Wilcoxon Rank Sum and Signed Rank Tests

Description

Performs one and two sample Wilcoxon tests on vectors of data; the latter is also known as ‘Mann-Whitney’ test.

Usage

wilcox.test(x, ...)

## Default S3 method:
wilcox.test(x, y = NULL,
            alternative = c("two.sided", "less", "greater"),
            mu = 0, paired = FALSE, exact = NULL, correct = TRUE,
            conf.int = FALSE, conf.level = 0.95, ...)

## S3 method for class 'formula':
wilcox.test(formula, data, subset, na.action, ...)

Arguments

Details

The formula interface is only applicable for the 2-sample tests.

If only x is given, or if both x and y are given and paired is TRUE, a Wilcoxon signed rank test of the null that the distribution of x (in the one sample case) or of x - y (in the paired two sample case) is symmetric about mu is performed.

Otherwise, if both x and y are given and paired is FALSE, a Wilcoxon rank sum test (equivalent to the Mann-Whitney test: see the Note) is carried out. In this case, the null hypothesis is that the distributions of x and y differ by a location shift of mu and the alternative is that they differ by some other location shift (and the one-sided alternative "greater" is that x is shifted to the right of y).

By default (if exact is not specified), an exact p-value is computed if the samples contain less than 50 finite values and there are no ties. Otherwise, a normal approximation is used.

Optionally (if argument conf.int is true), a nonparametric confidence interval and an estimator for the pseudomedian (one-sample case) or for the difference of the location parameters x-y is computed. (The pseudomedian of a distribution F is the median of the distribution of (u+v)/2, where u and v are independent, each with distribution F. If F is symmetric, then the pseudomedian and median coincide. See Hollander & Wolfe (1973), page 34.) If exact p-values are available, an exact confidence interval is obtained by the algorithm described in Bauer (1972), and the Hodges-Lehmann estimator is employed. Otherwise, the returned confidence interval and point estimate are based on normal approximations.

With small samples it may not be possible to achieve very high confidence interval coverages. If this happens a warning will be given and an interval with lower coverage will be substituted.

Value

A list with class "htest" containing the following components:

Warning

This function can use large amounts of memory and stack (and even crash R if the stack limit is exceeded) if exact = TRUE and one sample is large (several thousands or more).

Note

The literature is not unanimous about the definitions of the Wilcoxon rank sum and Mann-Whitney tests. The two most common definitions correspond to the sum of the ranks of the first sample with the minimum value subtracted or not: R subtracts and S-PLUS does not, giving a value which is larger by m(m+1)/2 for a first sample of size m. (It seems Wilcoxon's original paper used the unadjusted sum of the ranks but subsequent tables subtracted the minimum.)

R's value can also be computed as the number of all pairs (x[i], y[j]) for which y[j] is not greater than x[i], the most common definition of the Mann-Whitney test.

References

David F. Bauer (1972), Constructing confidence sets using rank statistics. Journal of the American Statistical Association 67, 687–690.

Myles Hollander & Douglas A. Wolfe (1973), Nonparametric statistical inference. New York: John Wiley & Sons. Pages 27–33 (one-sample), 68–75 (two-sample).
Or second edition (1999).

See Also

psignrank, pwilcox.

wilcox.exact in exactRankTests covers much of the same ground, but also produces exact p-values in the presence of ties.

wilcox_test in package coin for exact and approximate conditional p-values for the Wilcoxon tests.

kruskal.test for testing homogeneity in location parameters in the case of two or more samples; t.test for an alternative under normality assumptions [or large samples]

Examples

## One-sample test.
## Hollander & Wolfe (1973), 29f.
## Hamilton depression scale factor measurements in 9 patients with
##  mixed anxiety and depression, taken at the first (x) and second
##  (y) visit after initiation of a therapy (administration of a
##  tranquilizer).
x <- c(1.83,  0.50,  1.62,  2.48, 1.68, 1.88, 1.55, 3.06, 1.30)
y <- c(0.878, 0.647, 0.598, 2.05, 1.06, 1.29, 1.06, 3.14, 1.29)
wilcox.test(x, y, paired = TRUE, alternative = "greater")
wilcox.test(y - x, alternative = "less")    # The same.
wilcox.test(y - x, alternative = "less",
            exact = FALSE, correct = FALSE) # H&W large sample
                                            # approximation

## Two-sample test.
## Hollander & Wolfe (1973), 69f.
## Permeability constants of the human chorioamnion (a placental
##  membrane) at term (x) and between 12 to 26 weeks gestational
##  age (y).  The alternative of interest is greater permeability
##  of the human chorioamnion for the term pregnancy.
x <- c(0.80, 0.83, 1.89, 1.04, 1.45, 1.38, 1.91, 1.64, 0.73, 1.46)
y <- c(1.15, 0.88, 0.90, 0.74, 1.21)
wilcox.test(x, y, alternative = "g")        # greater
wilcox.test(x, y, alternative = "greater",
            exact = FALSE, correct = FALSE) # H&W large sample
                                            # approximation

wilcox.test(rnorm(10), rnorm(10, 2), conf.int = TRUE)

## Formula interface.
boxplot(Ozone ~ Month, data = airquality)
wilcox.test(Ozone ~ Month, data = airquality,
            subset = Month %in% c(5, 8))