[R] Wilcoxon versus glm
Dominik Grathwohl
domi at msm1.ukl.uni-freiburg.de
Mon Feb 25 17:57:46 CET 2002
Hi all,
running the following code:
> n <- 25
> y0 <- rpois(n, 0.04)
> y1 <- rpois(n, 0.34)
>
> resp <- c(y0, y1)
> group <- c(rep(0,n), rep(1,n))
>
> wilcox.test(y0, y1)
Wilcoxon rank sum test with continuity
correction
data: y0 and y1
W = 250, p-value = 0.02074
alternative hypothesis: true mu is not equal to 0
Warning message:
Cannot compute exact p-value with ties in:
wilcox.test.default(y0, y1)
>
> glm.M1 <- glm(resp ~ group, family=poisson())
> summary(glm.M1)
Call:
glm(formula = resp ~ group, family = poisson())
Deviance Residuals:
Min 1Q Median 3Q
Max
-0.692820 -0.692820 -0.004968 -0.004968
2.227342
Coefficients:
Estimate Std. Error z value Pr(>|z|)
(Intercept) -11.303 34.531 -0.327 0.743
group 9.875 34.533 0.286 0.775
(Dispersion parameter for poisson family taken to
be 1)
Null deviance: 28.216 on 49 degrees of
freedom
Residual deviance: 19.899 on 48 degrees of
freedom
AIC: 34.512
Number of Fisher Scoring iterations: 9
I would interpretate this that the Wilcoxon detect
a group difference, while glm not. I expected the
beta for the group greater than zero.
Can somebody explain me such an difference of two
methods of rejecting a hypothesis? Where am I
wrong?
Regards,
Dominik
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