Re: [R] Comparing samples with widely different uncertainties

2010-08-25 Thread peter dalgaard

On Aug 25, 2010, at 3:57 PM, Sandy Small wrote:

 Hi
 This is probably more of a statistics question than a specific R
 question, although I will be using R and need to know how to solve the
 problem in R.
 
 I have several sets of data (ejection fraction measurements) taken in
 various ways from the same set of (~400) patients (so it is paired data).
 For each individual measurement I can make an estimate of the percentage
 uncertainty in the measurement.
 Generally the measurements in data set A are higher but they have a
 large uncertainty (~20%) while the measurements in data set Bare lower
 but have a small uncertainty (~4%).
 I believe, from the physiology, that the true value is likely to be
 nearer the value of A than of B.
 I need to show that, despite the uncertainties in the measurements
 (which are not themselves normally distributed), there is (or is not) a
 difference between the two groups, (a straight Wilcoxon signed ranks
 test shows a difference but it cannot include that uncertainty data).
 
 Can anybody suggest what I should be looking at? Is there a language
 here that I don't know? How do I do it in R?
 Many thanks for your help
 Sandy

Hm, well...

I don't think the issue is entirely well-defined, but let me try and give you 
some pointers:

For bivariate normal data (X,Y), the situation is that even if V(X) != V(Y) you 
still end up looking at X-Y if the question is whether the means are the same. 
It's sort of the only thing you _can_ do...

For non-normal data, it is not clear what the null hypothesis really is. The 
signed-rank test assumes that X-Y has a symmetric distribution, which is 
dubious if X is not symmetric and its variation dominates that of Y. You could 
also do a sign test and see if the differences has a median of zero (bear in 
mind that the median of a difference is different from the difference of the 
medians, but it could actually suffice.)

I'd probably start off with a simple plot of Y vs X and look for fan-out 
effects indicating that the variance depends on the mean. If it does, perhaps 
take logs or square roots and see if it makes the variances appear more stable 
and perhaps improve on the normality. Then maybe just do a paired t-test. 

-- 
Peter Dalgaard
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd@cbs.dk  Priv: pda...@gmail.com

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Re: [R] Comparing samples with widely different uncertainties

2010-08-25 Thread Marc Schwartz
On Aug 25, 2010, at 8:57 AM, Sandy Small wrote:

 Hi
 This is probably more of a statistics question than a specific R
 question, although I will be using R and need to know how to solve the
 problem in R.
 
 I have several sets of data (ejection fraction measurements) taken in
 various ways from the same set of (~400) patients (so it is paired data).
 For each individual measurement I can make an estimate of the percentage
 uncertainty in the measurement.
 Generally the measurements in data set A are higher but they have a
 large uncertainty (~20%) while the measurements in data set Bare lower
 but have a small uncertainty (~4%).
 I believe, from the physiology, that the true value is likely to be
 nearer the value of A than of B.
 I need to show that, despite the uncertainties in the measurements
 (which are not themselves normally distributed), there is (or is not) a
 difference between the two groups, (a straight Wilcoxon signed ranks
 test shows a difference but it cannot include that uncertainty data).
 
 Can anybody suggest what I should be looking at? Is there a language
 here that I don't know? How do I do it in R?
 Many thanks for your help
 Sandy


The first place that I would start is at Martin Bland's page pertaining to the 
design and analysis of measurement studies:

  http://www-users.york.ac.uk/~mb55/meas/meas.htm

The papers he co-authored with Doug Altman are the go to resource for this 
domain.

HTH,

Marc Schwartz

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and provide commented, minimal, self-contained, reproducible code.