On Jun 13, 2011, at 20:28 , jcallaway wrote:
> Does anyone know if a module already exists to run the Scheirer-Ray-Hare
> extension to Kruskal-Wallis in R, in order to run a non-parametric
> equivalent to a two-way ANOVA?
I had a look at the JSTOR copy of the original Biometrics paper, and tend to say
that I hope not... Amazing what you could get away with in the 70s!
At the very least, note that all of the test statistics are being evaluated
under the _global_ null hypothesis, i.e. no A effect, no B effect, no
interaction. Testing for significance of A in the presence of a strong effect of
B is not what the test does, so it is not a replacement for two-way ANOVA. You
need a stratified test like Friedman's or van Elteren's test for that.
That being said, the procedure it is just a decomposition of the K-W test for
the effect of A*B, and you can easily compute the relevant decomposition of the
SSD from an anova() of a linear model for the ranks.
--
Peter Dalgaard
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com