[R] Difference Between R: wilcox.test and STATA: signrank

[Alain Guillet]

  Hi,

Look at the output of the test made in R and you can see it is a 
Wilcoxon rank sum test and not a Wilcoxon signed rank test.

If there are ties, I know I prefer wilcox.exact from the exactRankTests.

Alain

On 09-Aug-10 12:43, Capasia wrote:
> This is my first post to the mailing list and I guess it's a pretty stupid
> question but I can't figure it out. I hope this is the right forum for these
> kind of questions.
>
> Before I started using R I was using STATA to run a Wilcoxon signed-rank
> test on two variables. See data below:
>
> https://spreadsheets.google.com/pub?key=0ApodAA2GAEP_dDZkdzZHSFBqX1JHOWJBX1dMQUZCVkE&hl=en&output=html<%20%20https://spreadsheets.google.com/pub?key=0ApodAA2GAEP_dDZkdzZHSFBqX1JHOWJBX1dMQUZCVkE&hl=en&output=html>
>
> STATA Output:
> . signrank x=y
>
> Wilcoxon signed-rank test
>
>         sign |      obs   sum ranks    expected
> -------------+---------------------------------
>     positive |       41        3101      2330.5
>     negative |       18        1560      2330.5
>         zero |       49        1225        1225
> -------------+---------------------------------
>          all |      108        5886        5886
>
> unadjusted variance   106438.50
> adjustment for ties     -282.38
> adjustment for zeros  -10106.25
>                      ----------
> adjusted variance      96049.88
>
> Ho: transfer_2_a = transfer_2_b
>              z =   2.486
>     Prob>  |z| =   *0.0129*
>
> When running a Wilcoxon signed-rank test
>
>
>> wilcox.test(datablatt$x, datablatt$y)
> Wilcoxon rank sum test with continuity correction
>
> data:  datablatt$x and datablatt$y
> W = 7059.5, p-value = *0.09197*
> alternative hypothesis: true location shift is not equal to 0
>
> As you can see the p Values are different (one with H0 rejection and the
> other one not). I tested whether it could be that the STATA one isn't paired
> but this doesn't seem to be the problem.
>
> I'm dumbfound what could lead to such a difference. I couldn't find any
> seetings I have missed but I somehow I guess I'm using the function in the
> wrong way...
> Any ideas?
> Thanks a lot in advance!
>
> 	[[alternative HTML version deleted]]
>
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-- 
Alain Guillet
Statistician and Computer Scientist

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