On Wed, 16 Nov 2005, Peter Dalgaard wrote:
> Torsten Hothorn <[EMAIL PROTECTED]> writes:
> [snip]
>
> > > > However, how do I get Z from a Wilcoxon test in R?
> > >
> > > wtest <- wilcox.test(y~group,data=d, alternative="greater")
> > > qnorm(wtest$p.value)
> > >
> >
> > or
> >
> > library("coin")
> > statistic(wilcox_test(y ~ group, data = d, ...), type = "standardized")
> >
> > where the variance `estimator' takes care of tied observations.
>
> Doesn't it do that in the same way as inside wilcox.test(...,exact=FALSE)?
>
My understanding was that `wilcox.test' implements the unconditional version
(with unconditional variance estimator and some `adjustment' for ties) and
`wilcox_test' implements the conditional version of the test (of course both
coincide when there are no ties).
However, some quick experiments suggest that the standardized statistic is
the same for both versions (with correct = FALSE) for tied observations.
One needs to check if the expectation and variance formulae in
`wilcox.test' are equivalent with the conditional versions used in
`wilcox_test' (in contrast to my initial opinion).
Best,
Torsten
> Just wondering.
>
> -p
>
> --
> O__ ---- Peter Dalgaard ?ster Farimagsgade 5, Entr.B
> c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
> (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
> ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907
>
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