I am left wondering, why I can be in a situation where the pseudo median (population estimator) of a Wilcoxon signed rank test, can be larger than the simple differences between sample medians? I am performing a paired signed rank test, since my data is dependent.
I have uploaded my dataset here: Dataset as a .csv
file.
I am using R to test this, with the following "standard" code:
wilcox.test(SARD, SBP, alternative = "two.sided", mu=0, conf.int=T, conf.level = 0.99, paired = TRUE)
The sample medians are: GICS=22.1%
and SBP=20.5%
, i.e. indicating that the simple difference is 1.6%. When running the wilcoxon test, I am getting a pseudo median LARGER than this of 1.9% (statistically significant at 1%) which I do not intuitively understand how is even possible..
Can someone help my understanding?