OK, I get it now. Thank you very much! Cheers, Tom
On Tue, Sep 8, 2009 at 8:20 AM, Meyners,Michael,LAUSANNE,AppliedMathematics <michael.meyn...@rdls.nestle.com> wrote: > See the respective help files. The continuity correction only affects > the normal approximation in wilcox.test. With this small samples sizes, > the default evaluation is exact, so it doesn't change anything. In > contrast, kruskal.test is incapable to compute exact values but always > uses the chi-square approximation. So the discrepancy is between exact > test and approximation (guess you'd be better off with the former). > > If you get the urge to reproduce the p value from kruskal.test using > wilcox.test, and maybe to better understand what's happening, try > > a <- wilcox.test(x1, x2, paired=FALSE, exact=FALSE, correct=FALSE) > > (and yes, now with exact=FALSE, the continuity correction makes a > difference). > > HTH, Michael > > > -----Original Message----- > > From: r-help-boun...@r-project.org > > [mailto:r-help-boun...@r-project.org] On Behalf Of David Scott > > Sent: Dienstag, 8. September 2009 07:02 > > To: Thomas Farrar > > Cc: r-help@r-project.org > > Subject: Re: [R] Equivalence of Mann-Whitney test and > > Kruskal-Wallis test with k=2 > > > > Thomas Farrar wrote: > > > Hi all, > > > > > > The Kruskal-Wallis test is a generalization of the two-sample > > > Mann-Whitney test to *k* samples. That being the case, the > > > Kruskal-Wallis test with *k*=2 should give an identical > > p-value to the Mann-Whitney test, should it not? > > > > > > x1<-c(1:5) > > > x2<-c(6,8,9,11) > > > a<-wilcox.test(x1,x2,paired=FALSE) > > > b<-kruskal.test(list(x1,x2),paired=FALSE) > > > a$p.value > > > [1] 0.01587302 > > > b$p.value > > > [1] 0.01430588 > > > > > > The p-values are slightly different (note that there are no ties in > > > the data, so computed p-values should be exact). > > > > > > Can anyone explain the discrepancy? It's been awhile since > > I studied > > > nonparametric stats and this one has me scratching my head. > > > > > > Many thanks! > > > Tom > > > > > > > The continuity correction? It is true by default for > > wilcox.test and is not apparent in the help for kruskal.test. > > > > David Scott > > > > -- > > _________________________________________________________________ > > David Scott Department of Statistics > > The University of Auckland, PB 92019 > > Auckland 1142, NEW ZEALAND > > Phone: +64 9 923 5055, or +64 9 373 7599 ext 85055 > > Email: d.sc...@auckland.ac.nz, Fax: +64 9 373 7018 > > > > Director of Consulting, Department of Statistics > > > > ______________________________________________ > > R-help@r-project.org 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. > > > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org 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.
