RE: [S] Possible Statistical Enhancements to S-PLUS

Wouters, Luc - 2744 (lwouters@janbe.jnj.com)
Mon, 30 Mar 1998 17:07:00 +0200



I would greatly appreciate the computation of exact P-values in
nonparametric testing when ties are present. Currently, the function
wilcox.test only returns a warning message that no exact P-values can
be computed. For small samples exact p-values can be obtained by
enumerating the permutation distribution of the test statistic under
the null hypothesis. However, functions like combn (Scott Chasalow)
are to slow to be of any help in this. Exact p-values are of
particular importance in drug safety evaluation when sample size is
small and no unrealistic assumptions about the distribution of the
data can be made. At present, the technique is implemented in StatXact
3.0 (Cytel Software Corporation) and in SAS (Version 6.12, PROC
UNIVARIATE and PROC NPAR1WAY, option EXACT). Cytel also offers a PROC
STATXACT add-on to SAS. As I believe, the StatXact implementation uses
the network-algorithm & importance sampling (Mehta, Patel, Tsiatis:
Biometrics 40:819-825, 1984).

At present, I am only interested in the one and two sample problem
(Wilcoxon signed-rank and Wilcoxon rank-sum tests). The availability
of exact nonparametric inference is essential for further involvement
of S-Plus based systems in drug safety assessment.



Luc Wouters lwouters@janbe.jnj.com

Senior Biostatistician
Life Sciences Dept. 2744
Janssen Research Foundation
Turnhoutseweg 30
B2340 Beerse
Belgium




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