Bioequivalence and Bioavailability Forum • simulation

simulation [Nonparametrics]

posted by martin – Austria, 2010-09-14 10:33 (4966 d 20:51 ago) – Posting: # 5907
Views: 20,373

dear HS and d_labes!

you may find the following simulation results interesting

rm(list=ls(all=TRUE))

library(coin)

library(exactRankTests)



set.seed(130910)

n <- 10

nsim <- 1E4

cover1 <- 0

cover2 <- 0

grp <- as.factor(c(rep('A', n), rep('B', n)))

for(i in 1:nsim){

    x <- c(round(rnorm(n, mean=0, sd=1),1), round(rnorm(n, mean=0, sd=1),1))

    res1 <- confint(wilcox_test(x~grp, distribution='exact', conf.int=TRUE,

    conf.level=0.95))$conf.int

    res2 <- wilcox.exact(x~grp, conf.int=TRUE, conf.level=0.95)$conf.int

      if(res1[1] < 0 & res1[2] > 0){cover1 <- cover1 + 1}

      if(res2[1] < 0 & res2[2] > 0){cover2 <- cover2 + 1}

  }

print(cover1/nsim)

[1] 0.937

print(cover2/nsim)

[1] 0.9505



prop.test(x=c(cover1, cover2), n=c(nsim, nsim))



        2-sample test for equality of proportions with continuity correction



data:  c(cover1, cover2) out of c(nsim, nsim) 

X-squared = 16.9122, df = 1, p-value = 3.915e-05

alternative hypothesis: two.sided 

95 percent confidence interval:

 -0.01998361 -0.00701639 

sample estimates:

prop 1 prop 2 

0.9370 0.9505

best regards
martin

Complete thread:

tmax in case of ties: R vs. R vs. SAS d_labes 2010-09-10 12:05
- 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
    - simulationmartin 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 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