tukeyTest function

Tukey's Multiple Comparison Test

Tukey's Multiple Comparison Test

Performs Tukey's all-pairs comparisons test for normally distributed data with equal group variances.

tukeyTest(x, ...) ## Default S3 method: tukeyTest(x, g, ...) ## S3 method for class 'formula' tukeyTest(formula, data, subset, na.action, ...) ## S3 method for class 'aov' tukeyTest(x, ...)

Arguments

  • x: a numeric vector of data values, a list of numeric data vectors or a fitted model object, usually an aov fit.
  • ...: further arguments to be passed to or from methods.
  • g: a vector or factor object giving the group for the corresponding elements of "x". Ignored with a warning if "x" is a list.
  • formula: a formula of the form response ~ group where response gives the data values and group a vector or factor of the corresponding groups.
  • data: an optional matrix or data frame (or similar: see model.frame) containing the variables in the formula formula. By default the variables are taken from environment(formula).
  • subset: an optional vector specifying a subset of observations to be used.
  • na.action: a function which indicates what should happen when the data contain NAs. Defaults to getOption("na.action").

Returns

A list with class "PMCMR" containing the following components:

  • method: a character string indicating what type of test was performed.
  • data.name: a character string giving the name(s) of the data.
  • statistic: lower-triangle matrix of the estimated quantiles of the pairwise test statistics.
  • p.value: lower-triangle matrix of the p-values for the pairwise tests.
  • alternative: a character string describing the alternative hypothesis.
  • p.adjust.method: a character string describing the method for p-value adjustment.
  • model: a data frame of the input data.
  • dist: a string that denotes the test distribution.

Details

For all-pairs comparisons in an one-factorial layout with normally distributed residuals and equal variances Tukey's test can be performed. Let XijX_{ij} denote a continuous random variable with the jj-the realization (1jni1 \le j \le n_i) in the ii-th group (1ik1 \le i \le k). Furthermore, the total sample size is N=i=1kniN = \sum_{i=1}^k n_i. A total of m=k(k1)/2m = k(k-1)/2

hypotheses can be tested: The null hypothesis is Hij:μi=μj  (ij)_{ij}: \mu_i = \mu_j ~~ (i \ne j) is tested against the alternative Aij:μiμj_{ij}: \mu_i \ne \mu_j (two-tailed). Tukey's all-pairs test statistics are given by

tijXˉiXjˉsin(1/nj+1/ni)1/2,  (ij) t_{ij} \frac{\bar{X}_i - \bar{X_j}}{s_{\mathrm{in}} \left(1/n_j + 1/n_i\right)^{1/2}}, ~~(i \ne j)%SEE PDF

with sin2s^2_{\mathrm{in}} the within-group ANOVA variance. The null hypothesis is rejected if tij>qvmα/2|t_{ij}| > q_{vm\alpha} / \sqrt{2}, with v=Nkv = N - k degree of freedom. The p-values are computed from the Tukey distribution.

Examples

fit <- aov(weight ~ feed, chickwts) shapiro.test(residuals(fit)) bartlett.test(weight ~ feed, chickwts) anova(fit) ## also works with fitted objects of class aov res <- tukeyTest(fit) summary(res) summaryGroup(res)

References

Sachs, L. (1997) Angewandte Statistik, New York: Springer.

Tukey, J. (1949) Comparing Individual Means in the Analysis of Variance, Biometrics 5 , 99--114.

See Also

Tukey, TukeyHSD

  • Maintainer: Thorsten Pohlert
  • License: GPL (>= 3)
  • Last published: 2024-09-08

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