Where did you get the idea that the location estimate in a 2-sample Wilcoxon test is the difference in medians? (It is a common misconception, but not I believe to be found in R. The estimate is the median of differences, not the difference of medians: and the test is not of a difference of population medians either, unless the two populations differ only in location.)

On Sun, 30 Jan 2011, Graham Smith wrote:

I am sure I am opening myself up to looking stupid, but  I have two samples
with medians of 613.5  and 189 (difference in location of 424 compared to
the difference suggested from the wilcoxon of 291.5)

wilcox.test(pipwtCount,pipwdCount, conf.int=TRUE, na.rm=TRUE)

   Wilcoxon rank sum test

data:  pipwtCount and pipwdCount
W = 822, p-value = 0.01227
alternative hypothesis: true location shift is not equal to 0
95 percent confidence interval:
 58 639
sample estimates:
difference in location
                291.5

The data is here

pipwtCount
[1]  532  298  215 1588   38  180  284  376 5349 1024  650  605 1307 6147
21
[16]  453   23 1983 1048  464 2183 1028 1361  163  175 5944  569  622  793
70
[31]   67 1188  248 3010   19 2179 1339  408  113  739 2615 4619

pipwdCount
[1]   89  384   12  703    2  138  189  383  314  482   96  907   90 1193
154
[16]  305   61  414 4764 1066  121  143  102  174   44 2896   NA 1103  161
199

median(pipwtCount)
[1] 613.5
median(pipwdCount,na.rm=T)
[1] 189
613.5-189
[1] 424.5


I would appreciate if someone could point out the obvious to me, and explain
why there is such a large discrepancy in the differences in location.



Many thanks,

Graham

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Brian D. Ripley,                  rip...@stats.ox.ac.uk
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