dunnettT3Test {PMCMRplus} | R Documentation |
Dunnett's T3 Test
Description
Performs Dunnett's all-pairs comparison test for normally distributed data with unequal variances.
Usage
dunnettT3Test(x, ...)
## Default S3 method:
dunnettT3Test(x, g, ...)
## S3 method for class 'formula'
dunnettT3Test(formula, data, subset, na.action, ...)
## S3 method for class 'aov'
dunnettT3Test(x, ...)
Arguments
x |
a numeric vector of data values, a list of numeric data vectors or a fitted model object, usually an aov fit. |
... |
further arguments to be passed to or from methods. |
g |
a vector or factor object giving the group for the
corresponding elements of |
formula |
a formula of the form |
data |
an optional matrix or data frame (or similar: see
|
subset |
an optional vector specifying a subset of observations to be used. |
na.action |
a function which indicates what should happen when
the data contain |
Details
For all-pairs comparisons in an one-factorial layout
with normally distributed residuals but unequal groups variances
the T3 test of Dunnett can be performed.
Let X_{ij}
denote a continuous random variable
with the j
-the realization (1 \le j \le n_i
)
in the i
-th group (1 \le i \le k
). Furthermore, the total
sample size is N = \sum_{i=1}^k n_i
. A total of m = k(k-1)/2
hypotheses can be tested: The null hypothesis is
H_{ij}: \mu_i = \mu_j ~~ (i \ne j)
is tested against the alternative
A_{ij}: \mu_i \ne \mu_j
(two-tailed). Dunnett T3 all-pairs
test statistics are given by
t_{ij} \frac{\bar{X}_i - \bar{X_j}}
{\left( s^2_j / n_j + s^2_i / n_i \right)^{1/2}}, ~~
(i \ne j)
with s^2_i
the variance of the i
-th group.
The null hypothesis is rejected (two-tailed) if
\mathrm{Pr} \left\{ |t_{ij}| \ge T_{v_{ij}\rho_{ij}\alpha'/2} | \mathrm{H} \right\}_{ij} =
\alpha,
with Welch's approximate solution for calculating the degree of freedom.
v_{ij} = \frac{\left( s^2_i / n_i + s^2_j / n_j \right)^2}
{s^4_i / n^2_i \left(n_i - 1\right) + s^4_j / n^2_j \left(n_j - 1\right)}.
The p
-values are computed from the
studentized maximum modulus distribution
that is the equivalent of the multivariate t distribution
with \rho_{ii} = 1, ~ \rho_{ij} = 0 ~ (i \ne j)
.
The function pmvt
is used to
calculate the p
-values.
Value
A list with class "PMCMR"
containing the following components:
- method
a character string indicating what type of test was performed.
- data.name
a character string giving the name(s) of the data.
- statistic
lower-triangle matrix of the estimated quantiles of the pairwise test statistics.
- p.value
lower-triangle matrix of the p-values for the pairwise tests.
- alternative
a character string describing the alternative hypothesis.
- p.adjust.method
a character string describing the method for p-value adjustment.
- model
a data frame of the input data.
- dist
a string that denotes the test distribution.
References
C. W. Dunnett (1980) Pair wise multiple comparisons in the unequal variance case, Journal of the American Statistical Association 75, 796–800.
See Also
Examples
fit <- aov(weight ~ feed, chickwts)
shapiro.test(residuals(fit))
bartlett.test(weight ~ feed, chickwts)
anova(fit)
## also works with fitted objects of class aov
res <- dunnettT3Test(fit)
summary(res)
summaryGroup(res)