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Tip revision: b1d73278a87bcb94c00cedbbaff294f96e71bbf0 authored by Torsten Hothorn on 13 April 2010, 00:00:00 UTC
version 1.0-11
Tip revision: b1d7327
ScaleTests.Rd
\name{ScaleTests}
\alias{ansari_test}
\alias{ansari_test.formula}
\alias{ansari_test.IndependenceProblem}
\alias{fligner_test.formula}
\alias{fligner_test.IndependenceProblem}
\alias{fligner_test}
\title{ Independent Two- and K-Sample Scale Tests }
\description{
    Testing the equality of the distributions of a numeric response in
    two or more independent groups against scale alternatives.
}
\usage{

\method{ansari_test}{formula}(formula, data, subset = NULL, weights = NULL, \dots)
\method{ansari_test}{IndependenceProblem}(object, 
    alternative = c("two.sided", "less", "greater"),
    ties.method = c("mid-ranks", "average-scores"),
    conf.int = FALSE, conf.level = 0.95, ...)

\method{fligner_test}{formula}(formula, data, subset = NULL, weights = NULL, \dots)
\method{fligner_test}{IndependenceProblem}(object, 
    ties.method = c("mid-ranks", "average-scores"),
    distribution = c("asymptotic", "approximate"), 
    ...)

}
\arguments{
  \item{formula}{a formula of the form \code{y ~ x | block} where \code{y}
    is a numeric variable giving the data values and \code{x} a factor
    with two or more levels giving the corresponding groups. \code{block} is an
    optional factor for stratification.}
  \item{data}{an optional data frame containing the variables in the
    model formula.}
  \item{subset}{an optional vector specifying a subset of observations
    to be used.}
  \item{weights}{an optional formula of the form \code{~ w} defining
      integer valued weights for the observations.}
  \item{object}{an object of class \code{IndependenceProblem}.}
  \item{alternative}{a character, the alternative hypothesis must be
    one of \code{"two.sided"} (default), \code{"greater"} or    
    \code{"less"}.  You can specify just the initial letter.}   
  \item{distribution}{a character, the null distribution of the test statistic
    can be computed \code{exact}ly or can be approximated by its
    asymptotic distribution (\code{asymptotic})   
    or via Monte-Carlo resampling (\code{approximate}).
    Alternatively, the functions 
    \code{\link{exact}}, \code{\link{approximate}} or \code{\link{asymptotic}} can be
    used to specify how the exact conditional distribution of the test statistic
    should be calculated or approximated.}
  \item{ties.method}{a character, two methods are available to adjust scores for ties,
      either the score generating function is applied to \code{mid-ranks}
      or the scores computed based on random ranks are averaged for all tied
      values (\code{average-scores}).}
  \item{conf.int}{a logical indicating whether a confidence interval
    for the difference in location should be computed.}
  \item{conf.level}{confidence level of the interval.}
  \item{\dots}{further arguments to be passed to or from methods.}
}
\details{

  The null hypothesis of the equality of the distribution of \code{y} in
  the groups given by \code{x} is tested. In particular, the methods
  documented here are designed to detect scale alternatives. For a general
  description of the test procedures documented here we refer to Hollander &
  Wolfe (1999).

  The asymptotic null distribution is computed by default for both
  procedures. Exact p-values may be computed for the Ansari-Bradley test 
  can be approximated via Monte-Carlo for the Fligner-Killeen procedure. 
  Exact p-values are computed either by the shift algorithm 
  (Streitberg & R\"ohmel, 1986, 1987) or by the split-up algorithm 
  (van de Wiel, 2001).

  The Ansari-Bradley test can be used to test the
  two-sided hypothesis \eqn{var(Y_1) / var(Y_2) = 1}, where \eqn{var(Y_i)} 
  is the variance of the responses in the ith group. Confidence intervals 
  for the ratio of scales are available for the
  Ansari-Bradley test and are computed according to Bauer (1972).
  In case \code{alternative = "less"}, the
  null hypothesis \eqn{var(Y_1) / var(Y_2) \ge 1} is tested and
  \code{alternative = "greater"} corresponds to \eqn{var(Y_1) / var(Y_2) \le 1}.

