[R] OT: a weighted rank-based, non-paired test statistic ?

[Thomas Lumley]

On Fri, 5 Jun 2009, Dylan Beaudette wrote:
> Is anyone aware of a rank-based, non-paired test such as the Krustal-Wallis,
> that can accommodate weights?

You don't say what sort of weights, but basically, no.

Whether you have precision weights or sampling weights, the test will no 
longer be distribution-free.

> Alternatively, would it make sense to simulate a dataset by duplicating
> observations in proportion to their weight, and then using the Krustal-Wallis
> test?

No.

 	-thomas

Thomas Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle