On May 29, 2012, at 17:55 , maxbre wrote: > Given this example > > #start code > > a<-c(0,70,50,100,70,650,1300,6900,1780,4930,1120,700,190,940, > > 760,100,300,36270,5610,249680,1760,4040,164890,17230,75140,1870,22380,5890,2430) > > b<-c(0,0,10,30,50,440,1000,140,70,90,60,60,20,90,180,30,90, > 3220,490,20790,290,740,5350,940,3910,0,640,850,260) > > wilcox.test(a, b, paired=FALSE) > > #sum of rank for first sample > sum.rank.a <- sum(rank(c(a,b))[1:29]) #sum of ranks assigned to the group a > W1<- sum.rank.a - (length(a)*(length(a)+1)) / 2 > W1 > > U1 <- length(a)*length(b)/2-W1 > U1 > > #sum of ranks for second sample > sum.rank.b <-sum(rank(c(a,b))[30:58]) #sum of ranks assigned to the group b > W2 <- sum.rank.b - (length(b)*(length(b)+1)) / 2 > W2 > > U2 <- length(a)*length(b)/2-W2 > U2 > > #end code > > And given the fact that: > > - in the note of R Wilcox.test is clearly stated: “ The literature is not > unanimous about the definitions of the Wilcoxon rank sum and Mann-Whitney > tests. The two most common definitions correspond to the sum of the ranks of > the first sample with the minimum value subtracted or not. R subtracts [….], > giving a value which is larger by m(m+1)/2 for a first sample of size m”
NB: You are quoting like the Devil reads the Bible: The bit in [...] is "and S-PLUS does not". So R's value is _smaller_ by m(m+1)/2. > > - as result of the same test performed with different stat packages (i.e. > STATISTICA and PAST) I’ve got an U value of 200.5 as in W2 (see my script) > with the same p-value > > What can I conclude regarding STATISTICA and PAST packages?... are they > giving W2 (see my script) instead of U? Most likely. Or, equivalently, they are basing U on the 2nd group instead of the first. This varies between software, as does conventions for which way you subtract in a two sample t test. Some textbooks say that you use the _smallest_ group, and tabulate critical regions only for those cases, to save paper. > > A crucial point is that the variant of the algorithm used for computation by > the packages is very rarely indicated in the output or documented in the > help facility and the manuals. > See also this link (I’ve found after a long meandering on the web) about the > comparison of “wilcoxon mann whitney” u test outcomes from different stat > packages: > http://www.jstor.org/discover/10.2307/2685616?uid=3738296&uid=2129&uid=2&uid=70&uid=4&sid=47699045750617 > > > Any of you have faced the same type of issues? Or am I completely wrong? > > maxbre > > -- > View this message in context: > http://r.789695.n4.nabble.com/Wilcoxon-Mann-Whitney-U-value-outcomes-from-different-stat-packages-tp4631703.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
