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
HodgesLehmann(x, y = NULL, conf.level = NA, na.rm = FALSE)
- a numeric vector.
- an optional numeric vector of data values: as with x non-finite values will be omitted.
- confidence level of.
- 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
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
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
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