NON - PARAMETRIC

TESTS

DR. RAGHAVENDRA HUCHCHANNAVAR

Junior Resident, Deptt. of Community Medicine,

PGIMS, Rohtak
 Contents
• Introduction
• Assumptions of parametric and non-parametric tests
• Testing the assumption of normality
• Commonly used non-parametric tests
• Applying tests in SPSS
• Advantages of non-parametric tests
• Limitations
• Summary
 Introduction
• Variable: A characteristic that is observed or manipulated.
• Dependent
• Independent

• Data: Measurements or observations of a variable

1. Nominal or Classificatory Scale: Gender, ethnic
background, eye colour, blood group
2. Ordinal or Ranking Scale: School performance, social
economic class
3. Interval Scale: Celsius or Fahrenheit scale
4. Ratio Scale: Kelvin scale, weight, pulse rate,
respiratory rate
 Introduction
• Parameter: is any numerical quantity that characterizes a
given population or some aspect of it. Most common statistics
parameters are mean, median, mode, standard deviation.
 Assumptions
• The general assumptions of parametric tests are

− The populations are normally distributed (follow normal

distribution curve).

− The selected population is representative of general

population

− The data is in interval or ratio scale

 Assumptions
• Non-parametric tests can be applied when:

– Data don’t follow any specific distribution and no

assumptions about the population are made

– Data measured on any scale

 Testing normality
• Normality: This assumption is only broken if there are large
and obvious departures from normality
• This can be checked by
 Inspecting a histogram
 Skewness and kurtosis ( Kurtosis describes the peak of the curve
s
Skewness describes the ymmetry of the curve.)
 Kolmogorov-Smirnov (K-S) test (sample size is ≥50 )
 Shapiro-Wilk test (if sample size is <50)
(Sig. value >0.05 indicates normality of the distribution)
Testing normality
Testing normality
Testing normality
 Commonly used tests
• Commonly used Non Parametric Tests are:
− Chi Square test
− McNemar test
− The Sign Test
− Wilcoxon Signed-Ranks Test
− Mann–Whitney U or Wilcoxon rank sum test
− The Kruskal Wallis or H test
− Friedman ANOVA
− The Spearman rank correlation test
− Cochran's Q test
 Chi Square test
• First used by Karl Pearson
• Simplest & most widely used non-parametric
test in statistical work.
• Calculated using the formula-
χ2 = ∑ ( O – E )2
E
O = observed frequencies Karl Pearson
(1857–1936)
E = expected frequencies
• Greater the discrepancy b/w observed & expected frequencies,
greater shall be the value of χ2.
• Calculated value of χ2 is compared with table value of χ2 for
given degrees of freedom.
 Chi Square test
• Application of chi-square test:
• Test of association (smoking & cancer, treatment &
outcome of disease, vaccination & immunity)
• Test of proportions (compare frequencies of diabetics &
non-diabetics in groups weighing 40-50kg, 50-60kg, 60-
70kg & >70kg.)
• The chi-square for goodness of fit (determine if actual
numbers are similar to the expected/theoretical numbers)
 Chi Square test
• Attack rates among vaccinated & unvaccinated children
against measles :
Group Result Total
Attacked Not-attacked

Vaccinated 10 90 100
(observed)
Unvaccinated 26 74 100
(observed)
Total 36 164 200

• Prove protective value of vaccination by χ2 test at 5% level of

significance
 Chi Square test
Group Result Total

Attacked Not-attacked

Vaccinated 18 82 100
(Expected)

Unvaccinated 18 82 100
(Expected)

Total 36 164 200

 Chi Square test
 χ2 value = ∑ (O-E)2/E

 (10-18)2 + (90-82)2 + (26-18)2 + (74-82)2

18 82 18 82
 64 + 64 + 64 + 64
18 82 18 82
 =8.67
 calculated value (8.67) > 3.84 (expected value
corresponding to P=0.05)
 Null hypothesis is rejected. Vaccination is protective.
 Chi Square test
• Yates’ correction: applies when we have two categories (one
degree of freedom)
• Used when sample size is ≥ 40, and expected frequency of
<5 in one cell
• Subtracting 0.5 from the difference between each observed
value and its expected value in a 2 × 2 contingency table

• χ2 = ∑ [O- E-0.5]2
E
 Fisher’s Exact Test
• Used when the

• Total number of cases is <20 or

• The expected number of cases in any cell is

≤1 or

• More than 25% of the cells have expected Ronald A.

