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[BUGZILLA #14514] mantelhaen.test (exact=F, alternative = "less") can give 1 - p-value #4104

Closed MichaelChirico closed 4 years ago

MichaelChirico commented 4 years ago

Hi. I believe that mantelhaen.test is giving the wrong p-value when I call it with a one-sided alternative and exact=F, and I think I know why. First, the example:

Nitrous = array(c(32,210,8,26,18,21,3,3,7,75,0,10),c(2,2,3))

# # Data are from Conover, "Nonparametric Statistics", 3rd Ed, p. 197, # re-arranged to make a lower-tail test the issue of relevance: we # want to see if pregnant nurses exposed to nitrous oxide have higher # rates of miscarriage, stratifying on the type of nurse. #

dimnames(Nitrous) = list(c("Exposed","NotExposed"),

c("FullTerm","Miscarriage"),c("DentalAsst","OperRoomNurse","OutpatientNurse")) # # Now consider this: # mantelhaen.test (Nitrous, exact=T, alternative="less")$p.value [1] 0.1958908 # mantelhaen.test (Nitrous, exact=F, alternative="less")$p.value [1] 0.8009925

I believe the problem lies in the lines

    if (!exact) {
        ...
        DELTA <- abs(sum(x[1, 1, ] - s.x[1, ] * s.y[1, ]/n))
        ...
        if (alternative == "two.sided") 
            PVAL <- pchisq(STATISTIC, PARAMETER, lower.tail = FALSE)
        else {
            z <- sign(DELTA) * sqrt(STATISTIC)
           ...

By the time we get to the assignment of z, DELTA is already the result of a call to abs(), so its sign is always 1.

I got good results with something like this: if (!exact) { ... DELTA <- sum(x[1, 1, ] - s.x[1, ] s.y[1, ]/n) sign.DELTA <- sign (DELTA) DELTA <- abs (DELTA) ... if (alternative == "two.sided") PVAL <- pchisq(STATISTIC, PARAMETER, lower.tail = FALSE) else { z <- sign.DELTA sqrt(STATISTIC)

I hope this is of interest, Sam Buttrey

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MichaelChirico commented 4 years ago

Changed in 2.12.2 patched

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MichaelChirico commented 4 years ago

Bug 14689 has been marked as a duplicate of this bug.

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