[R] Question about Tukey HSD (stat package)

[Peter Dalgaard]

"JRG" <loesljrg at verizon.net> writes:

> On 14 Mar 2005 at 16:13, Peter Dalgaard wrote:
> 
> > Alice Le Bars <alice.le-bars at nantes.inserm.fr> writes:
> > 
> > > Dear all,
> > > 
> > > I would be glad if someone could tell me if Tukey HSD (function of
> > > stats library) accept the NA values and could correct the unbalanced
> > > design (different number of sample in each group)
> > 
> > I don't think the *theory* of the HSD allows this. There is some more
> > or less well-founded speculation that if the imbalance is not too bad,
> > then the HSD results are somewhat useful anyway, but please consider
> > using the multcomp package, which is specifically designed to get
> > these things right.
> > 
> 
> I believe that Hayter (JASA, 1984, 12, 61--75) proves that the so-called Tukey-Kramer method is guarnateed to be conservative for 
> any set of cell sizes --- under the usual ANOVA model, of course.

Make that Annals of Statistics, not JASA. 

Hayter proves that simultaneous confidence intervals based on using
the Studentized range distribution with (1/ni+1/nj)/2 instead of 1/n
will have coverage at least (1 - \alpha). He doesn't say *how*
conservative it is, though, and it doesn't change the fact that
multcomp has a better idea.

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
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