[R] R equivalent of SAS Cochran-Mantel-Haenszel tests?

2009-02-09 Thread Michael Friendly
In SAS, for a two-way (or 3-way, stratified) table, the CMH option in 
SAS PROC FREQ gives
3 tests that take ordinality of the factors into account, for both 
variables, just the column variable

or neither.   Is there an equivalent in R?
The mantelhaen.test in stats gives something quite different (a test of 
conditional independence for

*nominal* factors in a 3-way table).

e.g. I'd like to reproduce:
*-- CMH tests;
proc freq data=sexfun order=data;
 weight count;
 tables husband * wife / cmh chisq nocol norow;
 run;

 The FREQ Procedure
Summary Statistics for Husband by Wife
 Cochran-Mantel-Haenszel Statistics (Based on Table Scores)

   StatisticAlternative HypothesisDF   Value  Prob

   1Nonzero Correlation1 10.01420.0016
   2Row Mean Scores Differ 3 12.56810.0057
   3General Association9 16.76890.0525

--
Michael Friendly Email: friendly AT yorku DOT ca 
Professor, Psychology Dept.

York University  Voice: 416 736-5115 x66249 Fax: 416 736-5814
4700 Keele Streethttp://www.math.yorku.ca/SCS/friendly.html
Toronto, ONT  M3J 1P3 CANADA

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Re: [R] R equivalent of SAS Cochran-Mantel-Haenszel tests?

2009-02-09 Thread vito muggeo

Dear Michael,
It sounds as a linear-by-linear loglinear model (and its variants) which 
uses scores for one or more variables in the table.. (see Agresti, 1990, 
Categorical Data Analysis. I do remember the pages and I have not the 
book here..)


If this is the case, you can use standard call to glm(.., 
family=poisson) with score variables in the linear predictor. For 
instance for a two-way table with ordered variables the linear-by-linear 
model is,


glm(freq~factor(x)+factor(y)+I(score.x*score.y), family=poisson)

The CMH test, probably, is the score test of the parameter of 
I(score.x*score.y)..


best,
vito

Michael Friendly ha scritto:
In SAS, for a two-way (or 3-way, stratified) table, the CMH option in 
SAS PROC FREQ gives
3 tests that take ordinality of the factors into account, for both 
variables, just the column variable

or neither.   Is there an equivalent in R?
The mantelhaen.test in stats gives something quite different (a test of 
conditional independence for

*nominal* factors in a 3-way table).

e.g. I'd like to reproduce:
*-- CMH tests;
proc freq data=sexfun order=data;
 weight count;
 tables husband * wife / cmh chisq nocol norow;
 run;

 The FREQ Procedure
Summary Statistics for Husband by Wife
 Cochran-Mantel-Haenszel Statistics (Based on Table Scores)

   StatisticAlternative HypothesisDF   Value  Prob

   1Nonzero Correlation1 10.01420.0016
   2Row Mean Scores Differ 3 12.56810.0057
   3General Association9 16.76890.0525



--

Vito M.R. Muggeo
Dip.to Sc Statist e Matem `Vianelli'
UniversitĂ  di Palermo
viale delle Scienze, edificio 13
90128 Palermo - ITALY
tel: 091 6626240
fax: 091 485726/485612
http://dssm.unipa.it/vmuggeo

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Re: [R] R equivalent of SAS Cochran-Mantel-Haenszel tests?

2009-02-09 Thread Michael Friendly

Dear Vito,

Yes, these tests are *similar* in spirit to loglinear models using 
either row/col/both scores for the association.
But I'm still looking for something equivalent to give the same results 
as SAS with CMH for
non-parametric tests.  One advantage of the CMH tests is that for 
stratified tables, a largish sample

size is not required in the individual strata, only the total n.

The computations are described in:
http://support.sas.com/onlinedoc/913/getDoc/en/procstat.hlp/freq_sect27.htm

vito muggeo wrote:

Dear Michael,
It sounds as a linear-by-linear loglinear model (and its variants) 
which uses scores for one or more variables in the table.. (see 
Agresti, 1990, Categorical Data Analysis. I do remember the pages and 
I have not the book here..)


If this is the case, you can use standard call to glm(.., 
family=poisson) with score variables in the linear predictor. For 
instance for a two-way table with ordered variables the 
linear-by-linear model is,


glm(freq~factor(x)+factor(y)+I(score.x*score.y), family=poisson)

The CMH test, probably, is the score test of the parameter of 
I(score.x*score.y)..


best,
vito

Michael Friendly ha scritto:
In SAS, for a two-way (or 3-way, stratified) table, the CMH option in 
SAS PROC FREQ gives
3 tests that take ordinality of the factors into account, for both 
variables, just the column variable

or neither.   Is there an equivalent in R?
The mantelhaen.test in stats gives something quite different (a test 
of conditional independence for

*nominal* factors in a 3-way table).

e.g. I'd like to reproduce:
*-- CMH tests;
proc freq data=sexfun order=data;
 weight count;
 tables husband * wife / cmh chisq nocol norow;
 run;

 The FREQ Procedure
Summary Statistics for Husband by Wife
 Cochran-Mantel-Haenszel Statistics (Based on Table Scores)

   StatisticAlternative HypothesisDF   Value  Prob

   1Nonzero Correlation1 10.01420.0016
   2Row Mean Scores Differ 3 12.56810.0057
   3General Association9 16.76890.0525






--
Michael Friendly Email: friendly AT yorku DOT ca 
Professor, Psychology Dept.

York University  Voice: 416 736-5115 x66249 Fax: 416 736-5814
4700 Keele Streethttp://www.math.yorku.ca/SCS/friendly.html
Toronto, ONT  M3J 1P3 CANADA

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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] R equivalent of SAS Cochran-Mantel-Haenszel tests?

2009-02-09 Thread David Freedman

How about 'cmh_test' in the coin package?

From the PDF: The null hypothesis of the independence of y and x is tested,
block defines an optional factor for stratification. chisq_test implements
Pearson’s chi-squared test, cmh_test the Cochran-Mantel-Haenzsel test and
lbl_test the linear-by-linear association test for ordered data.

David Freedman



Michael Friendly wrote:
 
 In SAS, for a two-way (or 3-way, stratified) table, the CMH option in 
 SAS PROC FREQ gives
 3 tests that take ordinality of the factors into account, for both 
 variables, just the column variable
 or neither.   Is there an equivalent in R?
 The mantelhaen.test in stats gives something quite different (a test of 
 conditional independence for
 *nominal* factors in a 3-way table).
 
 e.g. I'd like to reproduce:
 *-- CMH tests;
 proc freq data=sexfun order=data;
   weight count;
   tables husband * wife / cmh chisq nocol norow;
   run;
 
   The FREQ Procedure
  Summary Statistics for Husband by Wife
   Cochran-Mantel-Haenszel Statistics (Based on Table Scores)
 
 StatisticAlternative HypothesisDF   Value  Prob
 
 1Nonzero Correlation1 10.01420.0016
 2Row Mean Scores Differ 3 12.56810.0057
 3General Association9 16.76890.0525
 
 -- 
 Michael Friendly Email: friendly AT yorku DOT ca 
 Professor, Psychology Dept.
 York University  Voice: 416 736-5115 x66249 Fax: 416 736-5814
 4700 Keele Streethttp://www.math.yorku.ca/SCS/friendly.html
 Toronto, ONT  M3J 1P3 CANADA
 
 __
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 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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