[R] How to code a bootstrap version of the Wilcoxon-Mann-Whitneytest (and variants)?

Thomas Lumley tlumley at u.washington.edu
Mon Feb 17 19:49:05 CET 2003


On Mon, 17 Feb 2003, Torsten Hothorn wrote:
> what are you interested in? The permutation distribution of (almost) any
> statistic can be computed either using special functions like {dpq}wilcox (as you
> already noticed) or pperm (package exactRankTests). If I recall it
> correctly, there is a chapter in "MASS" on how to simulate the permutation
> distribution in a fast way.
>

One could be interested in a bootstrap estimate of the sampling
distribution of the test statistic.  This is only the same as the
permutation distribution if the two distributions are the same. You can
certainly have the level of the test equal to the power without the
distributions being the same;  whether this counts as part of the null
hypothesis is really a philosophical question.

	-thomas




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