Chapter 13

Introduction to Nonparametric Analysis

Chapter Table of Contents

OVERVIEW . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179
Testing for Normality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179
Comparing Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 180
ONE-SAMPLE TESTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 180
TWO-SAMPLE TESTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 180
Comparing Two Independent Samples . . . . . . . . . . . . . . . . . . . . . 181
Comparing Two Related Samples . . . . . . . . . . . . . . . . . . . . . . . 182
TESTS FOR K SAMPLES . . . . . . . . . . . . . . . . . . . . . . . . . . . 183
Comparing k Independent Samples . . . . . . . . . . . . . . . . . . . . . . . 183
Comparing k Dependent Samples . . . . . . . . . . . . . . . . . . . . . . . 184
MEASURES OF CORRELATION AND ASSOCIATED TESTS . . . . . . 184
OBTAINING RANKS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 184
KERNEL DENSITY ESTIMATION . . . . . . . . . . . . . . . . . . . . . . 185
REFERENCES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185

178 

Chapter 13. Introduction to Nonparametric Analysis

SAS OnlineDoc: Version 8

Chapter 13

Introduction to Nonparametric Analysis

Overview
In statistical inference, or hypothesis testing, the traditional tests are called parametric tests because they depend on the specification of a probability distribution (such
as the normal) except for a set of free parameters. Parametric tests are said to depend
on distributional assumptions. Nonparametric tests, on the other hand, do not require any strict distributional assumptions. Even if the data are distributed normally,
nonparametric methods are often almost as powerful as parametric methods.
Many nonparametric methods analyze the ranks of a variable rather than the original
values. Procedures such as PROC NPAR1WAY calculate the ranks for you and then
perform appropriate nonparametric tests. However, there are some situations in which
you use a procedure such as PROC RANK to calculate ranks and then use another
procedure to perform the appropriate test. See the section Obtaining Ranks on
page 184 for details.
Although the NPAR1WAY procedure is specifically targeted for nonparametric analysis, many other procedures also perform nonparametric analyses. Some general references on nonparametrics include Lehman (1975), Conover (1980), Hollander and
Wolfe (1973), Hettmansperger (1984), and Gibbons and Chakraborti (1992).

Testing for Normality

Many parametric tests assume an underlying normal distribution for the population.
If your data do not meet this assumption, you may prefer to use a nonparametric
analysis.
Base SAS software provides several tests for normality in the UNIVARIATE procedure. Depending on your sample size, PROC UNIVARIATE performs the
Kolmogorov-Smirnov, Shapiro-Wilk, Anderson-Darling, and Cramr-von Mises
tests. For more on PROC UNIVARIATE, see the SAS Procedures Guide.

180 

Chapter 13. Introduction to Nonparametric Analysis

Comparing Distributions
To test the hypothesis that two or more groups of observations have identical distributions, use the NPAR1WAY procedure. The procedure calculates the KolmogorovSmirnov statistic, an asymptotic Kolmogorov-Smirnov statistic, and the Cramr-von
Mises statistic. In addition, for data with only two groups of observations, the procedure calculates the two-sample Kolmogorov statistic and the Kuiper statistic. To
obtain these tests, use the EDF option in the PROC NPAR1WAY statement. For
details, see Chapter 47, The NPAR1WAY Procedure.

One-Sample Tests
Base SAS software provides two one-sample tests in the UNIVARIATE procedure:
a sign test and the Wilcoxon signed rank test. Both tests are designed for situations
where you want to make an inference about the location (median) of a population.
For example, suppose you want to test if the median resting pulse rate of marathon
runners differs from a specified value.
By default, both of these tests examine the hypothesis that the median of the population from which the sample is drawn is equal to a specified value, which is zero by
default. The Wilcoxon signed rank test requires that the distribution be symmetric;
the sign test does not require this assumption. These tests can also be used for the
case of two related samples; see the section Comparing Two Independent Samples
for more information.
The two tests are automatically provided by the UNIVARIATE procedure. For details, formulas, and examples, see the chapter on the UNIVARIATE procedure in the
SAS Procedures Guide.

Two-Sample Tests
This section describes tests appropriate for two independent samples (for example,
two groups of subjects given different treatments) and for two related samples (for
example, before-and-after measurements on a single group of subjects). Related samples are also referred to as paired samples or matched pairs.

