Dear Wolfgang, Thanks for the documentation, but the document only states the default behavior, it does not mention what would happen if we tell it to compute the exact p-value but the data has ties. I think this would be misleading as people might think their result is exact by specifying `exact=TRUE` but the truth is that their data contains ties and the result is from the normal approximation.
Best, Jiefei On Fri, Mar 19, 2021 at 11:18 PM Viechtbauer, Wolfgang (SP) < wolfgang.viechtba...@maastrichtuniversity.nl> wrote: > Dear Jiefei, > > This behavior is documented. From help(wilcox.test): > > "By default (if exact is not specified), an exact p-value is computed if > the samples contain less than 50 finite values and there are no ties. > Otherwise, a normal approximation is used." > > Best, > Wolfgang > > >-----Original Message----- > >From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of Jiefei > Wang > >Sent: Friday, 19 March, 2021 15:52 > >To: Spencer Graves > >Cc: r-help; Bogdan Tanasa > >Subject: Re: [R] about a p-value < 2.2e-16 > > > >After digging into the R source, it turns out that the argument `exact` > has > >nothing to do with the numeric precision. It only affects the statistic > >model used to compute the p-value. When `exact=TRUE` the true distribution > >of the statistic will be used. Otherwise, a normal approximation will be > >used. > > > >I think the documentation needs to be improved here, you can compute the > >exact p-value *only* when you do not have any ties in your data. If you > >have ties in your data you will get the p-value from the normal > >approximation no matter what value you put in `exact`. This behavior > should > >be documented or a warning should be given when `exact=TRUE` and ties > >present. > > > >FYI, if the exact p-value is required, `pwilcox` function will be used to > >compute the p-value. There are no details on how it computes the pvalue > but > >its C code seems to compute the probability table, so I assume it computes > >the exact p-value from the true distribution of the statistic, not a > >permutation or MC p-value. > > > >Best, > >Jiefei > [[alternative HTML version deleted]] ______________________________________________ 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.
