uryWigginsHochbergTest function

Ury, Wiggins, Hochberg Test

Ury, Wiggins, Hochberg Test

Performs Ury-Wiggins and Hochberg's all-pairs comparison test for normally distributed data with unequal variances.

uryWigginsHochbergTest(x, ...) ## Default S3 method: uryWigginsHochbergTest(x, g, p.adjust.method = p.adjust.methods, ...) ## S3 method for class 'formula' uryWigginsHochbergTest( formula, data, subset, na.action, p.adjust.method = p.adjust.methods, ... ) ## S3 method for class 'aov' uryWigginsHochbergTest(x, p.adjust.method = p.adjust.methods, ...)

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.
  • p.adjust.method: method for adjusting p values (see p.adjust).
  • 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 but unequal groups variances the tests of Ury-Wiggins and Hochberg 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). Ury-Wiggins and Hochberg all-pairs test statistics are given by

tijXˉiXjˉ(sj2/nj+si2/ni)1/2,  (ij) t_{ij} \frac{\bar{X}_i - \bar{X_j}}{\left( s^2_j / n_j + s^2_i / n_i \right)^{1/2}}, ~~(i \ne j)%SEE PDF

with si2s^2_i the variance of the ii-th group. The null hypothesis is rejected (two-tailed) if

Pr{tijtvijα/2H}ij=α, \mathrm{Pr} \left\{ |t_{ij}| \ge t_{v_{ij}\alpha'/2} | \mathrm{H} \right\}_{ij} =\alpha,%SEE PDF

with Welch's approximate equation for degree of freedom as

vij=(si2/ni+sj2/nj)2si4/ni2(ni1)+sj4/nj2(nj1). v_{ij} = \frac{\left( s^2_i / n_i + s^2_j / n_j \right)^2}{s^4_i / n^2_i \left(n_i - 1\right) + s^4_j / n^2_j \left(n_j - 1\right)}.%SEE PDF

The p-values are computed from the TDist-distribution. The type of test depends on the selected p-value adjustment method (see also p.adjust):

  • bonferroni: the Ury-Wiggins test is performed with Bonferroni adjusted p-values.
  • hochberg: the Hochberg test is performed with Hochberg's adjusted p-values

Examples

fit <- aov(weight ~ feed, chickwts) shapiro.test(residuals(fit)) bartlett.test(weight ~ feed, chickwts) # var1 = varN anova(fit) ## also works with fitted objects of class aov res <- uryWigginsHochbergTest(fit) summary(res) summaryGroup(res)

References

Hochberg, Y. (1976) A Modification of the T-Method of Multiple Comparisons for a One-Way Layout With Unequal Variances, Journal of the American Statistical Association 71 , 200--203.

Ury, H. and Wiggins, A. D. (1971) Large Sample and Other Multiple Comparisons Among Means, British Journal of Mathematical and Statistical Psychology 24 , 174--194.

See Also

dunnettT3Test tamhaneT2Test TDist

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

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