[R] permutation test assumption?

[Achim Zeileis]

On Wed, 9 Apr 2008, João Fadista wrote:

> But in that paper they refer to another
> (http://www.bepress.com/cgi/viewcontent.cgi?article=1053&context=ucbbiostat)
> where they say that "permutation distribution produces an asymptotically
> correct null distribution if (i) the sample sizes are equal...".

I haven't read that paper in detail (but so do you, it seems). From
looking at abstract and intro, my understanding is that they also study
the behaviour of tests under weaker assumptions than exchangeability.
Z

> Best regards,
> João
>
> ________________________________
>
> De: Achim Zeileis [mailto:Achim.Zeileis at wu-wien.ac.at]
> Enviada: qua 09-04-2008 0:26
> Para: João Fadista
> Cc: ONKELINX, Thierry; r-help at r-project.org
> Assunto: Re: [R] permutation test assumption?
>
>
>
> On Wed, 9 Apr 2008, João Fadista wrote:
>
> > Dear Thierry,
> >
> > Thanks for the reply. But as you may read in the paper
> > http://bioinformatics.oxfordjournals.org/cgi/content/abstract/22/18/2244
> > when the sample sizes are not the same there may be an increase in the
> > Type I error rate.
>
> No, this is false and not what the reference above says. Please read more
> carefully.
>
> > Comments will be appreciated.
>
> The basic assumption for permutation tests is exchangeability of the
> observations (regardless of sample sizes). The reference above describes a
> situation when this assumption is violated.
> Z
>
> > Best regards,
> > João Fadista
> >
> >
> > ________________________________
> >
> > De: ONKELINX, Thierry [mailto:Thierry.ONKELINX at inbo.be]
> > Enviada: ter 08-04-2008 15:27
> > Para: João Fadista; r-help at r-project.org
> > Assunto: RE: [R] permutation test assumption?
> >
> >
> >
> > Dear João,
> >
> > You can do permutation tests on an unbalanced design.
> >
> > HTH,
> >
> > Thierry
> >
> >
> > ----------------------------------------------------------------------------
> > ir. Thierry Onkelinx
> > Instituut voor natuur- en bosonderzoek / Research Institute for Nature and Forest
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> > Gaverstraat 4
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> > tel. + 32 54/436 185
> > Thierry.Onkelinx at inbo.be
> > www.inbo.be
> >
> > To call in the statistician after the experiment is done may be no more than asking him to perform a post-mortem examination: he may be able to say what the experiment died of.
> > ~ Sir Ronald Aylmer Fisher
> >
> > The plural of anecdote is not data.
> > ~ Roger Brinner
> >
> > The combination of some data and an aching desire for an answer does not ensure that a reasonable answer can be extracted from a given body of data.
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> >
> > -----Oorspronkelijk bericht-----
> > Van: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] Namens João Fadista
> > Verzonden: dinsdag 8 april 2008 15:18
> > Aan: r-help at r-project.org
> > Onderwerp: [R] permutation test assumption?
> >
> > Dear all,
> >
> > Can I do a permutation test if the number of individuals in one group is much bigger than in the other group? I searched the literature but I didin´t find any assumption that refers to this subject for permutation tests.
> >
> >
> > Best regards
> >
> > João Fadista
> > Ph.d. student
> >
> >
> >
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