NON-PARAMETRIC TEST

Statistical tests fall into two categories:

(ii)

Non-parametric tests

The parametric tests make the following assumptions

If any or all of these assumptions are untrue

it is safest to use a non-parametric test.

ADVANTAGES OF NON-PARAMETRIC TESTS If the sample size is small there is no alternative If the data is nominal or ordinal These tests are much easier to apply

DISADVANTAGES OF NON-PARAMETRIC TESTS

i) Discard information by converting to ranks ii) Parametric tests are more powerful iii) Tables of critical values may not be easily available. iv) It is merely for testing of hypothesis and no confidence limits could be calculated.

Non-parametric tests

Note: When valid, use parametric Commonly used Wilcoxon signed-rank test Wilcoxon rank-sum test Spearman rank correlation Chi square etc. Useful for non-normal data If possible use some transformation If normalization not possible Note: CI interval -difficult/impossible

Wilcoxon signed rank test

To

test difference between paired data

EXAMPLE
Hours of sleep Patient Drug Placebo

1
2 3 4 5 6 7 8 9 10

6.1
7.0 8.2 7.6 6.5 8.4 6.9 6.7 7.4 5.8

5.2
7.9 3.9 4.7 5.3 5.4 4.2 6.1 3.8 6.3

Null Hypothesis: Hours of sleep are the same using placebo & the drug

STEP 1

Exclude any differences which are zero Ignore their signs Put the rest of differences in ascending order Assign them ranks

If any differences are equal, average their ranks

STEP 2

Count up the ranks of +ives as T+

Count up the ranks of ives as T-

STEP 3

If there is no difference between drug (T+) and placebo (T-), then T+ & T- would be similar If there is a difference one sum would be much smaller and the other much larger than expected The larger sum is denoted as T T = larger of T+ and T-

STEP 4

Compare the value obtained with the critical values (5%, 2% and 1% ) in table N is the number of differences that were ranked (not the total number of differences)

So the zero differences are excluded

Hours of sleep

Patient

Drug

Placebo

Difference

Rank Ignoring sign

1 2 3 4 5 6 7

6.1 7.0 8.2 7.6 6.5 8.4 6.9

5.2 7.9 3.9 4.7 5.3 5.4 4.2

0.9 -0.9 4.3 2.9 1.2 3.0 2.7

3.5* 3.5* 10 7 5 8 6

8
9 10

6.7
7.4 5.8

6.1
3.8 6.3

0.6
3.6 -0.5

2
9 1

3rd & 4th ranks are tied hence averaged; T= larger of T+ (50.5) and T- (4.5) Here, calculated value of T= 50.5; tabulated value of T= 47 (at 5%) significant at 5% level indicating that the drug (hypnotic) is more effective than placebo

Wilcoxon rank sum test

To compare two groups

Consists of 3 basic steps

Birth wt (Kg) Birth wt (Kg) 3.99 3.18 3.79 2.84 3.60* 2.90 3.73 3.27 3.21 3.85 3.60* 3.52 4.08 3.23 3.61 2.76 3.83 3.60* 3.31 3.75 4.13 3.59 3.26 3.63 3.54 2.38 3.51 2.34 2.71 Null Hypothesis: Mean birth weight is same between non-smokers & smokers

Non-smokers (n=15)

Heavy smokers (n=14)

Step 1

Rank the data of both the groups in ascending order

Step 2

Add up the ranks in the group with smaller sample size If the two groups are of the same size either one may be picked

T= sum of ranks in the group with smaller sample size

Step 3

Compare this sum with the critical ranges given in table Look up the rows corresponding to the sample sizes of the two groups A range will be shown for the 5% significance level

Birth wt (Kg) 3.99 3.79 3.60* 3.73 3.21 3.60* 4.08 3.61 3.83 3.31 4.13 3.26 3.54 3.51 2.71

Non-smokers (n=15)
Rank 27 24 18 22 8 18 28 20 25 12 29 10 15 13 3

Birth wt (Kg) 3.18 2.84 2.90 3.27 3.85 3.52 3.23 2.76 3.60* 3.75 3.59 3.63 2.38 2.34

Heavy smokers (n=14)

Sum=272

Sum=163

* 17, 18 & 19are tied hence the ranks are averaged Hence caculated value of T = 163; tabulated value of T (14,15) = 151 Mean birth weights are not same for non-smokers & smokers they are significantly different

Spearmans Rank Correlation Coefficient

Examples to know the correlation between honesty and wisdom of the boys of a class.
It can also be used to find the degree of agreement between the judgements of two examiners or two judges.

R (Rank correlation coefficient) = D = Difference between the ranks of two items N = The number of observations. Note: -1 R 1.

i) When R = +1 Perfect positive correlation or complete agreement in the same direction

Computation
i. Give ranks to the values of items. Generally the item with the highest value is ranked 1 and then the others are given ranks 2, 3, 4, .... ii. according to their values in the decreasing order. Find the difference D = R1 - R2 Note that D = 0 (always) iii. iv. Calculate D2 and then find D2 Apply the formula. where R1 = Rank of x and R2 = Rank of y

If there is a tie between two or more items.

is more than one such case then this factor is added as

Student No.

Rank in Maths

Rank in Stats

R1 - R2 D

(R1 - R2 )2 D2

(R1)

(R2)

1 2 3
4 5 6 7 8 9 10 N = 10

1 3 7
5 4 6 2 10 9 8

3 1 4
5 6 9 7 8 10 2

-2 2 3
0 -2 -3 -5 2 -1 6

4 4 9
0 4 9 25 4 1 36

D=0

D2 = 96