SAS OnlineDoc: Version 8

Comparing Two Independent Samples

181

Comparing Two Independent Samples

SAS/STAT software provides several nonparametric tests for location and scale differences.
When you perform these tests, your data should consist of a random sample of observations from two different populations. Your goal is either to compare the location
parameters (medians) or the scale parameters of the two populations. For example,
suppose your data consist of the number of days in the hospital for two groups of
patients: those who received a standard surgical procedure and those who received a
new, experimental surgical procedure. These patients are a random sample from the
population of patients who have received the two types of surgery. Your goal is to
decide whether the median hospital stays differ for the two populations.

Tests in the NPAR1WAY Procedure

The NPAR1WAY procedure provides the following location tests: Wilcoxon rank
sum test (Mann-Whitney U test), Median test, Savage test, and Van der Waerden test.
Also note that the Wilcoxon rank sum test can be obtained from the FREQ procedure.
In addition, PROC NPAR1WAY produces the following tests for scale differences:
Siegel-Tukey test, Ansari-Bradley test, Klotz test, and Mood test.
When data are sparse, skewed, or heavily tied, the usual asymptotic tests may not be
appropriate. In these situations, exact tests may be suitable for analyzing your data.
The NPAR1WAY procedure can produce exact p-values for all of the two-sample
tests for location and scale differences.
Chapter 47, The NPAR1WAY Procedure, provides detailed statistical formulas for
these statistics, as well as examples of their use.

Tests in the FREQ Procedure

This procedure provides a test for comparing the location of two groups and for testing for independence between two variables.
The situation in which you want to compare the location of two groups of observations corresponds to a table with two rows. In this case, the asymptotic Wilcoxon
rank sum test can be obtained by using SCORES=RANK in the TABLES statement
and by looking at either of the following:




the Mantel-Haenszel statistic in the list of tests for no association. This is labeled as Mantel Haenszel Chi-square and PROC FREQ displays the statistic,
the degrees of freedom, and the p-value.
the CMH statistic 2 in the section on Cochran-Mantel-Haenszel statistics.
PROC FREQ displays the statistic, the degrees of freedom, and the p-value.
To obtain this statistic, specify the CMH2 option in the TABLES statement.

SAS OnlineDoc: Version 8

182 

Chapter 13. Introduction to Nonparametric Analysis

When you test for independence, the question being answered is whether the two
variables of interest are related in some way. For example, you might want to know
if student scores on a standard test are related to whether students attended a public or private school. One way to think of this situation is to consider the data as a
two-way table; the hypothesis of interest is whether the rows and columns are independent. In the preceding example, the groups of students would form the two rows,
and the scores would form the columns. The special case of a two-category response
(Pass/Fail) leads to a 2  2 table; the case of more than two categories for the response
(A/B/C/D/F) leads to a 2  c table, where c is the number of response categories.
For testing whether two variables are independent, PROC FREQ provides Fishers
exact test. For a 2  2 table, PROC FREQ automatically provides Fishers exact test
when you use the CHISQ option in the TABLES statement. For a 2  c table, use the
EXACT option in the TABLES statement to obtain the test.

Comparing Two Related Samples

SAS/STAT software provides the following nonparametric tests for comparing the
locations of two related samples:





Wilcoxon signed rank test

sign test
McNemars test

The first two tests are available in the UNIVARIATE procedure, and the last test is
available in the FREQ procedure. When you perform these tests, your data should
consist of pairs of measurements for a random sample from a single population. For
example, suppose your data consist of SAT scores for students before and after attending a course on how to prepare for the SAT. The pairs of measurements are the
scores before and after the course, and the students should be a random sample of
students who attended the course. Your goal in analysis is to decide if the median
change in scores is significantly different from zero.

Tests in the UNIVARIATE Procedure

By default, PROC UNIVARIATE performs a Wilcoxon signed rank test and a sign
test. To use these tests on two related samples, perform the following steps:
1. In the DATA step, create a new variable that contains the differences between
the two related variables.
2. Run PROC UNIVARIATE, using the new variable in the VAR statement.
For discussion of the tests, formulas, and examples, see the chapter on the UNIVARIATE procedure in the SAS Procedures Guide.

SAS OnlineDoc: Version 8

Comparing k Independent Samples

183

Tests in the FREQ Procedure

The FREQ procedure can be used to obtain McNemars test, which is simply another
special case of a Cochran-Mantel-Haenszel statistic (and also of the sign test). The
AGREE option in the TABLES statement produces this test for 2  2 tables, and exact
p-values are available for this test.

