HodgesLehmann {DescTools} R Documentation

## Hodges-Lehmann Estimator of Location

### Description

Function to compute the Hodges-Lehmann estimator of location in the one sample case.
Simple wrapper to extract the value from the result of wilcox.test.

### Usage

HodgesLehmann(x, y = NULL, conf.level = NA, na.rm = FALSE)


### Arguments

 x a numeric vector. y an optional numeric vector of data values: as with x non-finite values will be omitted. conf.level confidence level of. na.rm logical. Should missing values be removed? Defaults to FALSE.

### Details

The Hodges-Lehmann estimator is the median of the combined data points and Walsh averages. It is the same as the Pseudo Median returned as a by-product of the function wilcox.test.
Note that in the two-sample case the estimator for the difference in location parameters does not estimate the difference in medians (a common misconception) but rather the median of the difference between a sample from x and a sample from y. The confidence interval for the "pseudo median" is extracted from wilcox.test (conf.int = TRUE).

### Value

the Hodges-Lehmann estimator of location as a single numeric value if no confidence intervals are requested,
and otherwise a numeric vector with 3 elements for the estimate, the lower and the upper confidence interval

### Author(s)

Andri Signorell <andri@signorell.net>

### References

Hodges, J.L., and Lehmann, E.L. (1963), Estimates of location based on rank tests. The Annals of Mathematical Statistics, 34, 598–611.

wilcox.test, median, MedianCI

### Examples

set.seed(1)
x <- rt(100, df = 3)
HodgesLehmann(x)

# same as
wilcox.test(x,  conf.int = TRUE)\$estimate


[Package DescTools version 0.99.51 Index]