HodgesLehmann: Hodges-Lehmann Estimator of Location In DescTools: Tools for Descriptive Statistics

Description

Function to compute the Hodges-Lehmann estimator of location in the one sample case.
Simple wrapper to extract the value from the result of `wilcox.test`.

Usage

 `1` ```HodgesLehmann(x, y = NULL, conf.level = NA, na.rm = FALSE) ```

Arguments

 `x` a numeric vector. `y` an optional numeric vector of data values: as with x non-finite values will be omitted. `conf.level` confidence level of. `na.rm` logical. Should missing values be removed? Defaults to FALSE.

Details

The Hodges-Lehmann estimator is the median of the combined data points and Walsh averages. It is the same as the Pseudo Median returned as a by-product of the function `wilcox.test`.
Note that in the two-sample case the estimator for the difference in location parameters does not estimate the difference in medians (a common misconception) but rather the median of the difference between a sample from x and a sample from y. The confidence interval for the "pseudo median" is extracted from `wilcox.test` (`conf.int = TRUE`).

Value

the Hodges-Lehmann estimator of location as a single numeric value if no confidence intervals are requested,
and otherwise a numeric vector with 3 elements for the estimate, the lower and the upper confidence interval

Author(s)

Andri Signorell <[email protected]>

References

Hodges, J.L., and Lehmann, E.L. (1963), Estimates of location based on rank tests. The Annals of Mathematical Statistics, 34, 598–611.

`wilcox.test`, `median`, `MedianCI`
 ```1 2 3 4 5 6``` ```set.seed(1) x <- rt(100, df = 3) HodgesLehmann(x) # same as wilcox.test(x, conf.int = TRUE)\$estimate ```