[R] interpretation of R output for exact permutation test
Duncan Murdoch
murdoch@dunc@n @end|ng |rom gm@||@com
Fri Jun 7 11:40:29 CEST 2019
On 07/06/2019 3:08 a.m., massimo bressan wrote:
> given this reproucible example
>
> library(coin)
>
> independence_test(asat ~ group, data = asat, ## exact null distribution
> distribution = "exact")
>
> I'm wondering why the default results are reporting also the critical value
> Z by considering that this method is supposed to be "exact", i.e. computing
> the direct probability:
I don't think that is the critical value, I think it is the observed
value of the statistic being used.
>
> pvalue(independence_test(asat ~ group, data = asat, ## exact null
> distribution distribution = "exact"))
>
> my question is: what is the correct interpretation (if it exists at all) of
> the Z value printed out by the 'plain' function 'independence_test' when it
> is asked for an 'exact' test?
Simply the value of the the statistic. I don't know its formula, but
presumably one of the references in the help page ?independence_test
would give it.
The p-value is the probability of such a value or a more extreme one
(possibly with some sort of continuity correction; you'd have to check
the references). The "exact" argument says to use the exact permutation
distribution for the statistic when calculating that probability.
Duncan Murdoch
>
> am I completely out of track?
>
> sorry but I'm here missing the point somewhere, somehow...
>
> thank you for the feedback
>
> [[alternative HTML version deleted]]
>
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