R: Hodges-Lehmann Estimator of Location

HodgesLehmann {DescTools} | R Documentation

## Hodges-Lehmann Estimator of Location

### Description

Function to compute the Hodges-Lehmann estimator of location in the one sample case.
Simple wrapper to extract the value from the result of `wilcox.test`.

### Usage

    HodgesLehmann(x, y = NULL, conf.level = NA, na.rm = FALSE)

### Arguments

`x` | a numeric vector.
`y` | an optional numeric vector of data values: as with x non-finite values will be omitted.
`conf.level` | confidence level of.
`na.rm` | logical. Should missing values be removed? Defaults to FALSE.

### Details

The Hodges-Lehmann estimator is the median of the combined data points and Walsh averages. It is the same as the Pseudo Median returned as a by-product of the function `wilcox.test`.
Note that in the two-sample case the estimator for the difference in location parameters does not estimate the difference in medians (a common misconception) but rather the median of the difference between a sample from x and a sample from y. The confidence interval for the "pseudo median" is extracted from `wilcox.test` (`conf.int = TRUE`).

### Value

the Hodges-Lehmann estimator of location as a single numeric value if no confidence intervals are requested,
and otherwise a numeric vector with 3 elements for the estimate, the lower and the upper confidence interval

### Author(s)

Andri Signorell <andri@signorell.net>

### References

Hodges, J.L., and Lehmann, E.L. (1963), Estimates of location based on rank tests. The Annals of Mathematical Statistics, 34, 598–611.

### See Also

`wilcox.test`, `median`, `MedianCI`

### Examples

    set.seed(1)
    x <- rt(100, df = 3)
    HodgesLehmann(x)

    # same as
    wilcox.test(x,  conf.int = TRUE)$estimate

[Package DescTools version 0.99.38 Index]