Tests for k Samples

Comparing k Independent Samples
One goal in comparing k independent samples is to determine whether the location
parameters (medians) of the populations are different. Another goal is to determine
whether the scale parameters for the populations are different. For example, suppose
new employees are randomly assigned to one of three training programs. At the end
of the program, the employees receive a standard test that gives a rating score of their
job ability. The goal of analysis is to compare the median scores for the three groups
and decide whether the differences are real or due to chance alone.
To compare k independent samples, either the NPAR1WAY or the FREQ procedure
provides a Kruskal-Wallis test. PROC NPAR1WAY also provides the Savage, median, and Van der Waerden tests. In addition, PROC NPAR1WAY produces the following tests for scale differences: Siegel-Tukey test, Ansari-Bradley test, Klotz test,
and Mood test. Note that you can obtain exact p-values for all of these tests.
In addition, you can specify the SCORES=DATA option to use the input data observations as scores. This enables you to produce a very wide variety of tests. You can
construct any scores using the DATA step, and then PROC NPAR1WAY computes
the corresponding linear rank and one-way ANOVA tests. You can also analyze the
raw data with the SCORES=DATA option; for two-sample data, this permutation test
is known as Pitmans test.
See Chapter 47, The NPAR1WAY Procedure, for details, formulas, and examples.
To produce a Kruskal-Wallis test in the FREQ procedure, use SCORES=RANK and
the CMH2 option in the TABLES statement. Then, look at the second CochranMantel-Haenszel statistic (labeled Row Mean Scores Differ) to obtain the KruskalWallis test. The FREQ procedure also provides the Jonckheere-Terpstra test, which
is more powerful than the Kruskal-Wallis test for comparing k samples against
ordered alternatives. The exact test is also available. In addition, you can obtain a ridit analysis, developed by Bross (1958), by specifying SCORES=RIDIT or
SCORES=MODRIDIT in the TABLES statement in the FREQ procedure.

SAS OnlineDoc: Version 8

184 

Chapter 13. Introduction to Nonparametric Analysis

Comparing k Dependent Samples

Friedmans test enables you to compare the locations of three or more dependent
samples. You can obtain Friedmans Chi-square with the FREQ procedure by using
the CMH2 option and SCORES=RANK and looking at the second CMH statistic in
the output. For an example, see Chapter 28, The FREQ Procedure; this chapter also
contains formulas and other details on the CMH statistics. For a discussion of how to
use the RANK and GLM procedures to obtain Friedmans test, see Ipe (1987).

Measures of Correlation and Associated Tests

The CORR procedure in base SAS software provides several nonparametric measures
of association and associated tests. It computes Spearmans rank-order correlation,
Kendalls tau-b, and Hoeffdings measure of dependence, and it provides tests for
each of these statistics. PROC CORR also computes Spearmans partial rank-order
correlation and Kendalls partial tau-b. Finally, PROC CORR computes Cronbachs
coefficient alpha for raw and standardized variables. This statistic can be used to
estimate the reliability coefficient. For a general discussion of correlations, formulas,
interpretation, and examples, see the chapter on the CORR procedure in the SAS
Procedures Guide.
The FREQ procedure also provides some nonparametric measures of association:
gamma, Kendalls tau-b, Stuarts tau-c, Somers D, and the Spearman rank correlation. The output includes the measure, the asymptotic standard error, confidence
limits, and the asymptotic test that the measure equals zero. For the Spearman rank
correlation, you can optionally request an exact p-value that the correlation is equal
to zero.

Obtaining Ranks
The primary procedure for obtaining ranks is the RANK procedure in base SAS
software. Note that the PRINQUAL and TRANSREG procedures also provide rank
transformations. With all three of these procedures, you can create an output data set
and use it as input to another SAS/STAT procedure or to the IML procedure. See the
SAS Procedures Guide for information on the RANK procedure, and see the chapters
in this book for information on the PRINQUAL and TRANSREG procedures.
In addition, you can specify SCORES=RANK in the TABLES statement in the FREQ
procedure. PROC FREQ then uses ranks to perform the analyses requested and generates nonparametric analyses.
For more discussion of using the rank transform, see Iman and Conover (1979),
Conover and Iman (1981), Hora and Conover (1984), Iman, Hora, and Conover
(1984), Hora and Iman (1988), and Iman (1988).

