On Fri, 21 Apr 2017, peter dalgaard wrote:

Also, as far as I know just for historical consistency, the test statistic in R is the rank sum of the first group MINUS its minimum possible value: W = 110.5 - sum(1:13) = 19.5

Ah, yes, I meant to add that remark. And coin::wilcox_test always computes a standardized test statistic as opposed to the (adjusted) rank sum. But these are all "simple" transformations of the test statistic and hence do not influence the p-values.

See also the "Note" in ?wilcox.test on the difference between so-called Wilcoxon and Mann-Whitney statistics.

On 21 Apr 2017, at 14:54 , Achim Zeileis <achim.zeil...@uibk.ac.at> wrote:

On Fri, 21 Apr 2017, Tripoli Massimiliano wrote:

Dear R users,
Why the result of Wilcoxon sum rank test by R is different from sas

https://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_npar1way_sect022.htm

The code is next:

sampleA <- c(1.94, 1.94, 2.92, 2.92, 2.92, 2.92, 3.27, 3.27, 3.27, 3.27,
      3.7, 3.7, 3.74)

sampleB <- c(3.27, 3.27, 3.27, 3.7, 3.7, 3.74)
wilcox.test(A,B,paired = F)

There are different ways how to compute or approximate the asymptotic or exact 
conditional distribution of the test statistic:

SAS reports an asymptotic normal approximation (apparently without continuity 
correction along with an asymptotic t approximation and the exact conditional 
distribution.

Base R's stats::wilcox.test can either report the exact conditional 
distribution (but only if there are no ties) or the asymptotic normal 
distribution (with or without continuity correction). In small samples the 
default is to use the former but a warning is issued when there are ties (as in 
your case).

Furthermore, coin::wilcox_test can report either the asymptotic normal 
distribution (without continuity correction) or the exact conditional 
distribution (even in the presence of ties).

Thus:

## collect data in data.frame
d <- data.frame(
 y = c(sampleA, sampleB),
 x = factor(rep(0:1, c(length(sampleA), length(sampleB))))
)

## asymptotic normal distribution without continuity correction
## (p = 0.0764)
stats::wilcox.test(y ~ x, data = d, exact = FALSE, correct = FALSE)
coin::wilcox_test(y ~ x, data = d, distribution = "asymptotic")

## exact conditional distribution (p = 0.1054)
coin::wilcox_test(y ~ x, data = d, distribution = "exact")

These match SAS's results. The default result of stats::wilcox.test is 
different as explained by the warning issued.

hth,
Z

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Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
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