Full_Name: Mark J. Lamias Version: 1.7.0 OS: Windows 2000 Pro Submission from: (NULL) (65.222.84.72) I am running the qwilcox procedure and it is producing incorrect results. For example, dwilcox(.025, 3, 5) should equal 6, but it is equal to 1. Similarly, dwilcox(.025, 3, 6) should equal 7, but it equals 2. The critical values are not set being returned with the correct values. I've verified this with a program that performs direct enumeration to determine the appropriate critical values for .05 (two- tail): n1 n2 n crtical_value 3 5 8 6 3 6 9 7 3 7 10 7 3 8 11 8 3 9 12 8 3 10 13 9 3 11 14 9 3 12 15 10 3 13 16 10 3 14 17 11 3 15 18 11 3 16 19 12 3 17 20 12 3 18 21 13 3 19 22 13 3 20 23 14 3 21 24 14 3 22 25 15 3 23 26 15 3 24 27 16 3 25 28 16 3 26 29 17 3 27 30 17 3 28 31 18 3 29 32 19 3 30 33 19 4 4 8 10 4 5 9 11 4 6 10 12 4 7 11 13 4 8 12 14 4 9 13 14 4 10 14 15 4 11 15 16 4 12 16 17 4 13 17 18 4 14 18 19 4 15 19 20 4 16 20 21 4 17 21 21 4 18 22 22 4 19 23 23 4 20 24 24 4 21 25 25 4 22 26 26 4 23 27 27 4 24 28 27 4 25 29 28 4 26 30 29 4 27 31 30 4 28 32 31 4 29 33 32 4 30 34 33 5 5 10 17 5 6 11 18 5 7 12 20 5 8 13 21 5 9 14 22
> Full_Name: Mark J. Lamias > Version: 1.7.0 > OS: Windows 2000 Pro > Submission from: (NULL) (65.222.84.72) > > > I am running the qwilcox procedure and it is producing incorrect results. For > example, dwilcox(.025, 3, 5)not really: R> dwilcox(.025, 3, 5) [1] 0 which is natural since the statistic can take integer values only.> should equal 6, but it is equal to 1. Similarly, > dwilcox(.025, 3, 6) should equal 7, but it equals 2. The critical values are > not set being returned with the correct values. I've verified this with a > program that performs direct enumeration to determine the appropriate critical > values for .05 (two- tail): > > n1 n2 n crtical_value > 3 5 8 6I think you failed to notice what `?qwilcox' tries to tell you: This distribution is obtained as follows. Let 'x' and 'y' be two random, independent samples of size 'm' and 'n'. Then the Wilcoxon rank sum statistic is the number of all pairs '(x[i], y[j])' for which 'y[j]' is not greater than 'x[i]'. This statistic takes values between '0' and 'm * n', and its mean and variance are 'm * n / 2' and 'm * n * (m + n + 1) / 12', respectively. Moreover, it is documented that `probabilities are P[X <= x]' and therefore R> qwilcox(.025, 3, 5) + 3*4/2 [1] 7 means "the smallest x with P(W <= x) => 0.025 is 7" which you can check easily R> pwilcox(7 - 3*4/2, 3, 5) [1] 0.03571429 whereas following your calculations R> pwilcox(6 - 3*4/2, 3, 5) [1] 0.01785714 Best, Torsten> 3 6 9 7 > 3 7 10 7 > 3 8 11 8 > 3 9 12 8 > 3 10 13 9 > 3 11 14 9 > 3 12 15 10 > 3 13 16 10 > 3 14 17 11 > 3 15 18 11 > 3 16 19 12 > 3 17 20 12 > 3 18 21 13 > 3 19 22 13 > 3 20 23 14 > 3 21 24 14 > 3 22 25 15 > 3 23 26 15 > 3 24 27 16 > 3 25 28 16 > 3 26 29 17 > 3 27 30 17 > 3 28 31 18 > 3 29 32 19 > 3 30 33 19 > 4 4 8 10 > 4 5 9 11 > 4 6 10 12 > 4 7 11 13 > 4 8 12 14 > 4 9 13 14 > 4 10 14 15 > 4 11 15 16 > 4 12 16 17 > 4 13 17 18 > 4 14 18 19 > 4 15 19 20 > 4 16 20 21 > 4 17 21 21 > 4 18 22 22 > 4 19 23 23 > 4 20 24 24 > 4 21 25 25 > 4 22 26 26 > 4 23 27 27 > 4 24 28 27 > 4 25 29 28 > 4 26 30 29 > 4 27 31 30 > 4 28 32 31 > 4 29 33 32 > 4 30 34 33 > 5 5 10 17 > 5 6 11 18 > 5 7 12 20 > 5 8 13 21 > 5 9 14 22 > > ______________________________________________ > R-devel@stat.math.ethz.ch mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-devel > >
