thanks for your comment, Bert as pointed out by Brian, mrpp suits my need. On Sat, May 30, 2015 at 2:02 PM, Bert Gunter <bgunter.4...@gmail.com> wrote: > ... or in not testing at all. The distributions are not the same, period. So > what. Testing for equality is useless -- the real question is: what issues > are you trying to address/ what questions are you trying to answer/ can they > be answered with the data you have or plan to get? > > In any case, this does not seem the proper venue for such matters, as it has > nothing to do with R -- for now, anyways (mea culpa). I would suggest you > post to a statistics list like stats.stackexchange.com to figure out what > you want to do and then maybe come back here as necessary (after searching) > to get any help you might need with R tools to do it. > > Cheers, > Bert > > Bert Gunter > > "Data is not information. Information is not knowledge. And knowledge is > certainly not wisdom." > -- Clifford Stoll > > On Sat, May 30, 2015 at 10:42 AM, David Winsemius <dwinsem...@comcast.net> > wrote: >> >> >> On May 30, 2015, at 7:09 AM, Wensui Liu wrote: >> >> > Thanks for your insight, David >> > But I am not interested in comparing means among multiple groups. >> > Instead, I want to compare empirical distributions. In this case, I am >> > not sure if wilcoxon should be still applicable. >> > >> > still appreciate it. >> >> The Wilcoxon Rank Sum is not comparing means (or medians as I mistakenly >> thought in the past) but is a more general test of location. You are correct >> in thinking that the KS test is implicitly testing a wider range of >> hypotheses, although it remains fairly weak against specific tests. I wasn't >> suggesting the coin package simply because of its capacity to generalize the >> WRS test but because of its capacity to support permutation tests of many >> sorts. >> >> If you are testing at all, then there would seem to be a likelihood (in >> the vague sense of consideration of possible goals of your testing proces) >> that you really would be interested in departures from "equality of >> distribution" that might have a more specific description, and might >> therefore be interested in testing strategies with more power, perhaps a >> compound test for differences in location and spread. >> >> -- >> David. >> >> >> > >> > On Fri, May 29, 2015 at 1:32 PM, David Winsemius >> > <dwinsem...@comcast.net> wrote: >> >> >> >> On May 29, 2015, at 9:31 AM, Wensui Liu wrote: >> >> >> >>> Good morning, All >> >>> I have a stat question not specifically related to the the programming >> >>> language. >> >>> To compare distributional consistency / discrepancy between two >> >>> samples, we usually use kolmogorov-smirnov test, which is implemented >> >>> in R with ks.test() or in SAS with "pro npar1way edf". >> >>> I am wondering if there is any alternative to KS test that could be >> >>> generalized to K-samples. >> >> >> >> The 'coin' package (Hothorn, Hornick, van de Weil, and Zeileis) >> >> presents a variety of permutation and rank-based tests that would probably >> >> be more powerful than any multi-group variant of the KS test. The >> >> multi-group variant of the Wilcoxon Rank Sum Test presented in the >> >> examples >> >> for the help page: ?wilcox_test is the Nemenyi-Damico-Wolfe-Dunn test. >> >> >> >> -- >> >> >> >> David Winsemius >> >> Alameda, CA, USA >> >> >> > >> > >> > >> > -- >> > ============================== >> > WenSui Liu >> > Credit Risk Manager, 53 Bancorp >> > wensui....@53.com >> > 513-295-4370 >> > ============================== >> >> David Winsemius >> Alameda, CA, USA >> >> ______________________________________________ >> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >> 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. > >
-- ============================== WenSui Liu Credit Risk Manager, 53 Bancorp wensui....@53.com 513-295-4370 ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.