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atish_azad ☆ 2008-05-29 13:54 (6194 d 10:41 ago) Posting: # 1881 Views: 7,404 |
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Dear all, I have been using the Kruskal Wallis test quite a bit recently. I know that there are various post hoc comparison tests for the one way ANOVA, but I am not aware of what comparison tests I should be using in the non parametric environment. If anyone can help me with names of tests or useful references I would be most appreciative. Regards, Atish  -- Edit: Category changed. [HS] |
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martin ★★ Austria, 2008-05-29 15:17 (6194 d 09:18 ago) @ atish_azad Posting: # 1882 Views: 6,311 |
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dear atish ! the choice of a post hoc test depend on the hypotheses you are interested in; here are some basic procedures based on individual p-values (e.g Wilcoxon-rank sum test): - in the case of many-to-one comparisons I would suggest to use Hommel’s procedure - in the case of all-pairwise comparisons I would suggest Holm’s procedure more powerful post-hoc tests (for many-to-one, all-pairwise and any other contrasts) can be performed for example by SAS PROC MULTTEST (see http://support.sas.com/kb/22/addl/fusion22950_1_multtest.pdf for more information) in the case that you can assume a monotone relationship between outcome and group (e.g. dose-response) I recommend the following paper: Tamhane AC, Hochberg Y, Dunnett CW (1996). Multiple Test Procedures for Dose Finding. Biometrics, 52:21-37. although this paper is based on normal distributed data – you can apply the presented approaches using permutation tests (e.g by SAS PROC MULTTEST with option=PERMUTATION and using the CONTRAST statement for your specific hypothesis) to get the p-values for the hypothesis you are interested in. hope this helps martin PS.: please note that a statistically significant kruskal-wallis tests may not lead to a statistically significant individual hypothesis and vice versa. For this reason, I recommend not to use any overall tests when you are interested in individual hypotheses (refer to Hochberg and Tamhane (1987). Multiple Comparison Procedures. Wiley). |
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martin ★★ Austria, 2008-05-30 11:25 (6193 d 13:09 ago) @ atish_azad Posting: # 1888 Views: 6,214 |
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dear atish ! in the case that you are interested in effect sizes and corresponding simultaneous confidence you may find these papers of interest: Munzel U and Hothorn LA (2001). A Unified Approach to Simultaneous Rank Test Procedures in the Unbalanced One-way Layout. Biometrical Journal, 43(5):553-569. Wolfsegger MJ and Jaki T (2006). Simultaneous confidence intervals by iteratively adjusted alpha for relative effects in the one-way layout. Statistics and Computing, 16(1):15-23. where the asymptotic approach from Munzel and Hothorn is implemented in the R package npmc: Helms J and Munzel U (2008). npmc: Nonparametric Multiple Comparison. R package version 1.0-7. best regards martin |
Ing. Helmut Schütz