weightedRank-package: Sensitivity Analysis Using Weighted Rank Statistics

weightedRank-packageR Documentation

Sensitivity Analysis Using Weighted Rank Statistics

Description

Performs a sensitivity analysis using weighted rank tests in observational studies with I blocks of size J; see Rosenbaum (2024) <doi:10.1080/01621459.2023.2221402>. The package can perform adaptive inference in block designs; see Rosenbaum (2012) <doi:10.1093/biomet/ass032>. The main functions are wgtRank(), wgtRankCI() and wgtRanktt().

Details

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The package conducts either fixed or adaptive sensitivity analyses for observational studies with I blocks and J individuals in each block, one treated and J-1 controls. The two main functions are wgtRank() for a fixed test statistic, and wgtRanktt() for an adaptive choice of one of two test statistics. The function wgtRankCI() inverts the test to obtain confidence intervals and Hodges-Lehmann point estimates. The function ef2C() is used to extract two evidence factors when a treated group is compared to two different control groups.

Author(s)

Paul Rosenbaum [aut, cre]

Maintainer: Paul Rosenbaum <rosenbaum@wharton.upenn.edu>

References

Berk, R. H. and Jones, D. H. (1978) <https://www.jstor.org/stable/4615706> Relatively optimal combinations of test statistics. Scandinavian Journal of Statistics, 5, 158-162.

Quade, D. (1979) <doi:10.2307/2286991> Using weighted rankings in the analysis of complete blocks with additive block effects. Journal of the American Statistical Association, 74, 680-683.

Rosenbaum, P. R. (1987). <doi:10.1214/ss/1177013232> The role of a second control group in an observational study. Statistical Science, 2, 292-306.

Rosenbaum, P. R. (2011) <doi:10.1111/j.1541-0420.2010.01535.x> A new U‐Statistic with superior design sensitivity in matched observational studies. Biometrics, 67(3), 1017-1027.

Rosenbaum, P. R. (2012) <doi:10.1093/biomet/ass032> Testing one hypothesis twice in observational studies. Biometrika, 99(4), 763-774.

Rosenbaum, P. R. (2021) <doi:10.1201/9781003039648> Replication and Evidence Factors in Observational Studies. Chapman and Hall/CRC.

Rosenbaum, P. R. (2023) <doi:10.1111/biom.13921> A second evidence factor for a second control group. Biometrics, 79(4), 3968-3980.

Rosenbaum, P. R. (2024) <doi:10.1080/01621459.2023.2221402> Bahadur efficiency of observational block designs. Journal of the American Statistical Association.

Tardif, S. (1987) <doi:10.2307/2289476> Efficiency and optimality results for tests based on weighted rankings. Journal of the American Statistical Association, 82(398), 637-644.

Examples

data(aHDL)
y<-t(matrix(aHDL$hdl,4,406))
wgtRank(y,phi="u878",gamma=6) # New U-statistic weights (8,7,8)
wgtRanktt(y,phi1="u868",phi2="u878",gamma=5.9)

weightedRank documentation built on Aug. 22, 2025, 1:08 a.m.