stratified Wilcoxon available?
Peter Dalgaard wrote:
Heinz Tuechler <tuechler at gmx.at> writes:
Dear All, is there a stratified version of the Wilcoxon test (also known as van Elteren test) available in R? I could find it in the survdiff function of the survival package for censored data. I think, it should be possible to use this function creating a dummy censoring indicator and setting it to not censored, but may be there is a better way to perform the test.
Not easily, I think. I played with the stratified Kruskal Wallis test (which is the same thing for larger values of 2...) with a grad student some years ago, but we never got it integrated as an "official" R function. It was not massively hard to code, as I recall it. Basically, you convert observations to within-stratum ranks, scaled so that the scores have similar variance (this is crucial: just adding the per-stratum rank sums won't work). You can then get the relevant SSD from lm(), by comparing the models "r ~ group + strata" and "r ~ strata". This SSD can be looked up as a chi-square statistic, possibly after applying a scale factor which I have forgotten.... (I.e. do your own math, don't trust me!)
You might think of such a stratified test as part of a proportional odds model with adjustment for strata as main effects. The Wilcoxon tests is a special case of the PO model. You can fit it with polr or lrm.
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University