Solved – Dunn.test – interpretation p-value and Ho rejection

interpretationp-valuer

I am using the Dunn test (the package Dunn.test in R) as a post-hoc test to my Kruskal Wallis analysis. My alpha value is 0.05, so I would reject the Ho for p – values <= 0.05.

When printing my results, R prints the note:

alpha = 0.05
Reject Ho if p <= alpha/2

Does anybody happen to know why R advises me that I should reject Ho if the p-value is 0.025 even at a set alpha value of 0.05? (For clarity: why is R using this particular decision rule of alpha/2 instead of just alpha?)

My guess would be that it has something to do with testing one- or two sided. I couldn't find if the default of Dunn.test and therewith the given results is for a one or two sided approach.

Best Answer

With dunn.test you have an argument altp which sets how the p-value will be expressed. If in function call you set altp=TRUE, then the p values will be expressed in alternative format.

Test default is to express p-value = P(Z ≥ |z|), and reject Ho if p ≤ α/2. So what you describe sounds like normal behaviour. You still can change it - if the altp option is used, p-values are instead expressed as p-value = P(|Z| ≥ |z|), and Ho is rejected if p ≤ α.

As it´s said in documentation, both expressions should anyway give identical test results so the use of altp is therefore merely a semantic choice".