[R] adjusted p-values with TukeyHSD?
Liaw, Andy
andy_liaw at merck.com
Tue May 17 15:19:48 CEST 2005
> From: Sander Oom
>
> Hi Chris and Chris,
>
> I was keeping my eye on this thread as I have also been discovering
> multiple comparisons recently. Your instructions are very
> clear! Thanks.
One thing to note, though: Multcomp does not do Dunnett's or
Tukey's multiple comparisons per se. Those names in multcomp
refer to the contrasts being used (comparison to a control for
Dunnett and all pairwise comparison for Tukey). The actual
methods used are as described in the references of the help
pages.
> Now I would love to see an R boffin write a nifty function to
> produce a
> graphical representation of the multiple comparison, like this one:
>
> http://www.theses.ulaval.ca/2003/21026/21026024.jpg
>
> Should not be too difficult.....[any one up for the challenge?]
I beg to differ: That's probably as bad a way as one can use to
graphically show multiple comparison. The shaded bars serve no
purpose.
Two alternatives that I'm aware of are
- Multiple comparison circles, due to John Sall, and not
surprisingly, implemented in JMP and SAS/Insight. See:
http://support.sas.com/documentation/onlinedoc/v7/whatsnew/insight/sect4.htm
- The mean-mean display proposed by Hsu and Peruggia:
Hsu, J. C. and M. Peruggia (1994).
Graphical representations of Tukey's multiple comparison method.
Journal of Computational and Graphical Statistics 3, 143{161
Andy
> I came across more multiple comparison info here;
>
> http://www.agr.kuleuven.ac.be/vakken/statisticsbyR/ANOVAbyRr/m
> ultiplecomp.htm
>
> Cheers,
>
> Sander.
>
> Christoph Buser wrote:
> > Dear Christoph
> >
> > You can use the multcomp package. Please have a look at the
> > following example:
> >
> > library(multcomp)
> >
> > The first two lines were already proposed by Erin Hodgess:
> >
> > summary(fm1 <- aov(breaks ~ wool + tension, data = warpbreaks))
> > TukeyHSD(fm1, "tension", ordered = TRUE)
> >
> > Tukey multiple comparisons of means
> > 95% family-wise confidence level
> > factor levels have been ordered
> >
> > Fit: aov(formula = breaks ~ wool + tension, data = warpbreaks)
> >
> > $tension
> > diff lwr upr
> > M-H 4.722222 -4.6311985 14.07564
> > L-H 14.722222 5.3688015 24.07564
> > L-M 10.000000 0.6465793 19.35342
> >
> >
> > By using the functions simtest or simint you can get the
> > p-values, too:
> >
> > summary(simtest(breaks ~ wool + tension, data = warpbreaks,
> whichf="tension",
> > type = "Tukey"))
> >
> > Simultaneous tests: Tukey contrasts
> >
> > Call:
> > simtest.formula(formula = breaks ~ wool + tension, data =
> warpbreaks,
> > whichf = "tension", type = "Tukey")
> >
> > Tukey contrasts for factor tension, covariable: wool
> >
> > Contrast matrix:
> > tensionL tensionM tensionH
> > tensionM-tensionL 0 0 -1 1 0
> > tensionH-tensionL 0 0 -1 0 1
> > tensionH-tensionM 0 0 0 -1 1
> >
> >
> > Absolute Error Tolerance: 0.001
> >
> > Coefficients:
> > Estimate t value Std.Err. p raw p Bonf p adj
> > tensionH-tensionL -14.722 -3.802 3.872 0.000 0.001 0.001
> > tensionM-tensionL -10.000 -2.582 3.872 0.013 0.026 0.024
> > tensionH-tensionM -4.722 -1.219 3.872 0.228 0.228 0.228
> >
> >
> >
> > or if you prefer to get the confidence intervals, too, you can
> > use:
> >
> > summary(simint(breaks ~ wool + tension, data = warpbreaks,
> whichf="tension",
> > type = "Tukey"))
> >
> > Simultaneous 95% confidence intervals: Tukey contrasts
> >
> > Call:
> > simint.formula(formula = breaks ~ wool + tension, data =
> warpbreaks,
> > whichf = "tension", type = "Tukey")
> >
> > Tukey contrasts for factor tension, covariable: wool
> >
> > Contrast matrix:
> > tensionL tensionM tensionH
> > tensionM-tensionL 0 0 -1 1 0
> > tensionH-tensionL 0 0 -1 0 1
> > tensionH-tensionM 0 0 0 -1 1
> >
> > Absolute Error Tolerance: 0.001
> >
> > 95 % quantile: 2.415
> >
> > Coefficients:
> > Estimate 2.5 % 97.5 % t value Std.Err.
> p raw p Bonf p adj
> > tensionM-tensionL -10.000 -19.352 -0.648 -2.582 3.872
> 0.013 0.038 0.034
> > tensionH-tensionL -14.722 -24.074 -5.370 -3.802 3.872
> 0.000 0.001 0.001
> > tensionH-tensionM -4.722 -14.074 4.630 -1.219 3.872
> 0.228 0.685 0.447
> >
> > -----------------------------------------------------------------
> > Please be careful: The resulting confidence intervals in
> > simint are not associated with the p-values from 'simtest' as it
> > is described in the help page of the two functions.
> > -----------------------------------------------------------------
> >
> > I had not the time to check the differences in the function or
> > read the references given on the help page.
> > If you are interested in the function you can check those to
> > find out which one you prefer.
> >
> > Best regards,
> >
> > Christoph Buser
> >
> > --------------------------------------------------------------
> > Christoph Buser <buser at stat.math.ethz.ch>
> > Seminar fuer Statistik, LEO C13
> > ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND
> > phone: x-41-44-632-4673 fax: 632-1228
> > http://stat.ethz.ch/~buser/
> > --------------------------------------------------------------
> >
> >
> > Christoph Strehblow writes:
> > > hi list,
> > >
> > > i have to ask you again, having tried and searched for
> several days...
> > >
> > > i want to do a TukeyHSD after an Anova, and want to get
> the adjusted
> > > p-values after the Tukey Correction.
> > > i found the p.adjust function, but it can only correct
> for "holm",
> > > "hochberg", bonferroni", but not "Tukey".
> > >
> > > Is it not possbile to get adjusted p-values after
> Tukey-correction?
> > >
> > > sorry, if this is an often-answered-question, but i
> didn´t find it on
> > > the list archive...
> > >
> > > thx a lot, list, Chris
> > >
> > >
> > > Christoph Strehblow, MD
> > > Department of Rheumatology, Diabetes and Endocrinology
> > > Wilhelminenspital, Vienna, Austria
> > > chrisxe at gmx.at
> > >
> > > ______________________________________________
> > > R-help at stat.math.ethz.ch mailing list
> > > https://stat.ethz.ch/mailman/listinfo/r-help
> > > PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html
> >
> >
> ______________________________________________
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>
>
> --
>
> --------------------------------------------
> Dr Sander P. Oom
> Animal, Plant and Environmental Sciences,
> University of the Witwatersrand
> Private Bag 3, Wits 2050, South Africa
> Tel (work) +27 (0)11 717 64 04
> Tel (home) +27 (0)18 297 44 51
> Fax +27 (0)18 299 24 64
> Email sander at oomvanlieshout.net
> Web www.oomvanlieshout.net/sander
>
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