[R] median of two groups
Greg Snow
Greg.Snow at imail.org
Tue May 11 22:47:12 CEST 2010
Here is a simple example of a permutation test on medians without pairing and different numbers of subjects in each group:
sw <- iris$Sepal.Width[ c(101:130, 51:70) ]
group <- rep( 1:2, c(30,20) )
out <- replicate( 1999, { tmp <- sample(group);
median(sw[tmp==1]) - median(sw[tmp==2]) } )
out <- c( median(sw[group==1]) - median(sw[group==2]), out )
hist(out)
abline(v=out[1], col='red')
mean( out >= out[1] )
Hope this helps,
--
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: Monday, May 10, 2010 3:02 AM
> To: Bert Gunter
> Cc: R-help at r-project.org; Thomas Lumley
> Subject: Re: [R] median of two groups
>
> Thank you very much for that.
>
> What is then if I have unpaired and unbalanced samples?
>
> Best regards,
> Cheba
>
> 2010/5/7 Bert Gunter <gunter.berton at gene.com>
>
> > Perhaps this might help clarify:
> >
> > sample A: 10 15 20
> > sample B: 12 15 22
> >
> > Median of sample A = 15; median of sample B = 15. Sample medians are
> =.
> > But: B-A differences are 2,0,2 with a median of 2. So the median
> difference
> > does not equal the difference of the medians.
> >
> > Clarity in what you wish to test (and why!) is essential to determine
> how.
> >
> >
> > Bert Gunter
> > Genentech Nonclinical Statistics
> >
> > -----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 12:46 PM
> > To: Joris Meys
> > Cc: R-help at r-project.org; Thomas Lumley
> > Subject: Re: [R] median of two groups
> >
> > Hi all,
> >
> > Thank you for your reply.
> >
> > if done properly! What does this mean? The R-code I have is using the
> > R-function sample without replacement. Am I doing this properly?
> >
> > median of the differences is zero! Does this mean if I run 1000
> permutation
> > and for each permutation I compute the median difference and as a
> result I
> > have 1000 differences. Is the the H0: median(1000 differences) =0? If
> yes,
> > which conclusion one would have from this H0?
> >
> > Best wishes,
> > Cheba
> >
> >
> >
> > 2010/5/7 Joris Meys <jorismeys at gmail.com>
> >
> > > depends on how you interprete "absolute median difference". Is that
> the
> > > absolute difference of the medians, or the median of the absolute
> > > differences. Probably the latter one, so you would be right. If
> it's the
> > > former one, then it is testing whether the difference of the
> medians is
> > > zero.
> > >
> > > Cheers
> > > Joris
> > >
> > >
> > > On Fri, May 7, 2010 at 6:52 PM, Thomas Lumley
> > <tlumley at u.washington.edu>wrote:
> > >
> > >> On Fri, 7 May 2010, cheba meier wrote:
> > >>
> > >> 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?
> > >>>
> > >>
> > >> No, that is testing whether the median of the differences is zero.
> This
> > >> is not the same as testing whether the difference of the medians
> is
> > zero.
> > >>
> > >> -thomas
> > >>
> > >>
> > >>
> > >> 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]]
> > >>>
> > >>> ______________________________________________
> > >>> 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
> > >>
> > >> ______________________________________________
> > >> 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.
> > >>
> > >
> > >
> > >
> > > --
> > > Joris Meys
> > > Statistical Consultant
> > >
> > > Ghent University
> > > Faculty of Bioscience Engineering
> > > Department of Applied mathematics, biometrics and process control
> > >
> > > Coupure Links 653
> > > B-9000 Gent
> > >
> > > tel : +32 9 264 59 87
> > > Joris.Meys at Ugent.be
> > > -------------------------------
> > > Disclaimer : http://helpdesk.ugent.be/e-maildisclaimer.php
> > >
> >
> > [[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.
> >
> >
>
> [[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.
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