SAS OnlineDoc: Version 8

References

185

Kernel Density Estimation

The KDE procedure performs either univariate or bivariate kernel density estimation. Statistical density estimation involves approximating a hypothesized probability density function from observed data. Kernel density estimation is a nonparametric
technique for density estimation in which a known density function (the kernel) is
averaged across the observed data points to create a smooth approximation.
PROC KDE uses a Gaussian density as the kernel, and its assumed variance determines the smoothness of the resulting estimate. PROC KDE outputs the kernel
density estimate to a SAS data set, which you can then use with other procedures for
plotting or analysis. PROC KDE also computes a variety of common statistics, including estimates of the percentiles of the hypothesized probability density function.

References
Bross, I.D.J. (1958), How to Use Ridit Analysis, Biometrics, 14, 1838.
Conover, W.J. (1980), Practical Nonparametric Statistics, Second Edition, New
York: John Wiley & Sons, Inc.
Conover, W.J. and Iman, R.L. (1981), Rank Transformations as a Bridge between Parametric and Nonparametric Statistics, The American Statistician, 35,
124129.
Gibbons, J.D. and Chakraborti, S. (1992), Nonparametric Statistical Inference, Third
Edition, New York: Marcel Dekker, Inc.
Hettmansperger, T.P. (1984), Statistical Inference Based on Ranks, New York: John
Wiley & Sons, Inc.
Hollander, M. and Wolfe, D.A. (1973), Nonparametric Statistical Methods, New
York: John Wiley & Sons, Inc.
Hora, S.C. and Conover, W.J. (1984), The F Statistic in the Two-Way Layout with
Rank-Score Transformed Data, Journal of the American Statistical Association,
79, 668673.
Hora, S.C. and Iman, R.L. (1988), Asymptotic Relative Efficiencies of the RankTransformation Procedure in Randomized Complete Block Designs, Journal of
the American Statistical Association, 83, 462470.
Iman, R.L. and Conover, W.J. (1979), The Use of the Rank Transform in Regression, Technometrics, 21, 499509.
Iman, R.L., Hora, S.C., and Conover, W.J. (1984), Comparison of Asymptotically
Distribution-Free Procedures for the Analysis of Complete Blocks, Journal of
the American Statistical Association, 79, 674685.

SAS OnlineDoc: Version 8

186 

Chapter 13. Introduction to Nonparametric Analysis

Iman, R.L. (1988), The Analysis of Complete Blocks Using Methods Based on
Ranks, Proceedings of the Thirteenth Annual SAS Users Group International
Conference, 13, 970978.
Ipe, D. (1987), Performing the Friedman Test and the Associated Multiple Comparison Test Using PROC GLM, Proceedings of the Twelfth Annual SAS Users
Group International Conference, 12, 11461148.
Lehmann, E.L. (1975), Nonparametrics: Statistical Methods Based on Ranks, San
Francisco: Holden-Day.

SAS OnlineDoc: Version 8

The correct bibliographic citation for this manual is as follows: SAS Institute Inc.,
SAS/STAT Users Guide, Version 8, Cary, NC: SAS Institute Inc., 1999.

SAS/STAT Users Guide, Version 8

Copyright 1999 by SAS Institute Inc., Cary, NC, USA.
ISBN 1580254942
All rights reserved. Produced in the United States of America. No part of this publication
may be reproduced, stored in a retrieval system, or transmitted, in any form or by any
means, electronic, mechanical, photocopying, or otherwise, without the prior written
permission of the publisher, SAS Institute Inc.
U.S. Government Restricted Rights Notice. Use, duplication, or disclosure of the
software and related documentation by the U.S. government is subject to the Agreement
with SAS Institute and the restrictions set forth in FAR 52.22719 Commercial Computer
Software-Restricted Rights (June 1987).
SAS Institute Inc., SAS Campus Drive, Cary, North Carolina 27513.
1st printing, October 1999
SAS and all other SAS Institute Inc. product or service names are registered trademarks
or trademarks of SAS Institute Inc. in the USA and other countries. indicates USA
registration.
Other brand and product names are registered trademarks or trademarks of their
respective companies.
The Institute is a private company devoted to the support and further development of its
software and related services.