HodgesLehmann

0th

Percentile

Hodges-Lehmann Estimator of Location

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.

Keywords
robust, nonparametric, univar
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

References

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

See Also

wilcox.test, median, MedianCI

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

# same as
wilcox.test(x,  conf.int = TRUE)$estimate
Documentation reproduced from package DescTools, version 0.99.19, License: GPL (>= 2)

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