Skip to content
Prev 139325 / 398506 Next

question for aov and kruskal

I thought your question was well expressed and that you followed the
posting guide better than most.

I'm no expert on such issues, but I'd like to kick in a few opinions
(with which others may disagree).

(1) All of the anova stuff is based on the assumption of homogeneity
     of variance.  However my understanding is that the model is  
quite robust
     to this assumption.  Problems may arise if there are small sample
     sizes in some cells and if the small samples are associated with
     large variances.  Otherwise there is not all that much of a worry.

(2) The Tukey test is indeed based on the assumption of equal sample
     sizes.  The version of the test for unbalanced data is an  
approximation.
     My understanding is that it's a pretty good approximation.

(3) For multiple comparisons after applying the Kruskal-Wallis test:   
Experts
     on non-parametric statistics may know about more powerful  
methods, but
     I would be inclined simply to apply a Bonferroni correction to a  
collection
     of pairwise tests (e.g. wilcox.test).  Just multiply the p- 
values by
     the number of pairwise comparisons, k-choose-2 where k is the  
number of
     groups (= 3-choose-2 = 3 in your toy example).

(4) Generally speaking I would say that if a classical test and a non- 
parametric
     test give different answers, then your data are being coy about  
revealing
     their true import.  I would have very little faith in either  
answer, and
     would claim that you really need more data.

     Unfortunately this need can rarely be satisfied.  If you have to  
make a
     decision one way or another, then you should go with the non- 
parametric
     answer.

(5) Finally, my universal prescription is:  ``When in doubt, simulate.''
     I.e. simulate multiple data sets on the basis of models fitted to,
     or related to, your real data.  Run the possible tests on the  
simulated
     data sets.  Since these data are simulated, you know what the right
     answer is.  Count up how often you get the right answer.

     Such an exercise can be quite revealing.

HTH

		cheers,

			Rolf Turner
On 13/03/2008, at 9:19 AM, eugen pircalabelu wrote:

            
######################################################################
Attention:\ This e-mail message is privileged and confid...{{dropped:9}}