[R] post-hoc test with kruskal.test()

Meyners, Michael, LAUSANNE, AppliedMathematics Michael.Meyners at rdls.nestle.com
Wed Oct 14 14:32:02 CEST 2009


Robert,

What do you mean by "not symmetric"? If you mean unbalanced in terms of sample size, that's not a problem if you choose the right specifications for wilcox.test. The Kruskal-Wallis-Test is a generalization of the unpaired Wilcoxon test for more than two groups. Not sure whether kruskal.test works with just two groups, but if so, it should give the same results as wilcox.test if you set the arguments accordingly. 

Having said that, I should mention that unlike some normality-based post-hoc tests, the proposed approch is not based on a common error term. The paired comparisons will ignore the fact that you had a third group, and this will in particular result in (possibly quite) different power of the three comparisons, depending on the sample sizes and the noise given in just these two groups. I wouldn't know what to do about that, though.

Michael

> -----Original Message-----
> From: Robert Kalicki 
> Sent: Mittwoch, 14. Oktober 2009 14:11
> To: Meyners,Michael,LAUSANNE,AppliedMathematics
> Subject: RE: [R] post-hoc test with kruskal.test()
> 
> Hi Michael,
> Thank you very much for your clear and prompt answer.
> Is it still valid if I use an unpaired comparison with 
> wilcox.test() since my groups are not symmetric.
> Many thanks
> 
> Robert
> 
> -----Message d'origine-----
> De : Meyners,Michael,LAUSANNE,AppliedMathematics
> Envoyé : mercredi 14 octobre 2009 10:30
> À : Robert Kalicki; r-help at r-project.org Objet : RE: [R] 
> post-hoc test with kruskal.test()
> 
> Robert,
> 
> you can do the corresponding paired comparisons using 
> wilcox.test. As far as I know, there is no such general 
> correction as Tukey's HSD for the Kruskal-Wallis-Test. 
> However, if you have indeed only 3 groups (resulting in
> 3 paired comparisons), the intersection-union principle and 
> the theory of closed test procedures should allow you to do 
> these test without further correction, given the global test 
> was statistically significant.
> 
> HTH, Michael
> 
> 
> 
> > -----Original Message-----
> > From: r-help-bounces at r-project.org
> > [mailto:r-help-bounces at r-project.org] On Behalf Of Robert Kalicki
> > Sent: Mittwoch, 14. Oktober 2009 09:17
> > To: r-help at r-project.org
> > Subject: [R] post-hoc test with kruskal.test()
> > 
> > Dear R users,
> > 
> > I would like to know if there is a way in R to execute a 
> post-hoc test 
> > (factor levels comparison, like Tukey for
> > ANOVA) of a non-parametric analysis of variance with
> > kruskal.test() function. I am comparing three different groups. The 
> > preliminary analysis using the kruskal-wallis-test show 
> significance, 
> > but I still don't know the relationship and the significance level 
> > between each group?
> > 
> >  
> > 
> > Do you have any suggestion?
> > 
> >  
> > 
> > Many thanks in advance!
> > 
> >  
> > 
> > Robert
> > 
> >  
> > 
> >  
> > 
> > ___________________________________________
> > Robert M. Kalicki, MD
> > 
> > Postdoctoral Fellow
> > 
> > Department of Nephrology and Hypertension
> > 
> > Inselspital
> > 
> > University of Bern
> > 
> > Switzerland
> > 
> > 
> > 
> > Address:
> > 
> > Klinik und Poliklinik für Nephrologie und Hypertonie
> > 
> > KiKl G6
> > 
> > Freiburgstrasse 15
> > 
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> > 
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> > 
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> > 
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> > 
> > 
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> > 
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> > 
> 
> 




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