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