, GUIDE TO NONPARAMETRIC TESTS _fhaeur pone; i Dr. Carl, Version 1.2 (August 1993 + Carlos os " Programa de ares Carlos Drews Universidad Nacional Dept. of Zoology, University of Cambridge) Ap#rado 1350.3009 | Heredi Downing Street, Cambridge CB2 3EJ, U.K. | mELEFONG. 4A ce ee Gab 88 209 The guide should help the user to find the appropriate nonparametric test for its specific question. Most tests are described in Siegel & Castellan (1988), the 2nd edition of Siegel’s (1956) classic book on nonparametric statistics. Some tests are described in the SPSS manuals. The guide assumes that the user understands the basic principles of statistics. The user should know what are one- and two-tailed tests, one-, two-, k-related, k- independent tests, and understand. the differences between nominal, ordinal and interval measuring levels (Siegel & Castellan 1988, Chapters 1, 2 and 3). The criteria used to recommend a given test. follow the discussion section which concludes each chapter in Siegel & Castellan (1988), and also the excellent concise statistics overview provided by Lamprecht (1992, in German). The underlying rule is that "If you have a choice of tests for the same problem choose the test which uses the information in the data more efficiently!". If your data are at ordinal level try to avoid using a test designed for data at nominal level, because such test would sacrifice information and, in addition, may falsify the true significance level. The comments accompanying each test refer to its application and limitations, but not to how to carry it out. Computer software or Siegel & Castellan (1988) should be used to perform the tests. I refer in the text to two statistics software packages. SPSS/PC Version 3.1 ("SPSS" for short) is a big, powerful and not particularly user friendly package. MICROSTAT is a small, basic easy to use package for simple tests, which I recommend when data are frequencies which can be entered directly (e.g. Chi-square test), but it seems to have a bug regarding degrees of freedom and associated probabilities so it is important to cross-check the output with a table (e.g. in Siegel & Castellan 1988). “Never apply a statistical test unless you are confident that you understand why you are doing it" 1. ONE SAMPLE TESTS 2. PAIRED REPLICATES OR TWO MEASURES ON SAME SUBJECT 3. TWO INDEPENDENT SAMPLE TESTS 4. k RELATED SAMPLES 5. k INDEPENDENT SAMPLES 6. MEASURES OF ASSOCIATION 7. TESTING SEQUENTIAL DATA POINTS FOR INDEPENDENCE. 8, REGRESSION ANALYSIS 9. DISCRIMINANT ANALYSIS 10. FACTOR ANALYSIS (INCLUDES PCA) 11. CLUSTER ANALYSISC.DREWS: NONPARAMETRIC TESTS ABBREVIATIONS: P and Q +: complementary, expected probabilities (P+Q=1). P : chance probability for a data set k and r : usually columns (k) and rows (r) in a data matrix (contingency table), k is the number of classes in the sample, r is the number of measures in each class N and n =: N=total sample size, n=size of subsamples at : degrees of freedom df=(r-1)(k-1) H : null hypothesis 1. ONE SAMPLE TESTS 1.1 ONE SAMPLE TESTS OF OBSERVED VS. EXPECTED VALUES BINOMIAL-TEST: good for true dichotomous variables (not for dichotomized continuous variables because power efficiency drops -> 63% as N increases). If P not equal Q then N should be at least so large that N x P x Q = or > 9 (else use One- sample Chi-square test), otherwise p is wrong. SPSS does a One-tailed test if P not equal Q, but the screen displays wrongly "Two-tailed probability" which is only true when P=Q, WILCOXON 1-SAMPLE: unlike Binomial-test, instead of asking "above" or "below" expected values, the test uses the actual differences if data are at ordinal or interval level. 