tmax in case of ties: StatXact, Phoenix, and... [Nonparametrics]

posted by Helmut Homepage – Vienna, Austria, 2010-09-10 20:28 (4967 d 00:10 ago) – Posting: # 5905
Views: 20,793

Dear D. Labes!

❝ Ok, this thread could also go into the category "R for BE/BA". But this here is Helmut's favorite ;-).


Right. But if ties are considered, you are stirring up a hornets' nest!

❝ 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.


Well, cough…

Summary of your results (T-R) - changed signs if necessary and divided by 2:
program                   PE      90.26% CI
library(exactRankTests)  +0.125  -0.25 +0.75
library(coin)            +0.25   -0.25 +0.75
SAS (asymptotic)         +0.25   -0.25 +0.75
SAS (exact)              +0.25   -0.25 +0.75


My quick and dirty solution:
PKt$pdiff    <- (PKt$P1 - PKt$P2)/2
PKt$sequence <- relevel(PKt$sequence, ref="TR")
PKt$sequence
 [1] TR RT TR RT TR RT TR RT TR RT TR RT TR RT
Levels: TR RT
require(exactRankTests)
 t1 <- wilcox.exact(pdiff ~ sequence, data=PKt, conf.int=TRUE, conf.level=0.9)
print(t1)

        Exact Wilcoxon rank sum test

data:  pdiff by sequence
W = 31, p-value = 0.4149
alternative hypothesis: true mu is not equal to 0
90 percent confidence interval:
 -0.50  0.75
sample estimates:
difference in location
                 0.125

require(coin)
t2 <- wilcox_test(pdiff ~ sequence, data=PKt, conf.int=TRUE, conf.level=0.9,
                  distribution="exact")
print(t2)

        Exact Wilcoxon Mann-Whitney Rank Sum Test

data:  pdiff by sequence (TR, RT)
Z = 0.8465, p-value = 0.4149
alternative hypothesis: true mu is not equal to 0
90 percent confidence interval:
 -0.25  0.75
sample estimates:
difference in location
                  0.25


❝ Any body out there who knows whats going on here?


Hhm; don't use library(exactRankTests)?

Hauschke et al. (1990) don't speak about ties; they refer to Hollander and Wolfe.1 In my edition the word 'tie' is not even mentioned in the subject index… With my mid-1990 implementation in Rocky Mountain BASIC (not corrected for ties) I get:
                          PE      90.26% CI
                         +0.25   -0.25 +0.75


Now for StatXact 6.1. using the coding according to Senn (2002) I get:
                          PE      90.26% CI
asymptotic               +0.50   -0.25 +1.00
exact                    +0.50   -0.25 +1.00

What the heck?

Phoenix 6.1 (asymptotic), according to Koch2 (no ties!):
                          PE      90.26% CI
                         +0.25   -0.25 +0.75


EquivTest/PK (asymptotic):
                          PE      90.26% CI
                         +0.25   -0.25 +0.75


Not a single word about ties in the manuals of Phoenix and EquivTest/PK.
StatXact states:

[…] zero differences are ignored. We assume initially that there are no ties in the observed values of the Di's. We will show subsequently how to adjust for the possibility of ties. […] By suitably adapting the reasoning in Lehmann (1975, pages 181 to 182) so as to accommodate ties one can show that the probability that the interval [λ*, λ*] excludes λ is at most α. This ensures that the Hodges-Lehmann confidence intervals preserve the desired coverage probability.

:confused:

In a more recent textbook3 the common procedure of using mid-ranks for ties is given. According to this reference StatXact adjusts for ties. But I'm not so sure anymore. Open questions:

❝ Sorry for that lengthy post.


So am I. You gave me a nice excuse not to spend the afternoon struggling with my income tax return.


  1. Holander M, Wolfe DA. Nonparametric Statistical Methods. New York: Wiley; 1973.
  2. Koch GG. The Use of Non-Parametric Methods in the Statistical Analysis of the Two-Period Change-Over Design. Biometrics. 1972: 28; 578–85. PMID 4556704.
  3. Sprent P, Smeeton NC. Applied Nonparametric Statistical Methods. Boca Raton: Chapman & Hall/CRC; 4th ed. 2007.

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