Bruno L. Giordano wrote: > ----- Original Message ----- From: "Frank E Harrell Jr" > <[EMAIL PROTECTED]> > To: "Bruno L. Giordano" <[EMAIL PROTECTED]> > Cc: <[email protected]> > Sent: Friday, November 03, 2006 8:22 AM > Subject: Re: [R] Rank transformation and the linear mixed model > > >> Bruno L. Giordano wrote: >>> Hello, >>> I am looking for references about mixed models built on rank transformed >>> data. >>> Did anybody ever consider this topic? >>> >>> Thank you, >>> Bruno >> >> If you are speaking about the response variable, it's better to use a >> formal model such as the proportional odds model (generalization of the >> Wilcoxon test). That way you can do meaningful interaction tests and >> much >> more, plus handle ties elegantly with likelihood ratio tests. Some >> researchers have developed mixed effects prop. odds models (which I >> haven't used yet). >> >> Frank >> > > That's a nice start indeed!! > > However, I am referring both to rank transformation of response variables > and covariates. > > The reference to this idea is the work by Conover and Iman (e.g., Conover > and Iman - 1981 - Rank transformations as a bridge between parametric and > nonparametric statistics).
That has largely been replaced by flexible right-hand-side regression modeling (regression splines, gams, etc). These will handle any smooth shape and allow for modeling interactions. The problem with Conover and Iman's method is that when more than one X-variable is being ranked, interpretation of partial effects is difficult, and interpretation of interactions is nearly impossible. Frank > > The need would be to handle robustly monotone and nonlinear > response-covariates relationships. > > Bruno > >>> >>> >>> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ >>> Bruno L. Giordano, Ph.D. >>> CIRMMT >>> Schulich School of Music, McGill University >>> 555 Sherbrooke Street West >>> Montréal, QC H3A 1E3 >>> Canada >>> http://www.music.mcgill.ca/~bruno/ >>> >>> ______________________________________________ >>> [email protected] 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 E Harrell Jr Professor and Chair School of Medicine >> Department of Biostatistics Vanderbilt University >> > > > -- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University ______________________________________________ [email protected] 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.
