Janh,

Janh Anni skrev 2013-06-01 19:47:
Hello All,
Thanks a lot for the helpful suggestions.  I wonder how ties are handled
for the rank sum test by wilcox_test and wilcox.exact?  For instance,

Ties handling was mainly a problem back in the day when recursion formulas were used for the computation of exact p-values. (When no ties are present, the form of the exact null distribution of the Wilcoxon rank-sum statistic depends only on the total number of observations in the two groups.)

other software such as Minitab correct for ties by adjusting the
variance of the test statistic, and actually provide the p values before
and after adjustment for ties.

Adjusting the variance only matters when approximating the exact distribution with its asymptotic Gaussian distribution. And only when at least one tie is shared between the two groups. And yes, the standardized statistic in 'coin' accounts for ties. If ties are present, why would you want to know the unadjusted p-value?

IIf neither wilcox_test nor wilcox.exact
expressly corrects for ties in the Wilcoxon rank sum test, then perhaps
one should just use the conventional wilcox.test which is the simplest
> of them all?  Thanks again

If this was true, the 'wilcox.exact' function would be completely pointless since 'wilcox.test' just falls back on the asymptotic approximation when ties are present.

Software like 'StatXact', 'exactRankTests', and 'coin' use algorithms that compute the exact p-value for any ties configuration. Take a look at Torsten Hothorn's "On Exact Rank Tests in R" article from the very first issue of R News http://www.r-project.org/doc/Rnews/Rnews_2001-1.pdf.


Henric



Janh


On Sat, Jun 1, 2013 at 8:41 AM, Henric Winell <nilsson.hen...@gmail.com
<mailto:nilsson.hen...@gmail.com>> wrote:

    Janh,

    Janh Anni skrev 2013-06-01 04:27:

        Hello peter,


        Thanks for the comment.  wilcox.exact is simpler as you pointed
        out but the
        fact that it is no longer being developed is somewhat concerning.


    Admittedly, 'coin' is being actively developed and has a lot more
    bells and whistles.  But for something as simple as this, that
    wouldn't bother me at all.  In any case, the 'exactRankTests'
    package still gets bug fixes and the algorithm used in the Wilcoxon
    case is exactly the same for both packages.

    However, if you want to stay with 'coin' you can just wrap up Greg's
    proposal in a function:

    wilcox_test.default <- function(x, y, ...) {
         data <-
             data.frame(values = c(x, y),
                        group = rep(c("x", "y"), c(length(x), length(y))))
         wilcox_test(values ~ group, data = data, ...)
    }

    Assuming that both 'coin' and 'exactRankTests are loaded, we can now
    check that it works:

     > set.seed(123)
     > x <- rpois(10, 3)
     > y <- rpois(11, 3.1)
     >
     > wilcox_test(x, y, alternative = "less", distribution = "exact")

             Exact Wilcoxon-Mann-Whitney Test

    data:  values by group (x, y)
    Z = -0.0715, p-value = 0.4844
    alternative hypothesis: true mu is less than 0

     > wilcox.exact(x, y, alternative = "less")

             Exact Wilcoxon rank sum test

    data:  x and y
    W = 54, p-value = 0.4844
    alternative hypothesis: true mu is less than 0


    HTH,
    Henric




        Regards
        Janh


        On Fri, May 31, 2013 at 6:50 PM, Peter Ehlers
        <ehl...@ucalgary.ca <mailto:ehl...@ucalgary.ca>> wrote:

            On 2013-05-30 20:20, Janh Anni wrote:

                Hello Greg,

                Thank you so much for your kind assistance.  It looks
                like there's no way
                around using the formula format.  I longed in vain for a
                simpler script
                more like the wilcox.test format.  Thanks again.

                Janh


            I don't see why the formula syntax would be a problem, but
            to avoid it
            you could use exactRankTests::wilcox.exact() which, I
            believe, was
            written by the same author. It uses the same syntax as
            wilcox.test().
            Note, though, that the package is no longer
            being developed.

            Peter Ehlers




                On Thu, May 30, 2013 at 6:21 PM, Greg Snow
                <538...@gmail.com <mailto:538...@gmail.com>> wrote:

                   Ok, it looks like the function mainly works through
                the formula syntax.

                        It still would have been nice to have a
                    reproducible example of what
                    your
                    data may look like, but I can show an example with
                    simulated x and y:

                       x <- rpois(10, 3)

                        y <- rpois(11, 3.1)
                        mydf <- data.frame( vals = c(x,y),

                    +   group=rep( c('x','y'), c( length(x), length(y) ) ) )

                        wilcox_test( vals ~ group, data=mydf )


                               Asymptotic Wilcoxon-Mann-Whitney Test

                    data:  vals by group (x, y)
                    Z = -1.3718, p-value = 0.1701
                    alternative hypothesis: true mu is not equal to 0

                    Does that help?  (maybe I am the heedlessness
                    theorist after all)



                    On Thu, May 30, 2013 at 4:14 PM, Janh Anni
                    <annij...@gmail.com <mailto:annij...@gmail.com>> wrote:

                       I thought (hoped) wilcox_test(x,y) would do it
                    but it doesn't and the

                        package maintainer says the data have to be
                        rearranged but does not
                        specify
                        how.  Thanks

                        Janh



                        On Thu, May 30, 2013 at 6:05 PM, Greg Snow
                        <538...@gmail.com <mailto:538...@gmail.com>> wrote:

                           What have you tried so far?  Have you read
                        the help page? have you run

                            the examples on that page?

                            I would expect that it is something as simple as

                            library(coin)
                            wilcox_test(x,y)

                            or

                            wilcox_test( y ~ group )

                            But you should trust the help page more than
                            the expectations of
                            someone
                            who has not read it recently (see fortune(14)).

                            If that does not answer your question then
                            give us more detail on what
                            you tried, what you expected the results to
                            be, what the results
                            actually
                            were, and how they differed.  Without that
                            information we have to
                            resort to
                            mind reading and the current implementation
                            of the esp package is still
                            very pre-alpha, it suggests that the answer
                            to your question is:

                               esp()


                            [1] "selflessly vigilantly pigeon theorist
                            heedlessness"

                            Which is either much to profound for the
                            likes of me to understand or
                            is
                            complete gibberish (which is only slightly
                            less helpful than an overly
                            general question without a reproducible
                            example).


                            On Thu, May 30, 2013 at 2:07 PM, Janh Anni
                            <annij...@gmail.com
                            <mailto:annij...@gmail.com>> wrote:

                               Dear All,


                                I have two simple data samples (no
                                groups or factors, etc.) and would
                                just
                                like to compute the two-sample Wilcoxon
                                Rank Sum test using the
                                wilcox_test
                                function contained in the coin package,
                                which is reportedly better
                                than
                                the
                                regular wilcox.test function because it
                                performs some adjustment for
                                ties.
                                Would anyone know how to craft a script
                                to perform this task?  Much
                                appreciated.

                                Janh

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