[R] stratified Wilcoxon available?

[Peter Dalgaard]

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!)

-- 
   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)                  FAX: (+45) 35327907