[R] R equivalent of SAS Cochran-Mantel-Haenszel tests?
Michael Friendly
friendly at yorku.ca
Mon Feb 9 17:37:38 CET 2009
Dear Vito,
Yes, these tests are *similar* in spirit to loglinear models using
either row/col/both scores for the association.
But I'm still looking for something equivalent to give the same results
as SAS with CMH for
non-parametric tests. One advantage of the CMH tests is that for
stratified tables, a largish sample
size is not required in the individual strata, only the total n.
The computations are described in:
http://support.sas.com/onlinedoc/913/getDoc/en/procstat.hlp/freq_sect27.htm
vito muggeo wrote:
> Dear Michael,
> It sounds as a linear-by-linear loglinear model (and its variants)
> which uses scores for one or more variables in the table.. (see
> Agresti, 1990, Categorical Data Analysis. I do remember the pages and
> I have not the book here..)
>
> If this is the case, you can use standard call to glm(..,
> family=poisson) with score variables in the linear predictor. For
> instance for a two-way table with ordered variables the
> linear-by-linear model is,
>
> glm(freq~factor(x)+factor(y)+I(score.x*score.y), family=poisson)
>
> The CMH test, probably, is the score test of the parameter of
> I(score.x*score.y)..
>
> best,
> vito
>
> Michael Friendly ha scritto:
>> In SAS, for a two-way (or 3-way, stratified) table, the CMH option in
>> SAS PROC FREQ gives
>> 3 tests that take ordinality of the factors into account, for both
>> variables, just the column variable
>> or neither. Is there an equivalent in R?
>> The mantelhaen.test in stats gives something quite different (a test
>> of conditional independence for
>> *nominal* factors in a 3-way table).
>>
>> e.g. I'd like to reproduce:
>> *-- CMH tests;
>> proc freq data=sexfun order=data;
>> weight count;
>> tables husband * wife / cmh chisq nocol norow;
>> run;
>>
>> The FREQ Procedure
>> Summary Statistics for Husband by Wife
>> Cochran-Mantel-Haenszel Statistics (Based on Table Scores)
>>
>> Statistic Alternative Hypothesis DF Value Prob
>>
>> 1 Nonzero Correlation 1 10.0142 0.0016
>> 2 Row Mean Scores Differ 3 12.5681 0.0057
>> 3 General Association 9 16.7689 0.0525
>>
>
--
Michael Friendly Email: friendly AT yorku DOT ca
Professor, Psychology Dept.
York University Voice: 416 736-5115 x66249 Fax: 416 736-5814
4700 Keele Street http://www.math.yorku.ca/SCS/friendly.html
Toronto, ONT M3J 1P3 CANADA
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