[R] interpretation of R output for exact permutation test
Patrick (Malone Quantitative)
m@|one @end|ng |rom m@|onequ@nt|t@t|ve@com
Fri Jun 7 19:09:42 CEST 2019
I suspect Massimo meant to refer to the output z as "critical ratio,"
vs. "critical value." But I agree with Massimo there's no
interpretation of it with an exact test. The p-value is the meaningful
output.
Pat
On Fri, Jun 7, 2019 at 5:40 AM Duncan Murdoch <murdoch.duncan using gmail.com> wrote:
>
> On 07/06/2019 3:08 a.m., massimo bressan wrote:
> > given this reproucible example
> >
> > library(coin)
> >
> > independence_test(asat ~ group, data = asat, ## exact null distribution
> > distribution = "exact")
> >
> > I'm wondering why the default results are reporting also the critical value
> > Z by considering that this method is supposed to be "exact", i.e. computing
> > the direct probability:
>
> I don't think that is the critical value, I think it is the observed
> value of the statistic being used.
> >
> > pvalue(independence_test(asat ~ group, data = asat, ## exact null
> > distribution distribution = "exact"))
> >
> > my question is: what is the correct interpretation (if it exists at all) of
> > the Z value printed out by the 'plain' function 'independence_test' when it
> > is asked for an 'exact' test?
>
> Simply the value of the the statistic. I don't know its formula, but
> presumably one of the references in the help page ?independence_test
> would give it.
>
> The p-value is the probability of such a value or a more extreme one
> (possibly with some sort of continuity correction; you'd have to check
> the references). The "exact" argument says to use the exact permutation
> distribution for the statistic when calculating that probability.
>
> Duncan Murdoch
>
>
> >
> > am I completely out of track?
> >
> > sorry but I'm here missing the point somewhere, somehow...
> >
> > thank you for the feedback
> >
> > [[alternative HTML version deleted]]
> >
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> >
>
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