HodgesLehmann {DescTools} | R Documentation |
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
.
HodgesLehmann(x, y = NULL, conf.level = NA, na.rm = FALSE)
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. |
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
).
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
Andri Signorell <andri@signorell.net>
Hodges, J.L., and Lehmann, E.L. (1963), Estimates of location based on rank tests. The Annals of Mathematical Statistics, 34, 598–611.
set.seed(1)
x <- rt(100, df = 3)
HodgesLehmann(x)
# same as
wilcox.test(x, conf.int = TRUE)$estimate