[R] kruskal wallis post hoc?

[Frank Harrell]

Peter,

The score test from the P.O. model for the global null hypothesis (k-1
degrees of freedom for comparing k groups) is almost exactly the
Kruskal-Wallis test statistic.  For the case where k=2 (Wilcoxon test) the
numerator of the score test is exactly the numerator of the
Wilcoxon-Mann-Whitney U test.

Frank

Peter Dalgaard-2 wrote
> 
> On Jan 12, 2012, at 14:11 , Frank Harrell wrote:
> 
>> The Kruskal-Wallis test is a special case of the proportional odds
>> ordinal
>> logistic model.
> 
> Eh? Can you elaborate on that?
> 
> I would expect that at best it is equivalent to some _test_ in a polr-type
> model. It is never really clear what the model is when some groups are
> different and others not.
> 
>>  You can get any contrast you want by testing regression
>> coefficients.   In a couple of weeks the rms package's contrast function
>> will allow for individual confidence intervals of effects that together
>> have
>> a 0.05 type I error, by using the multcomp package (called automatically
>> from contrast.rms).
>> Frank
>> 
>> Iasonas Lamprianou wrote
>>> 
>>> Thank you for the result, I will have a look at the link.
>>> 
>>>  
>>> Dr. Iasonas Lamprianou
>>> Department of Social and Political Sciences
>>> University of Cyprus
>>> 
>>> 
>>>> ________________________________
>>>> From: Tal Galili <tal.galili@>
>>>> To: Iasonas Lamprianou <lamprianou@> 
>>>> Cc: "r-help@" <r-help@> 
>>>> Sent: Thursday, 12 January 2012, 10:48
>>>> Subject: Re: [R] kruskal wallis post hoc?
>>>> 
>>>> 
>>>> Hi Iasonas ,
>>>> This is a stat question and not an R question.
>>>> But the general answer is that it could happen :)
>>>> 
>>>> 
>>>> The R question would have been if their is a Tukey HSD for
>>>> kruskel.test,
>> the answer is yes:
>>>> http://stats.stackexchange.com/questions/17342/is-there-a-nonparametric-equivalent-of-tukey-hsd 
>>>> But if you didn't get any significant result from the pairwise
>>>> comparison,
>> I would say that the post hoc correction wouldn't help you (it could be
>> that
>> the reason for this significance is based on some weird contrast...)
>>>> 
>>>> 
>>>> Best,
>>>> Tal
>>>> 
>>>> 
>>>> 
>>>> 
>>>> 
>>>> 
>>>> 
>>>> 
>>>> ----------------Contact
>> Details:-------------------------------------------------------
>>>> Contact me: Tal.Galili@ |  972-52-7275845
>>>> Read me: www.talgalili.com (Hebrew) | www.biostatistics.co.il (Hebrew)
>>>> |
>> www.r-statistics.com (English)
>>>> ----------------------------------------------------------------------------------------------
>>>> 
>>>> 
>>>> 
>>>> 
>>>> 
>>>> On Thu, Jan 12, 2012 at 8:35 AM, Iasonas Lamprianou <lamprianou@>
>> wrote:
>>>> 
>>>> Dear all,
>>>>> 
>>>>> I run a kruskal wallis test and found significant results. Then, I
>> conducted all pairwise comparisons and found no significant results.
>> Could
>> anyone please give me a hint as to why this happens or redirect me
>> towards a
>> specific web page where I can find more info? (I used alpha=5% and made
>> no
>> bonferroni or other correction for the pairwise comparisons)
>>>>> Thank you
>>>>> 
>>>>>  
>>>>> Dr. Iasonas Lamprianou
>>>>> Department of Social and Political Sciences
>>>>> University of Cyprus
>>>>>        [[alternative HTML version deleted]]
>>>>> 
>>>>> 
>>>>> ______________________________________________
>>>>> R-help@ mailing list
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>>>>> PLEASE do read the posting guide
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>>>>> and provide commented, minimal, self-contained, reproducible code.
>>>>> 
>>>>> 
>>>> 
>>>> 
>>>> 
>>> 	[[alternative HTML version deleted]]
>>> 
>>> 
>>> ______________________________________________
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>>> 
>> 
>> 
>> -----
>> Frank Harrell
>> Department of Biostatistics, Vanderbilt University
>> --
>> View this message in context:
>> http://r.789695.n4.nabble.com/kruskal-wallis-post-hoc-tp4288008p4288894.html
>> Sent from the R help mailing list archive at Nabble.com.
>> 
>> ______________________________________________
>> R-help@ 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.
> 
> -- 
> Peter Dalgaard, Professor,
> Center for Statistics, Copenhagen Business School
> Solbjerg Plads 3, 2000 Frederiksberg, Denmark
> Phone: (+45)38153501
> Email: pd.mes@  Priv: PDalgd@
> 
> ______________________________________________
> R-help@ 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.
> 


-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
--
View this message in context: http://r.789695.n4.nabble.com/kruskal-wallis-post-hoc-tp4288008p4290363.html
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