Fisher
frequencies <5. (1890–1962)
 McNemar Test
• McNemar Test: used to compare before and
after findings in the same individual or to
compare findings in a matched analysis (for
dichotomous variables)
McNemar
• Example: comparing the attitudes of medical
students toward confidence in statistics
analysis before and after the intensive
statistics course.
 Sign Test
• Used for paired data, can be ordinal or continuous
• Simple and easy to interpret
• Makes no assumptions about distribution of the data
• Not very powerful
• To evaluate H0 we only need to know the signs of the
differences
• If half the differences are positive and half are negative, then
the median = 0 (H0 is true).
• If the signs are more unbalanced, then that is evidence against
H0.
 Sign Test
– Children in an orthodontia How do you feel about your
study were asked to rate how teeth?
they felt about their teeth on 1. Wish I could change them
a 5 point scale. 2. Don’t like, but can put up
with them
– Survey administered before 3. No particular feelings one
and after treatment. way or the other
4. I am satisfied with them
5. Consider myself fortunate
in this area
 Rating Rating
child before after
1 1 5
2 1 4
3 3 1
4 2 3 • Use the sign test to evaluate
5 4 4
6 1 4 whether these data provide
7 3 5
8 1 5
evidence that orthodontic
9 1 4
treatment improves children’s
10 4 4
11 1 1 image of their teeth.
12 1 4
13 1 4
14 2 4
15 1 4
16 2 5
17 1 4
18 1 5
19 4 4
20 3 5
 Rating Rating
child before after change
1 1 5 4
2 1 4 3
3 3 1 -2
4 2 3 1 • First, for each child, compute
5 4 4 0
6 1 4 3 the difference between the
7 3 5 2
8 1 5 4
two ratings
9 1 4 3
10 4 4 0
11 1 1 0
12 1 4 3
13 1 4 3
14 2 4 2
15 1 4 3
16 2 5 3
17 1 4 3
18 1 5 4
19 4 4 0
20 3 5 2
 Rating Rating
child before after change sign
1 1 5 4 +
2 1 4 3 +
3 3 1 -2 -
4 2 3 1 +
• The sign test looks at the signs
5 4 4 0 0 of the differences
6 1 4 3 + – 15 children felt better
7 3 5 2 +
about their teeth (+
8 1 5 4 +
9 1 4 3 +
difference in ratings)
10 4 4 0 0 – 1 child felt worse (- diff.)
11 1 1 0 0
12 1 4 3 +
– 4 children felt the same
13 1 4 3 + (difference = 0)
14 2 4 2 + • If H0 were true we’d expect an
15 1 4 3 +
equal number of positive and
16 2 5 3 +
17 1 4 3 +
negative differences.
18 1 5 4 + (P value from table 0.004)
19 4 4 0 0
20 3 5 2 +
 Wilcoxon signed-rank test

• Nonparametric equivalent of the paired

t-test.
• Similar to sign test, but take into
consideration the magnitude of difference
among the pairs of values. (Sign test only
WILCOXON
considers the direction of difference but
not the magnitude of differences.)

25
 Wilcoxon signed-rank test
• The 14 difference scores in BP among hypertensive patients
after giving drug A were:

-20, -8, -14, -12, -26, +6, -18, -10, -12, -10, -8, +4, +2, -18

• The statistic T is found by calculating the sum of the positive

ranks, and the sum of the negative ranks.

• The smaller of the two values is considered.

 Wilcoxon signed-rank test
Score Rank
• +2 1
• +4 2
• +6 3
• -8 4.5 Sum of positive ranks = 6
• -8 4.5
• -10 6.5 Sum of negative ranks = 99
• -10 6.5
• -12 8 For N = 14, and α = .05, the critical
• -14 9 T= 6 value of T = 21.
• -16 10 If T is equal to or less than T
• -18 11.5 critical, then null hypothesis is
• -18 11.5 rejected i.e., drug A decreases the
• -20 13
BP among hypertensive patients.
• -26 14
 Mann-Whitney U test
• Mann-Whitney U – similar to Wilcoxon signed-ranks test
except that the samples are independent and not paired.

• Null hypothesis: the population means are the same for the
two groups.

• Rank the combined data values for the two groups. Then find
the average rank in each group.
 Mann-Whitney U test
• Then the U value is calculated using formula

• U= N1*N2+ Nx(Nx+1) _ Rx (where Rx is larger rank

2 total)

• To be statistically significant, obtained U has to be equal to or

LESS than this critical value.
 Mann-Whitney U test
• 10 dieters following Atkin’s diet vs. 10 dieters following
Jenny Craig diet

• Hypothetical RESULTS:
• Atkin’s group loses an average of 34.5 lbs.

