Thank you very much.
These is no statistician where I am! It was clear for me from the previous
email that it is possible to do permutation on the median differences even
if we have unpaired and unbalanced samples. I was only confused about the
null hypothesis ( median difference
or difference of the medians), what Thomas and Bert wrote!
Thank you again and best regards,
Cheba
2010/5/11 Greg Snow <greg.s...@imail.org>
> Here is a simple example of a permutation test on medians without pairing
> and different numbers of subjects in each group:
>
> sw <- iris$Sepal.Width[ c(101:130, 51:70) ]
> group <- rep( 1:2, c(30,20) )
>
> out <- replicate( 1999, { tmp <- sample(group);
> median(sw[tmp==1]) - median(sw[tmp==2]) } )
>
> out <- c( median(sw[group==1]) - median(sw[group==2]), out )
> hist(out)
> abline(v=out[1], col='red')
> mean( out >= out[1] )
>
>
> Hope this helps,
>
> --
> Gregory (Greg) L. Snow Ph.D.
> Statistical Data Center
> Intermountain Healthcare
> greg.s...@imail.org
> 801.408.8111
>
>
> > -----Original Message-----
> > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-
> > project.org] On Behalf Of cheba meier
> > Sent: Monday, May 10, 2010 3:02 AM
> > To: Bert Gunter
> > Cc: R-help@r-project.org; Thomas Lumley
> > Subject: Re: [R] median of two groups
> >
> > Thank you very much for that.
> >
> > What is then if I have unpaired and unbalanced samples?
> >
> > Best regards,
> > Cheba
> >
> > 2010/5/7 Bert Gunter <gunter.ber...@gene.com>
> >
> > > Perhaps this might help clarify:
> > >
> > > sample A: 10 15 20
> > > sample B: 12 15 22
> > >
> > > Median of sample A = 15; median of sample B = 15. Sample medians are
> > =.
> > > But: B-A differences are 2,0,2 with a median of 2. So the median
> > difference
> > > does not equal the difference of the medians.
> > >
> > > Clarity in what you wish to test (and why!) is essential to determine
> > how.
> > >
> > >
> > > Bert Gunter
> > > Genentech Nonclinical Statistics
> > >
> > > -----Original Message-----
> > > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-
> > project.org]
> > > On
> > > Behalf Of cheba meier
> > > Sent: Friday, May 07, 2010 12:46 PM
> > > To: Joris Meys
> > > Cc: R-help@r-project.org; Thomas Lumley
> > > Subject: Re: [R] median of two groups
> > >
> > > Hi all,
> > >
> > > Thank you for your reply.
> > >
> > > if done properly! What does this mean? The R-code I have is using the
> > > R-function sample without replacement. Am I doing this properly?
> > >
> > > median of the differences is zero! Does this mean if I run 1000
> > permutation
> > > and for each permutation I compute the median difference and as a
> > result I
> > > have 1000 differences. Is the the H0: median(1000 differences) =0? If
> > yes,
> > > which conclusion one would have from this H0?
> > >
> > > Best wishes,
> > > Cheba
> > >
> > >
> > >
> > > 2010/5/7 Joris Meys <jorism...@gmail.com>
> > >
> > > > depends on how you interprete "absolute median difference". Is that
> > the
> > > > absolute difference of the medians, or the median of the absolute
> > > > differences. Probably the latter one, so you would be right. If
> > it's the
> > > > former one, then it is testing whether the difference of the
> > medians is
> > > > zero.
> > > >
> > > > Cheers
> > > > Joris
> > > >
> > > >
> > > > On Fri, May 7, 2010 at 6:52 PM, Thomas Lumley
> > > <tlum...@u.washington.edu>wrote:
> > > >
> > > >> On Fri, 7 May 2010, cheba meier wrote:
> > > >>
> > > >> Dear Thomas,
> > > >>>
> > > >>> I have been running simulations in order me to understand this
> > problem!
> > > I
> > > >>> have found something online where the absolute median difference
> > is
> > > >>> computed
> > > >>> and permutations are ran to compute a p-value. Is such a test (if
> > I can
> > > >>> call
> > > >>> it a test) tests the null hypothesis that median group 1 = median
> > group
> > > >>> 2?
