Speaker
Description
Starting with R 4.6-0, the stats package provides infrastructure for distribution-free model-based inference in possibly stratified K-sample oneway layouts via the novel free1way model function. Treatment effects to be estimated using free1way include odds- and hazard ratios, Lehmann parameters, and a generalised version of Cohen's d for at least ordered and possibly right-censored outcomes.
In addition to nonparametric maximum-likelhood estimators of treatment effects, the procedure allows Wald, Rao score, and likelihood ratio tests with corresponding confidence intervals to be computed. Asymptotic and approximate Monte-Carlo-based permutation tests and confidence intervals are also available. In proportional odds models, exact permutation inference is implemented based on exact permutation distributions derived via the Streitberg-Röhmel algorithm.
Graphical tools for model diagnostics, including model-based confidence bands for receiver operating characteristic (ROC) curves in probability-probability plots in the new ppplot function, allow data-driven criticism of model assumptions.
Power assessment and sample-size planning is facilitated either in a simulation-based way relying on random number generation via rfree1way or based on approximations of the information matrix power.free1way.test, the latter approach being much faster but slightly less accurate.
The new free1way function can be understood as a unification and generalisation of some of the classical ``nonparametric'' test procedures in stats, including kruskal.test, wilcox.test, friedman.test, mantelhaen.test, prop.test, mcnemar.test, as well as power.prop.test, allowing the magnitude of treatment effects to be interpreted on various scales, providing the possibility to assessment variability by means of confidence intervals and corresponding
tests for these parameters, and offering tools for sample-size planning and model criticism.
We will discuss how the new functionality helps to improve statistical inference.
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| Keywords: Please list up to 5 keywords to help us find the right session for your contribution. | proportional odds, proportional hazards, Lehmann alternative, sample size, power, model diagnostics |
|---|---|
| Virtual Option | This submission is for onsite presentation only |
| Video Recording | Video sharing is fine |
| The author(s) agree(s) to take responsibility and be accountable for the contents of the submission and is/are authorized to present it. | Confirm |
| Interested in serving as reviewer? | torsten.hothorn@R-project.org |