Wilcoxon versus glm
On Mon, 25 Feb 2002, Dominik Grathwohl wrote:
Hi all, running the following code:
n <- 25 y0 <- rpois(n, 0.04) y1 <- rpois(n, 0.34) resp <- c(y0, y1) group <- c(rep(0,n), rep(1,n)) wilcox.test(y0, y1)
Wilcoxon rank sum test with continuity
correction
data: y0 and y1
W = 250, p-value = 0.02074
alternative hypothesis: true mu is not equal to 0
Warning message:
Cannot compute exact p-value with ties in:
wilcox.test.default(y0, y1)
glm.M1 <- glm(resp ~ group, family=poisson()) summary(glm.M1)
Call:
glm(formula = resp ~ group, family = poisson())
Deviance Residuals:
Min 1Q Median 3Q
Max
-0.692820 -0.692820 -0.004968 -0.004968
2.227342
Coefficients:
Estimate Std. Error z value Pr(>|z|)
(Intercept) -11.303 34.531 -0.327 0.743
group 9.875 34.533 0.286 0.775
(Dispersion parameter for poisson family taken to
be 1)
Null deviance: 28.216 on 49 degrees of
freedom
Residual deviance: 19.899 on 48 degrees of
freedom
AIC: 34.512
Number of Fisher Scoring iterations: 9
I would interpretate this that the Wilcoxon detect
a group difference, while glm not. I expected the
beta for the group greater than zero.
Can somebody explain me such an difference of two
methods of rejecting a hypothesis? Where am I
wrong?
In interpreting the glm output. You should be using the likelihood ratio test (28.216 - 19.899 on 1df) rather than the Wald test (the `z value'). Wald tests are dangerous in non-Gaussian glm's (look up the Hauck-Donner effect) and I wish R had followed S and not quoted p values for them.
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._