stratified Wilcoxon available?

Thanks to Peter Dalgaard and Frank Harrell for your answers. Fortunately I
don't have an urgent need for this test, but it may be in the future.
Still I would be grateful if someone could comment on my opinion that using
survdiff and regarding all the measures as events would lead to an
equivalent test.

Thanks,

Heinz T?chler

At 15:18 28.08.2005 -0500, Frank E Harrell Jr wrote:

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