> > > >>>
> > > >>
> > > >> No, that is testing whether the median of the differences is zero.
> > This
> > > >> is not the same as testing whether the difference of the medians
> > is
> > > zero.
> > > >>
> > > >> -thomas
> > > >>
> > > >>
> > > >>
> > > >> Thank you in advance for your help.
> > > >>>
> > > >>> Regards,
> > > >>> Cheba
> > > >>>
> > > >>> 2010/4/6 Thomas Lumley <tlum...@u.washington.edu>
> > > >>>
> > > >>>
> > > >>>>
> > > >>>> None of them.
> > > >>>>
> > > >>>> - mood.test() looks promising until you read the help page and
> > see
> > > that
> > > >>>> it
> > > >>>> does not do Mood's test for equality of quantiles, it does
> > Mood's test
> > > >>>> for
> > > >>>> equality of scale parameters.
> > > >>>> - wilcox.test() is not a test for equal medians
> > > >>>> - ks.test() is not a test for equal medians.
> > > >>>>
> > > >>>>
> > > >>>> Mood's test for the median involves dichotomizing the data at
> > the
> > > pooled
> > > >>>> median and then doing Fisher's exact test to see if the binary
> > > variable
> > > >>>> has
> > > >>>> the same mean in the two samples.
> > > >>>>
> > > >>>> median.test<-function(x,y){
> > > >>>> z<-c(x,y)
> > > >>>> g <- rep(1:2, c(length(x),length(y)))
> > > >>>> m<-median(z)
> > > >>>> fisher.test(z<m,g)$p.value
> > > >>>> }
> > > >>>>
> > > >>>> Like most exact tests, it is quite conservative at small sample
> > sizes.
> > > >>>>
> > > >>>> -thomas
> > > >>>>
> > > >>>>
> > > >>>> On Tue, 6 Apr 2010, cheba meier wrote:
> > > >>>>
> > > >>>> Dear all,
> > > >>>>
> > > >>>>>
> > > >>>>> What is the right test to test whether the median of two groups
> > are
> > > >>>>> statistically significant? Is it the wilcox.test, mood.test or
> > the
> > > >>>>> ks.test?
> > > >>>>> In the text book I have got there is explanation for the
> > Wilcoxon
> > > (Mann
> > > >>>>> Whitney) test which tests ob the two variable are from the same
> > > >>>>> population
> > > >>>>> and also ks.test!
> > > >>>>>
> > > >>>>> Regards,
> > > >>>>> Cheba
> > > >>>>>
> > > >>>>> [[alternative HTML version deleted]]
> > > >>>>>
> > > >>>>> ______________________________________________
> > > >>>>> 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.
> > > >>>>>
> > > >>>>>
> > > >>>>> Thomas Lumley Assoc. Professor,
> > Biostatistics
> > > >>>> tlum...@u.washington.edu University of Washington,
> > Seattle
> > > >>>>
> > > >>>>
> > > >>>>
> > > >>> [[alternative HTML version deleted]]
> > > >>>
> > > >>> ______________________________________________
> > > >>> 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.
> > > >>>
> > > >>>
> > > >> Thomas Lumley Assoc. Professor, Biostatistics
> > > >> tlum...@u.washington.edu University of Washington, Seattle
> > > >>
> > > >> ______________________________________________
> > > >> 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.
> > > >>
> > > >
> > > >
> > > >
> > > > --
> > > > Joris Meys
> > > > Statistical Consultant
> > > >
> > > > Ghent University
> > > > Faculty of Bioscience Engineering
> > > > Department of Applied mathematics, biometrics and process control
> > > >
> > > > Coupure Links 653
> > > > B-9000 Gent
> > > >
> > > > tel : +32 9 264 59 87
> > > > joris.m...@ugent.be
> > > > -------------------------------
> > > > Disclaimer : http://helpdesk.ugent.be/e-maildisclaimer.php
> > > >
> > >
> > > [[alternative HTML version deleted]]
> > >
> > > ______________________________________________
> > > 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.
> > >
> > >
> >
> > [[alternative HTML version deleted]]
> >
> > ______________________________________________
> > 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.
>
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