On Aug 10, 2010, at 1:30 PM, Panos Hadjinicolaou wrote:
> My questions (finally!) are:
>
> 1. Why the above warning for conf.lev = 0.99 does not appear for 0.93 <
> conf.lev < 0.98 although it produces the same summary?
>
> 2. For conf.lev = 0.95, is there anything else I can do in order to obtain
> confidence intervals other than the max. and min. values of my sample or I
> am limited from my sample's size ?
>
> Thanks for your patience in reading this,
>
> Panos
It is as it should be.
I think it is instructive to look at explicitly shifted samples, e.g.
> wilcox.test(sample-1.369)
Wilcoxon signed rank test
data: sample - 1.369
V = 1, p-value = 0.0625
alternative hypothesis: true location is not equal to 0
> wilcox.test(sample-1.371)
Wilcoxon signed rank test
data: sample - 1.371
V = 0, p-value = 0.03125
alternative hypothesis: true location is not equal to 0
Notice how the p-value jumps as the shift crosses 1.37. You can shift the
distribution by 1.369999 to the left and have nonsignificant test that the
center is at zero. However if you shift by more than 1.37, then you do get
significance. This is true for all significance levels between 0.03125 and
0.0625 (and 0.03125 == 1/32, the probability that all ranks have the same
sign).
The above explains almost everything if you think a little about the
definitions. The only slightly puzzling thing is why confidence levels larger
than 1-0.03125 are considered achievable. The actual code has
if (achieved.alpha - alpha > alpha/2) {
warning("Requested conf.level not achievable")
conf.level <- 1 - signif(achieved.alpha, 2)
}
so I have to assume that the author has considered this with some care.
--
Peter Dalgaard
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd....@cbs.dk Priv: pda...@gmail.com
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