[R] kruskal.test followed by kruskalmc

Fri Jul 5 16:04:25 CEST 2013

On Jul 5, 2013, at 15:00 , Humber Andrade wrote:

> Thank you Prof. José Iparraguirre. Maybe I am wrong but I think the issues
> are not the same. His data doesn't showed significant differences after
> kruskal.test(), that was not my case. Anyway follow below my the results
> I've got and the database.
> 

This can happen. It is a matter of probability theory, not of R. The following is a simplified paraphrase of what is going on:

# 15 random normals, compare range test to variance test
# Simulate everything for simplicity

# Null distribution
M0 <- replicate(10000, rnorm(15))
vv <- apply(M0,2,var)
rg <- apply(M0,2,range)
rr <- apply(rg,2,diff)
r.95  <- quantile(rr, .95)
v.95  <- quantile(vv, .95)
v.995 <- quantile(vv, .995)

# Distribution at quadrupled variance
M <- replicate(10000, rnorm(15,sd=2))
vv <- apply(M,2,var)
rg <- apply(M,2,range)
rr <- apply(rg,2,diff)
plot(rr,vv)
abline(h=c(v.95,v.995),v=r.95, col="red")

Notice that the two statistics are correlated, but not equivalent. There are cases where one value is beyond the .95 level and the other is not. Since it is theoretically optimal to use the variance as the test statistic in this model, there are quite a few more cases where  rr is below the cutoff and vv is above than the other way around. There are even a sizable number of cases where vv is beyond v.995 and rr does not reach r.95.

(The theoretical optimality applies only because I use an increased variance alternative. For specific alternatives, the picture can change. Try it, for instance with a single mean substantially different from the others:

M <- replicate(10000, rnorm(15,mean=rep(c(4,0),c(1,14))))

)

> Thank you,
> 
> #################
>> kruskal.test(data$resp,data$group)
> 
>    Kruskal-Wallis rank sum test
> 
> data:  data$resp and data$group
> Kruskal-Wallis chi-squared = 32.3546, df = 14, p-value = 0.003566
> ################
>> kruskalmc(data$resp,data$group)
> Multiple comparison test after Kruskal-Wallis
> p.value: 0.05
> Comparisons
>       obs.dif critical.dif difference
> A-B  4.8303571     62.37688      FALSE
> A-C  3.8928571     62.37688      FALSE
> A-D  0.4821429     62.37688      FALSE
> .............................................................
> .............................................................
> .............................................................
> M-P 14.2500000     60.26179      FALSE
> N-O  1.3750000     60.26179      FALSE
> N-P  6.1250000     60.26179      FALSE
> O-P  4.7500000     60.26179      FALSE
> 
> ############# database
>   group resp  A 0.1  A 581.8  A 90.5  A 70.1  A 820.1  A 1159.2  A 2478.1
> A 2475.3  B 351.8  B 370.1  B 326.1  B 751.9  B 931  B 588.2  B 70.1  B
> 1754.9  C 289.8  C 254.1  C 370.3  C 459.8  C 412.5  C 591.5  C 986.9  C 890
> D 425.6  D 397.4  D 464  D 370.9  D 417.3  D 455  D 568.2  D 599.4  E 405.1
> E 626.2  E 299  E 493.8  E 362.6  E 309.8  E 522.7  E 433.3  F 698.6  F 42.5
> F 7.4  F 10.6  F 95.8  F 497.5  F 987.9  F 925.1  G 492.9  G 376  G 413  G
> 278.3  G 344.2  G 292.2  G 429.4  G 368  H 241.6  H 230.5  H 310.4  H 372.5
> H 366.1  H 307.9  H 480  H 529.8  I 296  I 288.8  I 302.1  I 300.8  I 150.1
> I 381.9  I 583.1  I 489.4  J 1.2  J 18.6  J 7.7  J 11.6  J 48.1  J 121.8  J
> 1284.1  J 944.7  L 0.5  L 44.4  L 80.9  L 15.3  L 80  L 379.9  L 940.6  L
> 829.3  M 323.6  M 401.5  M 162.1  M 136.5  M 139.4  M 363.3  M 280.7  M
> 356.5  N 197.6  N 245.9  N 221.5  N 224.3  N 185.4  N 265.3  N 304.8  N
> 351.9  O 189.9  O 237.3  O 247.1  O 230.4  O 272.2  O 155.1  O 270.7  O
> 315.2  P 48.4  P 15.5  P 53.1  P 72.8  P 74.8  P 132.3  P 550  P 478.7
> 
> 
> On Fri, Jul 5, 2013 at 8:06 AM, Jose Iparraguirre <
> Jose.Iparraguirre at ageuk.org.uk> wrote:
> 
>> Humber,
>> Have a look at this:
>> http://r.789695.n4.nabble.com/Multiple-Comparisons-Kruskal-Wallis-Test-kruskal-agricolae-and-kruskalmc-pgirmess-don-t-yield-the-sa-td4639004.html
>> Hope it helps.
>> Kind regards,
>> 
>> José
>> 
>> Prof. José Iparraguirre
>> Chief Economist
>> Age UK
>> 
>> 
>> 
>> -----Original Message-----
>> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
>> On Behalf Of Humber Andrade
>> Sent: 05 July 2013 11:38
>> To: r-help at r-project.org
>> Subject: [R] kruskal.test followed by kruskalmc
>> 
>> Hi all,
>> 
>> After running kruskal.test I have got results (p<0,005) pointing to reject
>> the hypothesis that the samples were draw from the same population.
>> Howerver when I run the kruskalmc there are no significant differences in
>> any of the multiple comparisons. Is that possible? Some clarification?
>> 
>> Thanks, Humber
>> 
>> 
>> <https://sites.google.com/site/humberandrade>
>> 
>>        [[alternative HTML version deleted]]
>> 
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> 
> 
> -- 
> Humber Agrelli Andrade
> Universidade Federal Rural de Pernambuco - UFRPE
> Depto. Pesca e Aqüicultura - DEPAq
> Lab. Modelagem Estatística Aplicada - MOE
> Av. Dom Manoel de Medeiros s/n
> Dois Irmãos
> 52171-030    Recife-PE   Brazil
> Tel: (81) 3320-6530
> humber.andrade at gmail.com
> https://sites.google.com/site/humberandrade
> 
> 	[[alternative HTML version deleted]]
> 
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-- 
Peter Dalgaard, Professor
Center for Statistics, Copenhagen Business School
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