Torsten, Thank you for clarifying. I see where I have made the mistake. I failed to properly read the definition. Sorry to inconvenience you. Sincerely yours, Mark J. Lamias -----Original Message----- From: Torsten Hothorn [mailto:Torsten.Hothorn@rzmail.uni-erlangen.de] Sent: Thursday, September 18, 2003 3:04 AM To: mark.lamias@grizzard.com Cc: r-devel@stat.math.ethz.ch Subject: Re: [Rd] dwilcox (PR#4212)> Full_Name: Mark J. Lamias > Version: 1.7.0 > OS: Windows 2000 Pro > Submission from: (NULL) (65.222.84.72) > > > I am running the qwilcox procedure and it is producing incorrect results.For> example, dwilcox(.025, 3, 5)not really: R> dwilcox(.025, 3, 5) [1] 0 which is natural since the statistic can take integer values only.> should equal 6, but it is equal to 1. Similarly, > dwilcox(.025, 3, 6) should equal 7, but it equals 2. The critical valuesare> not set being returned with the correct values. I've verified this with a > program that performs direct enumeration to determine the appropriatecritical> values for .05 (two- tail): > > n1 n2 n crtical_value > 3 5 8 6I think you failed to notice what `?qwilcox' tries to tell you: This distribution is obtained as follows. Let 'x' and 'y' be two random, independent samples of size 'm' and 'n'. Then the Wilcoxon rank sum statistic is the number of all pairs '(x[i], y[j])' for which 'y[j]' is not greater than 'x[i]'. This statistic takes values between '0' and 'm * n', and its mean and variance are 'm * n / 2' and 'm * n * (m + n + 1) / 12', respectively. Moreover, it is documented that `probabilities are P[X <= x]' and therefore R> qwilcox(.025, 3, 5) + 3*4/2 [1] 7 means "the smallest x with P(W <= x) => 0.025 is 7" which you can check easily R> pwilcox(7 - 3*4/2, 3, 5) [1] 0.03571429 whereas following your calculations R> pwilcox(6 - 3*4/2, 3, 5) [1] 0.01785714 Best, Torsten> 3 6 9 7 > 3 7 10 7 > 3 8 11 8 > 3 9 12 8 > 3 10 13 9 > 3 11 14 9 > 3 12 15 10 > 3 13 16 10 > 3 14 17 11 > 3 15 18 11 > 3 16 19 12 > 3 17 20 12 > 3 18 21 13 > 3 19 22 13 > 3 20 23 14 > 3 21 24 14 > 3 22 25 15 > 3 23 26 15 > 3 24 27 16 > 3 25 28 16 > 3 26 29 17 > 3 27 30 17 > 3 28 31 18 > 3 29 32 19 > 3 30 33 19 > 4 4 8 10 > 4 5 9 11 > 4 6 10 12 > 4 7 11 13 > 4 8 12 14 > 4 9 13 14 > 4 10 14 15 > 4 11 15 16 > 4 12 16 17 > 4 13 17 18 > 4 14 18 19 > 4 15 19 20 > 4 16 20 21 > 4 17 21 21 > 4 18 22 22 > 4 19 23 23 > 4 20 24 24 > 4 21 25 25 > 4 22 26 26 > 4 23 27 27 > 4 24 28 27 > 4 25 29 28 > 4 26 30 29 > 4 27 31 30 > 4 28 32 31 > 4 29 33 32 > 4 30 34 33 > 5 5 10 17 > 5 6 11 18 > 5 7 12 20 > 5 8 13 21 > 5 9 14 22 > > ______________________________________________ > R-devel@stat.math.ethz.ch mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-devel > >