[R] stratified Wilcoxon available?

[Frank E Harrell Jr]

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