[R] alternatives to KS test applicable to K-samples

[Wensui Liu]

thanks for your comment, Bert
as pointed out by Brian, mrpp suits my need.

On Sat, May 30, 2015 at 2:02 PM, Bert Gunter <bgunter.4567 at gmail.com> wrote:
> ... or in not testing at all. The distributions are not the same, period. So
> what. Testing for equality is useless -- the real question is: what issues
> are you trying to address/ what questions are you trying to answer/ can they
> be answered with the data you have or plan to get?
>
> In any case, this does not seem the proper venue for such matters, as it has
> nothing to do with R -- for now, anyways (mea culpa). I would suggest you
> post to a statistics list like stats.stackexchange.com to figure out what
> you want to do and then maybe come back here as necessary (after searching)
> to get any help you might need with R tools to do it.
>
> Cheers,
> Bert
>
> Bert Gunter
>
> "Data is not information. Information is not knowledge. And knowledge is
> certainly not wisdom."
>    -- Clifford Stoll
>
> On Sat, May 30, 2015 at 10:42 AM, David Winsemius <dwinsemius at comcast.net>
> wrote:
>>
>>
>> On May 30, 2015, at 7:09 AM, Wensui Liu wrote:
>>
>> > Thanks for your insight, David
>> > But I am not interested in comparing means among multiple groups.
>> > Instead, I want to compare empirical distributions. In this case, I am
>> > not sure if wilcoxon should be still applicable.
>> >
>> > still appreciate it.
>>
>> The Wilcoxon Rank Sum is not comparing means (or medians as I mistakenly
>> thought in the past) but is a more general test of location. You are correct
>> in thinking that the KS test is implicitly testing a wider range of
>> hypotheses, although it remains fairly weak against specific tests. I wasn't
>> suggesting the coin package simply because of its capacity to generalize the
>> WRS test but because of its capacity to support permutation tests of many
>> sorts.
>>
>> If you are testing at all, then there would seem to be a likelihood (in
>> the vague sense of consideration of possible goals of your testing proces)
>> that you really would be interested in departures from "equality of
>> distribution" that might have a more specific description, and might
>> therefore be interested in testing strategies with more power, perhaps a
>> compound test for differences in location and spread.
>>
>> --
>> David.
>>
>>
>> >
>> > On Fri, May 29, 2015 at 1:32 PM, David Winsemius
>> > <dwinsemius at comcast.net> wrote:
>> >>
>> >> On May 29, 2015, at 9:31 AM, Wensui Liu wrote:
>> >>
>> >>> Good morning, All
>> >>> I have a stat question not specifically related to the the programming
>> >>> language.
>> >>> To compare distributional consistency / discrepancy between two
>> >>> samples, we usually use kolmogorov-smirnov test, which is implemented
>> >>> in R with ks.test() or in SAS with "pro npar1way edf".
>> >>> I am wondering if there is any alternative to KS test that could be
>> >>> generalized to K-samples.
>> >>
>> >> The 'coin' package (Hothorn, Hornick, van de Weil, and Zeileis)
>> >> presents a variety of permutation and rank-based tests that would probably
>> >> be more powerful than any multi-group variant of the KS test. The
>> >> multi-group variant of the Wilcoxon Rank Sum Test presented in the examples
>> >> for the help page: ?wilcox_test is the Nemenyi-Damico-Wolfe-Dunn test.
>> >>
>> >> --
>> >>
>> >> David Winsemius
>> >> Alameda, CA, USA
>> >>
>> >
>> >
>> >
>> > --
>> > ==============================
>> > WenSui Liu
>> > Credit Risk Manager, 53 Bancorp
>> > wensui.liu at 53.com
>> > 513-295-4370
>> > ==============================
>>
>> David Winsemius
>> Alameda, CA, USA
>>
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>
>



-- 
==============================
WenSui Liu
Credit Risk Manager, 53 Bancorp
wensui.liu at 53.com
513-295-4370