Hodges-lehmann test and CI/significance

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Hodges-lehmann test and CI/significance

Sean Davis
Does anyone know of an implementation in R of the Hodges-Lehmann
nonparametric difference between two groups?  I am interested in the
estimate of the difference and the CI or significance of that difference.  I
did some quick searching and didn't see it, but I may not have been looking
for the right name, etc.

Thanks,
Sean

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Re: Hodges-lehmann test and CI/significance

Marc Schwartz (via MN)
On Tue, 2006-03-14 at 14:07 -0500, Sean Davis wrote:
> Does anyone know of an implementation in R of the Hodges-Lehmann
> nonparametric difference between two groups?  I am interested in the
> estimate of the difference and the CI or significance of that difference.  I
> did some quick searching and didn't see it, but I may not have been looking
> for the right name, etc.
>
> Thanks,
> Sean

Sean,

See the Details section of ?wilcox.test and/or the wilcox.exact()
function in the exactRankTests CRAN package by Torsten Hothorn and Kurt
Hornik.

BTW:

  RSiteSearch("Hodges-Lehmann")

would get you to both functions.

HTH,

Marc Schwartz

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Re: Hodges-lehmann test and CI/significance

Thomas Lumley
In reply to this post by Sean Davis
On Tue, 14 Mar 2006, Sean Davis wrote:

> Does anyone know of an implementation in R of the Hodges-Lehmann
> nonparametric difference between two groups?  I am interested in the
> estimate of the difference and the CI or significance of that difference.  I
> did some quick searching and didn't see it, but I may not have been looking
> for the right name, etc.
>

wilcox.test() computes this.

(I think it's false advertising to call something that assumes a location
shift model "nonparametric")

  -thomas

Thomas Lumley Assoc. Professor, Biostatistics
[hidden email] University of Washington, Seattle

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