Statistical Methods II

Session 8
Non Parametric Testing
The Wilcoxon Signed Rank Test
In the previous session, we introduced the concept of Non-
Parametric tests (your Plan B tests). These tests come in
handy when you have small datasets that are not normal.

We reviewed the Sign Test as a simple test of the center
(median) of a variable.

Now we will introduce another non parametric test used to
test the median of a dataset The Wilcoxon Signed Rank
Test.


STAT 3130 Non Parametric Testing
Test Parametric Non Parametric
One Quantitative
Response Variable
One Sample ttest Sign Test
One Quantitative
Response Variable Two
Values from Paired
Samples
Paired Sample ttest Wilcoxon Signed Rank
Test
One Quantitative
Response Variable One
Qualitative Independent
Variable with two groups
Two Independent
Sample ttest
Wilcoxon Rank Sum or
Mann Whitney Test
One Quantitative
Response Variable One
Qualitative Independent
Variable with three or more
groups

ANOVA Kruskall Wallis
STAT 3130 Non Parametric Testing
Lets consider the same dataset, and hypotheses from the
previous session and use the Wilcoxon Signed Rank Test:

22, 24, 25, 25, 26, 29, 32, 34, 38, 40, 40, 42, 44

H
0
: > 40
H
1
: < 40




STAT 3130 Non Parametric Testing
Step 1: Subtract
0
from each value.

Step 2: Take the absolute value of all the deviations
calculated in Step 1.

Step 3: Delete all of the 0 values and let n be the number of
values which remain.

Step 4: Rank the absolute deviations from the smallest to the
largest. Assign the average of the ranks in cases of ties.

Step 5: Let T+ be the total of ranks given to deviations that
were originally positive.


STAT 3130 Non Parametric Testing
Step 1: -18, -16, -15, -15, -14, -11, -8, -6, -2, 0, 0, 2, 4

Step 2: 18, 16, 15, 15, 14, 11, 8, 6, 2, 0, 0, 2, 4

Step 3: 18, 16, 15, 15, 14, 11, 8, 6, 2, 2, 4(n=11)

Step 4: 11 (neg), 10 (neg), 8.5 (neg), 8.5 (neg), 7 (neg), 6
(neg), 5 (neg) 4 (neg), 1.5 (neg), 1.5 (pos), 3 (pos)

Step 5: T+ = 1.5 + 3 = 4.5




STAT 3130 Non Parametric Testing
What is 4.5? This is our test statistic. We can use SAS to
determine the p-value associated with this statistic to
determine if we will reject the null or not.

A note of explanation If the is the true median of the
data, then the sum of the ranks for positive deviations will be
about the same as that of the negative deviations.

In this case, the T- would be 61.5 which is not even close to
4.5. (all of the rankings in aggregate would have been 66,
which is 11+10+9+1)


STAT 3130 Non Parametric Testing
The Wilcoxon Signed Rank Test can be used in a Paired
Situation as well . This makes sense, since paired analysis
evaluates a single variable the difference between the
two samples.


STAT 3130 Non Parametric Testing
A few notes about when to use the Sign Test and when to
use the Signed Rank Test:

The Sign Test just considers how many values there are
above or below the hypothesized median. The Wilcoxon
Signed Rank Test is slightly more sophisticated.

The Wilcoxon Signed Rank Test considers how far the
values actually lie from the hypothesized median and
could be affected by outliers.

In a paired situation, you should use the Wilcoxon Signed
Rank Test.


STAT 3130 Non Parametric Testing
Lets go through this analysis using SAS

Note regarding the SAS output we will generate a test statistic of
-28.5. How does this square with our value of 4.5? If we subtract
the shift parameter Nt*(Nt+1)/4 , where Nt is the number of obs
NOT EQUAL to the hypothesized median, from the sum of the
positive ranks, we get the S stat as reported in SAS. So the math
here is:

4.5 ((11*12)/4) = 4.5 33 = -28.5


STAT 3130 Non Parametric Testing