[R] stratified Wilcoxon available?

[Heinz Tuechler]

Thanks to Peter Dalgaard and Frank Harrell for your answers. Fortunately I
don't have an urgent need for this test, but it may be in the future.
Still I would be grateful if someone could comment on my opinion that using
survdiff and regarding all the measures as events would lead to an
equivalent test.

Thanks,

Heinz Tüchler

At 15:18 28.08.2005 -0500, Frank E Harrell Jr wrote:
>Peter Dalgaard wrote:
>> Heinz Tuechler <tuechler at gmx.at> writes:
>> 
>> 
>>>Dear All,
>>>
>>>is there a stratified version of the Wilcoxon test (also known as van
>>>Elteren test) available in R?
>>>I could find it in the survdiff function of the survival package for
>>>censored data. I think, it should be possible to use this function creating
>>>a dummy censoring indicator and setting it to not censored, but may be
>>>there is a better way to perform the test.
>> 
>> 
>> Not easily, I think. I played with the stratified Kruskal Wallis test
>> (which is the same thing for larger values of 2...) with a grad
>> student some years ago, but we never got it integrated as an "official"
>> R function. 
>> 
>> It was not massively hard to code, as I recall it. Basically, you
>> convert observations to within-stratum ranks, scaled so that the
>> scores have similar variance (this is crucial: just adding the
>> per-stratum rank sums won't work). You can then get the relevant SSD
>> from lm(), by comparing the models "r ~ group + strata" and "r ~
>> strata". This SSD can be looked up as a chi-square statistic, possibly
>> after applying a scale factor which I have forgotten.... (I.e. do your
>> own math, don't trust me!)
>> 
>
>You might think of such a stratified test as part of a proportional odds 
>model with adjustment for strata as main effects.  The Wilcoxon tests is 
>  a special case of the PO model.  You can fit it with polr or lrm.
>
>-- 
>Frank E Harrell Jr   Professor and Chair           School of Medicine
>                      Department of Biostatistics   Vanderbilt University
>
>