HodgesLehmann: Hodges-Lehmann Estimator of Location

In DescTools: Tools for Descriptive Statistics

Hodges-Lehmann Estimator of Location

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

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 <[e-mail]>

References

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

See Also

wilcox.test, median, MedianCI

Examples

set.seed(1)
x <- rt(100, df = 3)
HodgesLehmann(x)

# same as
wilcox.test(x,  conf.int = TRUE)$estimate

DescTools documentation built on Nov. 20, 2023, 5:08 p.m.