[R] median of two groups

[Greg Snow]

Permutation tests are real tests (if done properly), but one subtle but important note:  The null hypothesis being tested is that the 2 distributions are identical, the medians being equal is part of that, but the null includes more than just that assumption.

-- 
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
801.408.8111


> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of cheba meier
> Sent: Friday, May 07, 2010 6:01 AM
> To: Thomas Lumley
> Cc: R-help at r-project.org
> Subject: Re: [R] median of two groups
> 
> Dear Thomas,
> 
> I have been running simulations in order me to understand this problem!
> I
> have found something online where the absolute median difference is
> computed
> and permutations are ran to compute a p-value. Is such a test (if I can
> call
> it a test) tests the null hypothesis that median group 1 = median group
> 2?
> 
> Thank you in advance for your help.
> 
> Regards,
> Cheba
> 
> 2010/4/6 Thomas Lumley <tlumley at u.washington.edu>
> 
> >
> >
> > None of them.
> >
> >  - mood.test() looks promising until you read the help page and see
> that it
> > does not do Mood's test for equality of quantiles, it does Mood's
> test for
> > equality of scale parameters.
> >  - wilcox.test() is not a test for equal medians
> >  - ks.test() is not a test for equal medians.
> >
> >
> > Mood's test for the median involves dichotomizing the data at the
> pooled
> > median and then doing Fisher's exact test to see if the binary
> variable has
> > the same mean in the two samples.
> >
> > median.test<-function(x,y){
> >   z<-c(x,y)
> >   g <- rep(1:2, c(length(x),length(y)))
> >   m<-median(z)
> >   fisher.test(z<m,g)$p.value
> > }
> >
> > Like most exact tests, it is quite conservative at small sample
> sizes.
> >
> >     -thomas
> >
> >
> > On Tue, 6 Apr 2010, cheba meier wrote:
> >
> >  Dear all,
> >>
> >> What is the right test to test whether the median of two groups are
> >> statistically significant? Is it the wilcox.test, mood.test or the
> >> ks.test?
> >> In the text book I have got there is explanation for the Wilcoxon
> (Mann
> >> Whitney) test which tests ob the two variable are from the same
> population
> >> and also ks.test!
> >>
> >> Regards,
> >> Cheba
> >>
> >>        [[alternative HTML version deleted]]
> >>
> >> ______________________________________________
> >> R-help at r-project.org mailing list
> >> https://stat.ethz.ch/mailman/listinfo/r-help
> >> PLEASE do read the posting guide
> >> http://www.R-project.org/posting-guide.html
> >> and provide commented, minimal, self-contained, reproducible code.
> >>
> >>
> > Thomas Lumley                   Assoc. Professor, Biostatistics
> > tlumley at u.washington.edu        University of Washington, Seattle
> >
> >
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
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