Bioequivalence and Bioavailability Forum • R packages

R packages [Nonparametrics]

posted by Helmut – Vienna, Austria, 2010-09-20 16:20 (5747 d 02:35 ago) – Posting: # 5925
Views: 27,097

Hi Jack!

❝ The coin packages uses the midpoint of the confidence interval as the point estimate for the location difference (ie (0.5-1.5)/2=-0.5 while the exactRankTests packages uses (sort of) the median of the observed differences as the point estimate. Note that the exact procedure of exactRankTests is quite situational which is why the difference in point estimates only occurs sometimes.

Interesting!

❝ The real issue from my point of view is that it is hard (impossible?) to decide which is the "correct" estimate. Intuition tells me that the exactRankTest version is the one that is closer to the spirit of the Wilcoxon test while practicality certainly speaks for the midpoint of the CI to be used.

Hhm; in those ol' days I plotted the sampling distribution – and it can be quite asymetrical. I'm not so sure whether the midpoint of the CI makes sense if the location shift is concerned.

❝ As for the differences in confidence intervals I presume that it has to do with either the approximation which is uses if n>50 and/or the continuity correction.

I'm wondering whether there's a cut-off implemented in both packages switching from the exact method (based on permutation) to an approximation due to performance reasons? I know that it's possible to dump the code from the library, but my knowledge of R is too limited (even to use the right keywords for a search).

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Complete thread:

tmax in case of ties: R vs. R vs. SAS d_labes 2010-09-10 12:05 [Nonparametrics]
- tmax in case of ties: StatXact, Phoenix, and... Helmut 2010-09-10 18:28
  - Ties, no ties, ties, no ties ... d_labes 2010-09-13 13:21
    - simulation martin 2010-09-14 08:33
      - simulants of the world unite d_labes 2010-09-15 10:14
        
        simulants of the world unite martin 2010-09-15 14:53
        
        simulants of the world unite Helmut 2010-09-15 16:17
        
        simul ants with no ties d_labes 2010-09-16 11:19
        
        simul ants with no ties Helmut 2010-09-16 14:01
        
        two different approaches martin 2010-09-16 15:35
- evaluation of tmax: use of relative effects? martin 2010-09-16 18:04
  - Not positive about that Helmut 2010-09-16 19:52
    - Not positive about that martin 2010-09-16 21:00
      - Stupidity Helmut 2010-09-17 13:10
- tmax in case of ties: R vs. R vs. SAS Jack 2010-09-20 14:03
  - R packagesHelmut 2010-09-20 14:20
    - R packages code d_labes 2010-09-27 11:27
    - R packages Jack 2010-09-27 16:14
  - Is Exact exact? d_labes 2010-09-27 09:53