  For the adjustment of scores for tied values see Hajek, Sidak and Sen
  (1999), page 131ff.

}
\value{

  An object inheriting from class \code{\link{IndependenceTest-class}} with
  methods \code{\link{show}}, \code{\link{statistic}}, \code{\link{expectation}},
  \code{\link{covariance}} and \code{\link{pvalue}}. The null distribution
  can be inspected by \code{\link{pperm}}, \code{\link{dperm}},  
  \code{\link{qperm}} and \code{\link{support}} methods. Confidence
  intervals can be extracted by \code{confint}.

}
\references{

        Myles Hollander \& Douglas A. Wolfe (1999).  
        \emph{Nonparametric Statistical Methods, 2nd Edition}.
        New York: John Wiley & Sons.

        Bernd Streitberg \& Joachim R\"ohmel (1986).
        Exact distributions for permutations and rank tests:
        An introduction to some recently published algorithms.
        \emph{Statistical Software Newsletter} \bold{12}(1), 10--17.

        Bernd Streitberg \& Joachim R\"ohmel (1987).
        Exakte Verteilungen f\"ur Rang- und Randomisierungstests
        im allgemeinen $c$-Stichprobenfall.
        \emph{EDV in Medizin und Biologie} \bold{18}(1), 12--19.

        Mark A. van de Wiel (2001). The split-up algorithm: a fast
        symbolic method for computing p-values of rank statistics.
        \emph{Computational Statistics} \bold{16}, 519--538.

        David F. Bauer (1972). Constructing confidence sets using
        rank statistics. \emph{Journal of the American Statistical Association}
        \bold{67}, 687--690.

        Jaroslav Hajek, Zbynek Sidak \& Pranab K. Sen (1999).
        \emph{Theory of Rank Tests}. San Diego, London: Academic Press.

}
\examples{

  ### Serum Iron Determination Using Hyland Control Sera
  ### Hollander & Wolfe (1999), page 147
  sid <- data.frame(
      serum = c(111, 107, 100, 99, 102, 106, 109, 108, 104, 99,
                101, 96, 97, 102, 107, 113, 116, 113, 110, 98,
                107, 108, 106, 98, 105, 103, 110, 105, 104,
                100, 96, 108, 103, 104, 114, 114, 113, 108, 106, 99),
      method = factor(gl(2, 20), labels = c("Ramsay", "Jung-Parekh")))

  ### Ansari-Bradley test, asymptotical p-value
  ansari_test(serum ~ method, data = sid)

  ### exact p-value
  ansari_test(serum ~ method, data = sid, distribution = "exact")


  ### Platelet Counts of Newborn Infants
  ### Hollander & Wolfe (1999), Table 5.4, page 171
  platalet_counts <- data.frame(
      counts = c(120, 124, 215, 90, 67, 95, 190, 180, 135, 399, 
                 12, 20, 112, 32, 60, 40),
      treatment = factor(c(rep("Prednisone", 10), rep("Control", 6))))

  ### Lepage test, Hollander & Wolfe (1999), page 172 
  lt <- independence_test(counts ~ treatment, data = platalet_counts,
      ytrafo = function(data) trafo(data, numeric_trafo = function(x)       
          cbind(rank(x), ansari_trafo(x))),
      teststat = "quad", distribution = approximate(B = 9999))

  lt

  ### where did the rejection come from? Use maximum statistic
  ### instead of a quadratic form
  ltmax <- independence_test(counts ~ treatment, data = platalet_counts,
      ytrafo = function(data) trafo(data, numeric_trafo = function(x) 
          matrix(c(rank(x), ansari_trafo(x)), ncol = 2,
                 dimnames = list(1:length(x), c("Location", "Scale")))),
      teststat = "max")

  ### points to a difference in location
  pvalue(ltmax, method = "single-step")

  ### Funny: We could have used a simple Bonferroni procedure
  ### since the correlation between the Wilcoxon and Ansari-Bradley 
  ### test statistics is zero
  covariance(ltmax)

}
\keyword{htest}
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