On Wed, 21 Dec 2005, Peter Dalgaard wrote: > P Ehlers <[EMAIL PROTECTED]> writes: > > > > so a good guess at its definition is that it is obtained from W or one > > > of the others by subtracting the mean and dividing with the SD. > > > > > > > With the SD adjusted for ties, of course. (See, e.g., Conover's book.) > > ...which is actually the exact SD, conditional on the set of tied > ranks, not just a correction term. See my discussion with Torsten a > month or so ago. >
yes, exactly. Thanks, Peter! The `T' values reported by functions in the `coin' package are _standardized_ statistics. Standardization is done utilizing the conditional expectation and conditional variance of the underlying linear statistics as given by Strasser & Weber (1999). Note that _no_ `continuity correction' whatsoever is applied. The limit distribution is normal (or chisq, when the test statistic is a quadratic form). The vignette explains the theoretical framework `coin' maps into software in more detail. It _definitively_ is worse the effort to have a look at it. At first glance it might seem a little bit abstract but after this you'll see how general and powerful the tools are. We are currently working on a manuscript showing more applications, so watch out for the new `coin' version in a few days. Best, Torsten > -- > O__ ---- Peter Dalgaard Ă˜ster Farimagsgade 5, Entr.B > c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K > (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 > ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > > ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html