[R] Permutation Distribution

Torsten Hothorn Torsten.Hothorn at rzmail.uni-erlangen.de
Thu Jul 20 15:03:41 CEST 2006


On Thu, 20 Jul 2006, Jacob van Wyk wrote:

> Hallo
>
> Is there an elegant way to do the following:
>
> Dataset consists of 2 variables: var1: some measurements, and var2: a grouping variable with two values, 1 and 2.
> There are (say) 10 measurements from group 1 and 15 measurements from group 2.
> The idea is to study the permutation distribution of
> mean(group 1) * mean(group2).
   ^^^^^^^^^^^^^^^^^^^^^^^^^^^^

> One way would be to permute 1s and 2s and select the corresponding
> measurements; calculate the difference in means.
                 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

what test statistic do you want to use? Product or difference of means? 
The latter one is easy:

library("coin")
independence_test(var1 ~ var2, data = <your data>, ...)

Torsten


> Redo this 1000 times, say. Etc.
>
> Any help is much appreciated.
> Thanks
> Jacob
>
>
> Jacob L van Wyk
> Department of Statistics
> University of Johannesburg, APK
> P O Box 524
> Auckland Park 2006
> South Africa
> Tel: +27 11 489 3080
> Fax: +27 11 489 2832
>
>
>
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