1.2 ONE SAMPLE TESTS OF OBSERVED VS. EXPECTED DISTRIBUTION CHI-SQUARE 1-SAMPLE: use when level of measurement is nominal (or categorical). When k=2 all expected frequencies have to be 5 or larger (else use Binomial test). When k>2 do not use if >20% of cells with expected frequencies < 5, or when any expected frequency < 1. If df=1 then Yates continuity correction should be made (Lamprecht 1992). Available in spss. KOLMOGOROV~SMIRNOV GOODNESS-OF-FIT (1-SAMPLE): use always if scale continuous at ordinal or interval level (better use of data than Chi-square since classes need not be pooled). If continuity is violated then the test is conservative! Definitely better than Chi-square for small samples since classes do not need to be pooled. In SPSS expected distributions only include normal, poisson or uniform. For entering your own expected values use MICROSTAT package. 1.3 OTHER ONE SAMPLE TESTS TEST FOR DISTRIBUTIONAL SYMMETRY: a test for the shape (symmetry vs. asymmetry) of the distribution. Reasonably powerful for N > 20 (use program in Siegel & Castellan 1988). ONE-SAMPLE RUNS TEST: tests whether successive observations are independent, specifically, whether a sequence of two kinds of events is random, In SPSS: NPAR TESTS RUNS. CHANGE-POINT TESTS: analyse a change in the distribution of a 2C.DREWS: NONPARAMETRIC TESTS sequence of events (binary and continuous variables possible), when one does not know a priori when the change should have occurred. 2. PAIRED REPLICATES OR TWO MEASURES ON SAME SUBJECT: when one subject serves as its own control (before/after treatment), or pairs are matched. This corresponds to two dependent samples. MAC-NEMAR: for large and small dichotomous samples at Nominal Level. Available in spss. SIGN TEST: when crude ordinal level (greater than.., possible between categories), but not absolute distances on scale, it uses the binomial distribution (see Binomial test). SPSS is not explicit as to how p is calculated for large samples (N>35), i.e. whether z-statistic is used and corrected for continuity. WILCOXON SIGNED RANK TEST: when ordinal (or interval), ... when differences between pairs can be ranked meaningfully. Available in spss. PERMUTATION TEST: when interval level, uses full information in data. If number of pairs exceeds 12 then computation cumbersome (use program in Siegel & Castellan 1988), use Wilcoxon instead. 3. TWO INDEPENDENT SAMPLE TESTS: 3-1 TWO-SAMPLES MEASURED AT NOMINAL LEVEL FISHER’S EXACT PROBABILITY TEST: Ideal for dichotomous variables at nominal level. On 2x2 tables use ALWAYS the Fisher test if N<20. An alternative to Chi-square for 2x2 matrices when N<20, or more than 20% expected frequencies less than 5, or any expected frequency less than one. SPSS calculates Fisher’s p 2-tailed when N=<20. If N>20 then use MICROSTAT for calculation of probability values. The output in MICROSTAT shows "Lower tail p" and "Upper tail p", the smallest of which is the 1-tailed p for equal or more extreme results than observed. In principle, ALL 2x2 tables can be analysed with the Fisher test, which at small sample sizes is more powerful than the Chi-square test. Neither SPSS nor MICROSTAT does a two-tailed test for N > 20 ....I need to find a program which does. Attention: 1-tailed p is NOT half of 2-tailed p in Fisher’s test. Each needs to be calculated separately. CHI-SQUARE-2-SAMPLE: use preferably when level of measurement is nominal (or categorical) and r > 2. If df=1 (i.e. 2x2 tables) and N>40 then Yates continuity correction should be made (Siegel & Castellan 1988). According to Lamprecht (1992) if af=1 then always do Yates continuity correction. spss does it (in CROSSTABS). Do not use if >20% of cells with expected frequencies < 5, or when any expected frequency < 1 (then, use Fisher’s test if 2x2 matrix). If meaningful, pool classes accordingly. Yates continuity correction does not seem necessary when df>1 (implicit in Siegel & Castellan 1988). If r > 2 then subtables can be formed to analyse WHERE exactly 3