tmax in case of ties: R vs. R vs. SAS [Nonparametrics]
Dear all!
Ok, this thread could also go into the category "R for BE/BA". But this here is Helmut's favorite .
Despite the fact that non-parametrics will no longer be accepted by the EMA the world is bigger than Europe and many guidelines still require a non-parametric analysis of tmax (some of them obviously copied from the old EMEA guidance).
It is well known1), that the analysis in case of the classical 2x2 cross-over is done by analysing the period differences (P1-P2) via a Wilcoxon rank sum test with the sequence as grouping factor.
Since in case of tmax there are usually some/many equal values (ties in the non-parametric methods speak) the used software should be able to handle such.
In exploring this within R using the tmax values from the single dose data of Bear I came up with:
This tolds me:
BTW: Because of lexical ordering RT vs. TR is tested and this estimates R-T. Thus we have to change the sign and exchange upper and lower bound to get them for T-R in which we are interested.
Since I'm an obedient man (especially if my wife speaks to me ) I followed the polite suggestion got after loading package 'exactRankTests' and tried:
and this told me:
Upps! Different point estimates .
In other examples (no room to show here) with tied data I have also observed different CIs!
Any body out there who knows whats going on here?
I have searched the R support lists and found that observed by others. But the answers where at least not sufficient if not meaningless.
I have found a stat. course website which states "There is an R function wilcox.exact ... It does not do confidence intervals or point estimates correctly in the presence of ties." but without an explanation.
The new option HL (=Hodges Lehmann estimator) in my "Power to knoff" SAS® 9.2 Proc NPAR1way (code upon request) gives me between other stuff:
but this estimates T-R because TR is tested versus RT here.
1)Hauschke et.al.
"A distribution free procedure for the statistical analysis of bioequivalence studies"
Int. J. Clin. Pharmacol. Vol. 28 (2) 1990, 72-78/Vol. 30, Suppl. 1, S37-43
Sorry for that lengthy post. But I intended to give the Rusers among us the possibility to verify my results with cut and paste.
Sorry2: I have totally forgotten that the estimate and the confidence interval calculated as given are for 2*(T-R). Thus the results must be divided by 2! But what I wanted to show remains.
Ok, this thread could also go into the category "R for BE/BA". But this here is Helmut's favorite .
Despite the fact that non-parametrics will no longer be accepted by the EMA the world is bigger than Europe and many guidelines still require a non-parametric analysis of tmax (some of them obviously copied from the old EMEA guidance).
It is well known1), that the analysis in case of the classical 2x2 cross-over is done by analysing the period differences (P1-P2) via a Wilcoxon rank sum test with the sequence as grouping factor.
Since in case of tmax there are usually some/many equal values (ties in the non-parametric methods speak) the used software should be able to handle such.
In exploring this within R using the tmax values from the single dose data of Bear I came up with:
# Bear single dose data
data <- c("
subject sequence P2 P1
1 TR 2.0 2.0
2 RT 1.5 3.0
3 TR 2.0 2.0
4 RT 2.0 2.0
5 TR 3.0 2.0
6 RT 3.0 2.0
7 TR 1.5 2.0
8 RT 3.0 2.0
9 TR 2.0 3.0
10 RT 2.0 1.5
11 TR 1.5 2.0
12 RT 2.0 3.0
13 TR 1.5 3.0
14 RT 3.0 3.0")
tc <- textConnection(data)
PKt <- read.table(tc, header=TRUE, strip.white=TRUE, as.is=TRUE)
close(tc)
PKt$pdiff <- PKt$P1 - PKt$P2
# to run it again we must remove coin
if ("package:coin" %in% search()) detach("package:coin",unload=TRUE)
library(exactRankTests)
t1 <- wilcox.exact(pdiff ~ sequence, data=PKt, conf.int=TRUE, conf.level=0.9)
print(t1)
This tolds me:
Package 'exactRankTests' is no longer under development.
Please consider using package 'coin' instead.
Exact Wilcoxon rank sum test
data: pdiff by sequence
W = 18, p-value = 0.4149
alternative hypothesis: true mu is not equal to 0
90 percent confidence interval:
-1.5 0.5
sample estimates:
difference in location
-0.25
BTW: Because of lexical ordering RT vs. TR is tested and this estimates R-T. Thus we have to change the sign and exchange upper and lower bound to get them for T-R in which we are interested.
Since I'm an obedient man (especially if my wife speaks to me ) I followed the polite suggestion got after loading package 'exactRankTests' and tried:
library(coin)
PKt$sequence <- as.factor(PKt$sequence) #very important
t2 <- wilcox_test(pdiff ~ sequence, data=PKt, conf.int=TRUE, conf.level=0.9,
distribution="exact")
print(t2)
and this told me:
Exact Wilcoxon Mann-Whitney Rank Sum Test
data: pdiff by sequence (RT, TR)
Z = -0.8465, p-value = 0.4149
alternative hypothesis: true mu is not equal to 0
90 percent confidence interval:
-1.5 0.5
sample estimates:
difference in location
-0.5
Upps! Different point estimates .
In other examples (no room to show here) with tied data I have also observed different CIs!
Any body out there who knows whats going on here?
I have searched the R support lists and found that observed by others. But the answers where at least not sufficient if not meaningless.
I have found a stat. course website which states "There is an R function wilcox.exact ... It does not do confidence intervals or point estimates correctly in the presence of ties." but without an explanation.
The new option HL (=Hodges Lehmann estimator) in my "Power to knoff" SAS® 9.2 Proc NPAR1way (code upon request) gives me between other stuff:
The NPAR1WAY Procedure
...
Average scores were used for ties.
Wilcoxon Two-Sample Test
Statistic (S) 59.0000
Exact Test
One-Sided Pr >= S 0.2075
Two-Sided Pr >= |S - Mean| 0.4149
...
Hodges-Lehmann Estimation
Location Shift 0.5000
Interval Asymptotic
Type 90% Confidence Limits Midpoint Standard Error
Asymptotic (Moses) -0.5000 1.5000 0.500 0.6080
Exact -0.5000 1.5000 0.500
but this estimates T-R because TR is tested versus RT here.
1)Hauschke et.al.
"A distribution free procedure for the statistical analysis of bioequivalence studies"
Int. J. Clin. Pharmacol. Vol. 28 (2) 1990, 72-78/Vol. 30, Suppl. 1, S37-43
Sorry for that lengthy post. But I intended to give the Rusers among us the possibility to verify my results with cut and paste.
Sorry2: I have totally forgotten that the estimate and the confidence interval calculated as given are for 2*(T-R). Thus the results must be divided by 2! But what I wanted to show remains.
—
Regards,
Detlew
Regards,
Detlew
Complete thread:
- tmax in case of ties: R vs. R vs. SASd_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
- simul ants with no ties Helmut 2010-09-16 14:01
- simul ants with no ties d_labes 2010-09-16 11:19
- simulants of the world unite Helmut 2010-09-15 16:17
- simulants of the world unite martin 2010-09-15 14:53
- simulants of the world unite d_labes 2010-09-15 10:14
- simulation martin 2010-09-14 08:33
- Ties, no ties, ties, no ties ... d_labes 2010-09-13 13:21
- 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
- Not positive about that martin 2010-09-16 21:00
- Not positive about that Helmut 2010-09-16 19:52
- tmax in case of ties: R vs. R vs. SAS Jack 2010-09-20 14:03
- R packages Helmut 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
- R packages Helmut 2010-09-20 14:20
- tmax in case of ties: StatXact, Phoenix, and... Helmut 2010-09-10 18:28