yuen: Independent samples t-tests on robust location measures...

Description Usage Arguments Details Value References See Also Examples

View source: R/yuen.R

Description

The function yuen performs Yuen's test for trimmed means, yuenbt is a bootstrap version of it. akp.effect and yuen.effect.ci can be used for effect size computation. The pb2gen function performs a t-test based on various robust estimators, medpb2 compares two independent groups using medians, and qcomhd compares arbitrary quantiles.

Usage

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yuen(formula, data, tr = 0.2)
yuenbt(formula, data, tr = 0.2, nboot = 599, side = TRUE)
akp.effect(formula, data, EQVAR = TRUE, tr = 0.2)
yuen.effect.ci(formula, data, tr = 0.2, nboot = 400, alpha = 0.05)
pb2gen(formula, data, est = "mom", nboot = 599)
medpb2(formula, data, nboot = 2000)
qcomhd(formula, data, q = c(0.1, 0.25, 0.5, 0.75, 0.9), 
       nboot = 2000, alpha = 0.05, ADJ.CI = TRUE)

Arguments

formula

an object of class formula.

data

an optional data frame for the input data.

tr

trim level for the mean.

nboot

number of bootstrap samples.

side

side = TRUE indicates two-sided method using absolute value of the test statistics within the bootstrap; otherwise the equal-tailed method is used.

est

estimate to be used for the group comparisons: either "onestep" for one-step M-estimator of location using Huber's Psi, "mom" for the modified one-step (MOM) estimator of location based on Huber's Psi, or "median", "mean".

q

quantiles to be used for comparison.

alpha

alpha level.

ADJ.CI

whether CIs should be adjusted.

EQVAR

whether variances are assumed to be equal across groups.

Details

If yuenbt is used, p-value computed only when side = TRUE. medpb2 is just a wrapper function for pb2gen with the median as M-estimator. It is the only known method to work well in simulations when tied values are likely to occur.qcomhd returns p-values and critical p-values based on Hochberg's method.

Value

Returns objects of classes "yuen" or "pb2" containing:

test

value of the test statistic (t-statistic)

p.value

p-value

conf.int

confidence interval

df

degress of freedom

diff

trimmed mean difference

effsize

explanatory measure of effect size

call

function call

qcomhd returns an object of class "robtab" containing:

partable

parameter table

References

Algina, J., Keselman, H.J., & Penfield, R.D. (2005). An alternative to Cohen's standardized mean difference effect size: A robust parameter and confidence interval in the two independent groups xase. Psychological Methods, 10, 317-328.

Wilcox, R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Elsevier.

Wilcox, R., & Tian, T. (2011). Measuring effect size: A robust heteroscedastic approach for two or more groups. Journal of Applied Statistics, 38, 1359-1368.

Yuen, K. K. (1974). The two sample trimmed t for unequal population variances. Biometrika, 61, 165-170.

See Also

t1way,t1waybt

Examples

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## Yuen's test
yuen(Anxiety ~ Group, data = spider)

## Bootstrap version of Yuen's test (symmetric CIs)
yuenbt(Anxiety ~ Group, data = spider)

## Robust Cohen's delta
akp.effect(Anxiety ~ Group, data = spider)
##

## Using an M-estimator
pb2gen(Anxiety ~ Group, data = spider, est = "mom")
pb2gen(Anxiety ~ Group, data = spider, est = "mean")
pb2gen(Anxiety ~ Group, data = spider, est = "median")

## Using the median
medpb2(Anxiety ~ Group, data = spider)

## Quantiles
set.seed(123)
qcomhd(Anxiety ~ Group, data = spider, q = c(0.8, 0.85, 0.9), nboot = 500)

Example output

Call:
yuen(formula = Anxiety ~ Group, data = spider)

Test statistic: 1.2958 (df = 13.91), p-value = 0.21614

Trimmed mean difference:  -6.75 
95 percent confidence interval:
-17.9294     4.4294 

Call:
yuenbt(formula = Anxiety ~ Group, data = spider)

Test statistic: -1.1936 (df = NA), p-value = 0.23706

Trimmed mean difference:  -6.75 
95 percent confidence interval:
-19.5812     6.0812 

[1] -0.5213571
Call:
pb2gen(formula = Anxiety ~ Group, data = spider, est = "mom")

Test statistic: -7, p-value = 0.21035
95% confidence interval:
-18.0682    4.4444 

Call:
pb2gen(formula = Anxiety ~ Group, data = spider, est = "mean")

Test statistic: -7, p-value = 0.07513
95% confidence interval:
-15    0.9167 

Call:
pb2gen(formula = Anxiety ~ Group, data = spider, est = "median")

Test statistic: -10, p-value = 0.32053
95% confidence interval:
-20    5.5 

Call:
medpb2(formula = Anxiety ~ Group, data = spider)

Test statistic: -10, p-value = 0.3175
95% confidence interval:
-20    6 

Call:
qcomhd(formula = Anxiety ~ Group, data = spider, q = c(0.8, 0.85, 
    0.9), nboot = 500)

Parameter table: 
     q n1 n2    est1    est2 est1-est.2   ci.low   ci.up p.crit p.value
1 0.80 12 12 48.9839 57.1887    -8.2048 -17.9930  1.5542 0.0250   0.060
2 0.85 12 12 50.5786 59.3112    -8.7326 -17.3006 -0.1963 0.0500   0.040
3 0.90 12 12 52.2870 61.6133    -9.3263 -18.4765  1.4122 0.0167   0.036

WRS2 documentation built on May 31, 2017, 2:07 a.m.