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NPC (version 1.1.0)

StudentWilcoxon:

Studentized Wilcoxon Rank-Sum Statistic

Description

This function returns a studentized version of Wilcoxon's rank sum statistic.

Usage

StudentWilcoxon(y, tr, tl, ...)

Arguments

y
Response variable (vector)
tr
Treatment variable (vector)
tl
The level of treatment variable (e.g., "treated" or 1) that indicates treated observations
...
Additional arguments (included for compatibility but ignored)

Value

A scalar test statistic

Details

As Chung and Romano (2013) show, using the studentized rank sum as a permutation test statistic yields an asymptotically valid test of the "weak null" that responses are equally likely to be higher under treatment and control.

References

Chung, E. and Romano, J. P. (2013) Exact and asymptotically robust permutation tests. Annals of Statistics, 41, 484-507.