter only with many tied observations. > > -thomas >
Thank you, Thomas, for this information. Heinz > > >> >> Thanks, >> >> Heinz Tüchler >> >> At 15:18 28.08.2005 -0500, Frank E Harrell Jr wrote: >>> 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 >>> >>> >> >> ______________________________________________ >> [email protected] mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html >> > >Thomas Lumley Assoc. Professor, Biostatistics >[EMAIL PROTECTED] University of Washington, Seattle ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
