stratified Wilcoxon available?

Torsten Hothorn <Torsten.Hothorn at rzmail.uni-erlangen.de> writes:

Dear All,

is there a stratified version of the Wilcoxon test (also known as van
Elteren test) available in R?

you can plug it together using the `coin' infrastructure (see the
examples in the manual and vignette).

I managed to dig out our old code, and patched it up loosely to fit
versions of R later than 0.62 (the trend test code still seems
broken). Use at own risk. The usage is fairly straightforward:

SKruskal.test(y~g1|g2)

        Kruskal-Wallis stratified rank sum test

data:  y , group:  g1 , strata:  g2
K = 3.1486, df = 3, p-value = 0.3693

the conditional version of the above test can be computed as follows:

R> library("coin")
R> set.seed(290875)
R> mydf <- data.frame(y = rnorm(90), x = gl(3, 30)[sample(1:90)], b = gl(3, 30))
R>
R> ### with global ranks, i.e., ranking without using the blocks
R> kruskal_test(y ~ x | b, data = mydf)

        Asymptotic Kruskal-Wallis Test

data:  y by groups 1, 2, 3
         stratified by b
T = 0.5242, df = 2, p-value = 0.7694

R>
R> ### with _blockwise_ ranking and quadratic form of the test statistic
R> independence_test(y ~ x | b, data = mydf, ytrafo = function(data) trafo(data,
+                   numeric_trafo = rank, block = mydf$b), teststat = "quad")

        Asymptotic General Independence Test

data:  y by groups 1, 2, 3
         stratified by b
T = 0.3824, df = 2, p-value = 0.826

R>
R> ### the same
R> SKruskal.test(y ~ x | b, data = mydf)

        Kruskal-Wallis stratified rank sum test

data:  y , group:  x , strata:  b
K = 0.3824, df = 2, p-value = 0.826

R>
R>
R>
R> ### trend test (using scores 1, 2, 3)
R> independence_test(y ~ x | b, data = mydf, ytrafo = function(data) trafo(data,
+                   numeric_trafo = rank, block = mydf$b), teststat = "quad",
+                   scores = list(x = 1:3))

        Asymptotic General Independence Test

data:  y by groups 1 < 2 < 3
         stratified by b
T = 0.0264, df = 1, p-value = 0.871

R>
R> ### hm.
R> SKruskal.test(y ~ x | b, data = mydf, trend = TRUE)
Error in SKruskal.test(y ~ x | b, data = mydf, trend = TRUE) :
        subscript out of bounds

Best,

Torsten