Date: Fri, 5 Jun 2009 16:09:42 -0700 (PDT)
From: Thomas Lumley <tlum...@u.washington.edu>
To: dylan.beaude...@gmail.com
Cc: "'r-h...@stat.math.ethz.ch'" <r-h...@stat.math.ethz.ch>
Subject: Re: [R] OT: a weighted rank-based, non-paired test statistic ?
On Fri, 5 Jun 2009, Dylan Beaudette wrote:
Is anyone aware of a rank-based, non-paired test such as the
Krustal-Wallis,
that can accommodate weights?
You don't say what sort of weights, but basically, no.
Whether you have precision weights or sampling weights, the test will no
longer be distribution-free.
Alternatively, would it make sense to simulate a dataset by duplicating
observations in proportion to their weight, and then using the
Krustal-Wallis
test?
No.
well, if you have case weights, i.e., w[i] == 5 means: there are five
observations which look exactly like observation i, then there are several
ways to do it:
library("coin")
set.seed(29)
x <- gl(3, 10)
y <- rnorm(length(x), mean = c(0, 0, 1)[x])
d <- data.frame(y = y, x = x)
w <- rep(2, nrow(d)) ### double each obs
### all the same
kruskal_test(y ~ x, data = rbind(d, d))
Asymptotic Kruskal-Wallis Test
data: y by x (1, 2, 3)
chi-squared = 12.1176, df = 2, p-value = 0.002337
kruskal_test(y ~ x, data = d[rep(1:nrow(d), w),])
Asymptotic Kruskal-Wallis Test
data: y by x (1, 2, 3)
chi-squared = 12.1176, df = 2, p-value = 0.002337
kruskal_test(y ~ x, data = d, weights = ~ w)
Asymptotic Kruskal-Wallis Test
data: y by x (1, 2, 3)
chi-squared = 12.1176, df = 2, p-value = 0.002337
the first two work by duplicating data, the latter one is more memory
efficient since it computes weighted statistics (and their distribution).
However, as Thomas pointed out, other forms of weights are more difficult
to deal with.
Best wishes,
Torsten
-thomas
Thomas Lumley Assoc. Professor, Biostatistics
tlum...@u.washington.edu University of Washington, Seattle
______________________________________________
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.
______________________________________________
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.
