Jue.Wang2 at sanofi-aventis.com
2006-Sep-29 21:16 UTC
[R] Confidence interval in the Wilcoxon exact test
Hi, Two functions wilcox.exact and wilcox_test give slightly different confidence intervals of the difference of the medians: for example y<-c(0,0,1.081,0.594,0,0.769,0,0.009,0,0,0.798,0.405,0.498,0.946,1.35,1.149,0.528) x<-c(rep(1,10),rep(2,7)) aa<-wilcox.exact(y~x,conf.int=TRUE) bb<-wilcox_test(y~factor(x),distribution="exact",conf.int=TRUE) aa bb Does anyone know why? Thank you Jue Wang, Biostatistician Contracted Position for Preclinical & Research Biostatistics PrO Unlimited (908) 231-3022
On Fri, 29 Sep 2006, Jue.Wang2 at sanofi-aventis.com wrote:> Hi, > > Two functions wilcox.exact and wilcox_test give slightly different > confidence intervals of the difference of the medians: for example > > y<-c(0,0,1.081,0.594,0,0.769,0,0.009,0,0,0.798,0.405,0.498,0.946,1.35,1.149,0.528) > x<-c(rep(1,10),rep(2,7)) > > aa<-wilcox.exact(y~x,conf.int=TRUE) > bb<-wilcox_test(y~factor(x),distribution="exact",conf.int=TRUE) > > aa > bb > > Does anyone know why? >The help for wilcox.test says 'wilcox.exact' in 'exactRankTests' covers much of the same ground, but also produces exact p-values in the presence of ties. so that is probably the explanation. However, since your x and y can't really have come from distributions differing only by a location shift, the confidence interval isn't valid anyway (and the test is valid only to reject the strong null hypothesis that the distributions are the same, not anything about medians) -thomas