Peter, The score test from the P.O. model for the global null hypothesis (k-1 degrees of freedom for comparing k groups) is almost exactly the Kruskal-Wallis test statistic. For the case where k=2 (Wilcoxon test) the numerator of the score test is exactly the numerator of the Wilcoxon-Mann-Whitney U test.
Frank Peter Dalgaard-2 wrote > > On Jan 12, 2012, at 14:11 , Frank Harrell wrote: > >> The Kruskal-Wallis test is a special case of the proportional odds >> ordinal >> logistic model. > > Eh? Can you elaborate on that? > > I would expect that at best it is equivalent to some _test_ in a polr-type > model. It is never really clear what the model is when some groups are > different and others not. > >> You can get any contrast you want by testing regression >> coefficients. In a couple of weeks the rms package's contrast function >> will allow for individual confidence intervals of effects that together >> have >> a 0.05 type I error, by using the multcomp package (called automatically >> from contrast.rms). >> Frank >> >> Iasonas Lamprianou wrote >>> >>> Thank you for the result, I will have a look at the link. >>> >>> >>> Dr. Iasonas Lamprianou >>> Department of Social and Political Sciences >>> University of Cyprus >>> >>> >>>> ________________________________ >>>> From: Tal Galili <tal.galili@> >>>> To: Iasonas Lamprianou <lamprianou@> >>>> Cc: "r-help@" <r-help@> >>>> Sent: Thursday, 12 January 2012, 10:48 >>>> Subject: Re: [R] kruskal wallis post hoc? >>>> >>>> >>>> Hi Iasonas , >>>> This is a stat question and not an R question. >>>> But the general answer is that it could happen :) >>>> >>>> >>>> The R question would have been if their is a Tukey HSD for >>>> kruskel.test, >> the answer is yes: >>>> http://stats.stackexchange.com/questions/17342/is-there-a-nonparametric-equivalent-of-tukey-hsd >>>> >>>> But if you didn't get any significant result from the pairwise >>>> comparison, >> I would say that the post hoc correction wouldn't help you (it could be >> that >> the reason for this significance is based on some weird contrast...) >>>> >>>> >>>> Best, >>>> Tal >>>> >>>> >>>> >>>> >>>> >>>> >>>> >>>> >>>> ----------------Contact >> Details:------------------------------------------------------- >>>> Contact me: Tal.Galili@ | 972-52-7275845 >>>> Read me: www.talgalili.com (Hebrew) | www.biostatistics.co.il (Hebrew) >>>> | >> www.r-statistics.com (English) >>>> ---------------------------------------------------------------------------------------------- >>>> >>>> >>>> >>>> >>>> >>>> On Thu, Jan 12, 2012 at 8:35 AM, Iasonas Lamprianou <lamprianou@> >> wrote: >>>> >>>> Dear all, >>>>> >>>>> I run a kruskal wallis test and found significant results. Then, I >> conducted all pairwise comparisons and found no significant results. >> Could >> anyone please give me a hint as to why this happens or redirect me >> towards a >> specific web page where I can find more info? (I used alpha=5% and made >> no >> bonferroni or other correction for the pairwise comparisons) >>>>> Thank you >>>>> >>>>> >>>>> Dr. Iasonas Lamprianou >>>>> Department of Social and Political Sciences >>>>> University of Cyprus >>>>> [[alternative HTML version deleted]] >>>>> >>>>> >>>>> ______________________________________________ >>>>> R-help@ mailing list >>>>> https://stat.ethz.ch/mailman/listinfo/r-help >>>>> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >>>>> and provide commented, minimal, self-contained, reproducible code. >>>>> >>>>> >>>> >>>> >>>> >>> [[alternative HTML version deleted]] >>> >>> >>> ______________________________________________ >>> R-help@ mailing list >>> https://stat.ethz.ch/mailman/listinfo/r-help >>> PLEASE do read the posting guide >>> http://www.R-project.org/posting-guide.html >>> and provide commented, minimal, self-contained, reproducible code. >>> >> >> >> ----- >> Frank Harrell >> Department of Biostatistics, Vanderbilt University >> -- >> View this message in context: >> http://r.789695.n4.nabble.com/kruskal-wallis-post-hoc-tp4288008p4288894.html >> Sent from the R help mailing list archive at Nabble.com. >> >> ______________________________________________ >> R-help@ mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. > > -- > Peter Dalgaard, Professor, > Center for Statistics, Copenhagen Business School > Solbjerg Plads 3, 2000 Frederiksberg, Denmark > Phone: (+45)38153501 > Email: pd.mes@ Priv: PDalgd@ > > ______________________________________________ > R-help@ mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/kruskal-wallis-post-hoc-tp4288008p4290363.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