• J. Craig group loses an average of 18.5 lbs.

• Conclusion: Atkin’s is better?

 Mann-Whitney U test
• When individual data is seen

• Atkin’s, change in weight (lbs):

+4, +3, 0, -3, -4, -5, -11, -14, -15, -300

• J. Craig, change in weight (lbs)

-8, -10, -12, -16, -18, -20, -21, -24, -26, -30
 Jenny Craig diet
30

25

20

P
e
r
c 15
e
n
t

10

0
-30 -25 -20 -15 -10 -5 0 5 10 15 20

Weight Change
 Atkin’s diet
30

25

20

P
e
r
c 15
e
n
t

10

0
-300 -280 -260 -240 -220 -200 -180 -160 -140 -120 -100 -80 -60 -40 -20 0 20

Weight Change
 Mann-Whitney U test
• RANK the values, 1 being the least weight loss and 20 being
the most weight loss.
• Atkin’s
– +4, +3, 0, -3, -4, -5, -11, -14, -15, -300
– 1, 2, 3, 4, 5, 6, 9, 11, 12, 20
• J. Craig
− -8, -10, -12, -16, -18, -20, -21, -24, -26, -30
− 7, 8, 10, 13, 14, 15, 16, 17, 18, 19
 Mann-Whitney U test
• Sum of Atkin’s ranks:

1+ 2 + 3 + 4 + 5 + 6 + 9 + 11+ 12 + 20=73

• Sum of Jenny Craig’s ranks:

7 + 8 +10+ 13+ 14+ 15+16+ 17+ 18+19=137

• Jenny Craig clearly ranked higher.

• Calculated U value (18) < table value (27), Null hypothesis is

rejected.
Kruskal-Wallis One-way ANOVA
• It’s more powerful than Chi-square test.

• It is computed exactly like the Mann-Whitney test, except that

there are more groups (>2 groups).

• Applied on independent samples with the same shape (but not

necessarily normal).
 Friedman ANOVA
• Friedman ANOVA: When either a matched-subjects or
repeated-measure design is used and the hypothesis of a
difference among three or more (k) treatments is to be tested,
the Friedman ANOVA by ranks test can be used.
 Spearman rank-order
correlation
• Use to assess the relationship between
two ordinal variables or two skewed
continuous variables.
• Nonparametric equivalent of the
Pearson correlation.
Charles Spearman
• It is a relative measure which varies (1863–1945)
from -1 (perfect negative relationship)
to +1 (perfect positive relationship).
 Cochran's Q test
• Cochran's Q test is a non-parametric statistical test to verify if
k treatments have identical effects where the response
variable can take only two possible outcomes (coded as 0 and
1)
Applying the tests in SPSS
software
Normality tests
Chi-square tests

42
The Sign, Wilcoxon and McNemar
test
 Mann Whitney U test
• Mann whitney U
Kruskal Wallis H test
Friendman’s ANOVA and Cochran’s
Spearman’s rho correlation test
 Advantages of non-parametric
tests
• These tests are distribution free.

• Easier to calculate & less time consuming than parametric

tests when sample size is small.

• Can be used with any type of data.

• Many non-parametric methods make it possible to work with

very small samples, particularly helpful in collecting pilot
study data or medical researcher working with a rare disease.
 Limitations of non-parametric
methods
• Statistical methods which require no assumptions about
populations are usually less efficient .

• As the sample size get larger , data manipulations required for

non-parametric tests becomes laborious

• A collection of tabulated critical values for a variety of non-

parametric tests under situations dealing with various sample
sizes is not readily available.
 Summary Table of Statistical Tests
Level of Sample Characteristics Correlation
Measureme
nt 1 2 Sample K Sample (i.e., >2)
Sample
Independent Dependent Independent Dependent

Categorical Χ2 Χ2 MacNemar Χ2 Cochran’s

or Nominal test Q

Rank or Mann Wilcoxon Kruskal Friedman’s Spearman’s

Χ2
Ordinal Whitney U Signed Wallis H ANOVA rho
Rank

Parametric z test t test t test 1 way Repeated Pearson’s

(Interval & or t between within ANOVA measure test
Ratio) test groups groups between ANOVA
groups

Factorial (2 way) ANOVA