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Nonparametric Statistical Inference, Fourth Edition|Views: 1,472|Likes: 26

Published by Mario Balderas

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https://www.scribd.com/doc/111733291/Nonparametric-Statistical-Inference-Fourth-Edition

07/01/2013

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As an extension of the sampling situation of Section 12.4, suppose that

we have n objects to be ranked and a ﬁxed number of observers to rank

them but each observer ranks only some subset of the n objects. This

situation could arise for reasons of economy or practicality. In the case

of human observers particularly, the ability to rank objects effectively

and reliably may be a function of the number of comparative judg-

ments to be made. For example, after 10 different brands of bourbon

have been tasted, the discriminatory powers of the observers may

legitimately be questioned.

We shall assume that the experimental design in this situation is

such that the rankings are incomplete in the same symmetrical way as

in the balanced incomplete-blocks design which is used effectively in

agricultural ﬁeld experiments. In terms of our situation, this means

that:

1. Each observer will rank the same number m of objects for some

m < n.

2. Everyobjectwillberankedexactlythesametotalnumberkoftimes.

3. Each pair of objects will be presented together to some observer a

total of exactly* l* times,* l 5*1, a constant for all pairs.

These speciﬁcations then ensure that all comparisons are made with

the same frequency.

**476
**

CHAPTER 12

In order to visualize the design, imagine a two-way layout of p

rows and n columns, where the entry* d*ij in (i,j) cell equals 1 if object j is

presented to observer i and 0 otherwise. The design speciﬁcations then

can be written symbolically as

1.* P*n

j*¼*1*d*ij* ¼* m

for i* ¼* 1;2;. . .;p

2.* P*p

i*¼*1*d*ij* ¼* k

for j* ¼* 1;2;. . .;n

3.* P*p

i*¼*1*d*ij*d*ir* ¼ l* for allr* 6¼* j* ¼* 1;2;. . .;n

Summing on the other subscript in speciﬁcations 1 and 2, we obtain

*X
*

p

i*¼*1

*X
*

n

j*¼*1

*d*ij* ¼* mp* ¼* kn

which implies that the number of observers is ﬁxed by the design to be

p* ¼* kn=m. Now using speciﬁcation 3, we have

*X
*

p

i*¼*1

*X
*

n

j*¼*1

*d*ij

* !*2

*¼
*

*X
*

p

i*¼*1

* X
*

n

j*¼*1

*d*2

ij* þ
*

*X
*

n

j*¼*1

*X
*

n

r*¼*1

j*6¼*r

*d*ij*d*ir

*!¼* mp*þl*n*ð*n*À*1*Þ
*

and from speciﬁcation 1, this same sum equals pm2

. This requires the

relation

*l ¼* pm*ð*m*À*1*Þ
*

n*ð*n*À*1*Þ ¼* k*ð*m*À*1*Þ
*n

Since p and* l* must both be positive integers, m must be a factor of kn

and n*À*1 must be a factor of k*ð*m*À*1*Þ*. Designs of this type are called

Youden squares or incomplete Latin squares. Such plans have been

tabulated (for example, in Cochran and Cox, 1957, pp. 520–544). An

example of this design for n* ¼* 7;*l ¼* 1;m* ¼* k* ¼* 3, where the objects

are designated by A, B, C, D, E, F, and G is:

Observer

1

2

3

4

5

6

7

Objects presented

for ranking

A

B

C

D

E

F

G

B

C

D

E

F

G

A

D

E

F

G

A

B

C

MEASURES OF ASSOCIATION IN MULTIPLE CLASSIFICATIONS

**477
**

We are interested in determining a single measure of the overall

concordance or agreement between the kn=m observers in their re-

lative comparisons of the objects. For simpliﬁcation, suppose there is

some natural ordering of all n objects and the objects labeled accord-

ingly. In other words, object number r would receive rank r by all

observers if each observer was presented with all n objects and the

observers agreed perfectly in their evaluation of the objects. For per-

fect agreement in a balanced incomplete ranking then, where each

observer assigns ranks 1;2;. . .;m to the subset presented to him, ob-

ject 1 will receive rank 1 whenever it is presented; object 2 will receive

rank 2 whenever it is presented along with object 1, and rank 1

otherwise; object 3 will receive rank 3 when presented along with both

objects 1 and 2, rank 2 when with either objects 1 or 2 but not both,

and rank 1 otherwise, etc. In general, then, the rank of object j when

presented to observer i is one more than the number of objects pre-

sented to that observer from the subset of objects* f*1;2;. . .;j*À*1*g*, for

all 2** 4**j

object j when presented to observer i is 1 for j

1*þ
*

*X
*

j*À*1

r*¼*1

*d*ir for all 2** 4**j

The sum of the ranks assigned to object j by all p observers in the case

of perfect agreement then is

*X
*

p

i*¼*1

1*þ
*

*X
*

j*À*1

r*¼*1

*d*ir

*
*

*!d*ij* ¼
*

*X
*

p

i*¼*1

*d*ij* þ
*

*X
*

j*À*1

r*¼*1

*X
*

p

i*¼*1

*d*ir*d*ij

k*þlð*j*À*1*Þ
*

for j* ¼* 1;2;. . .;n

as a result of the design speciﬁcations 2 and 3.

Since each object is ranked a ﬁxed number, k, of times, the ob-

served data for an experiment of this type can easily be presented in

a two-way layout of k rows and n columns, where the jth column

contains the collection of ranks assigned to object j by those observers

to whom object j was presented. The rows no longer have any sig-

niﬁcance, but the column sums can be used to measure concordance.

The sum of all ranks in the table is*½*m*ð*m*þ*1*Þ*=2* ½*kn=m* ¼* kn*ð*m*þ*1*Þ*=2,

and thus the average column sum is k*ð*m*þ*1*Þ*=2. In the case of perfect

concordance, the column sums are some permutation of the numbers

k; k*þl*;k*þ*2*l*;. . .;k*þð*n*À*1*Þl
*

**478
**

CHAPTER 12

and the sums of squares of deviations of column sums around their

mean is

*X
*

n*À*1

j*¼*0

*ð*k*þ*j*lÞÀ*k*ð*m*þ*1*Þ
*2

*
*

*!*2

*¼ l*2

n*ð*n2

*À*1*Þ
*

12

Let Rj denote the actual sum of ranks in the jth column. A relative

measure of concordance between observers may be deﬁned here as

W* ¼
*

12*P*n

j*¼*1*½*Rj* À*k*ð*m*þ*1*Þ*=2* *2

*l*2

n*ð*n2

*À*1*Þ
*

*ð*5:1*Þ
*

If m* ¼* n and* l ¼* k so that each observer ranks all n objects, (5.1) is

equivalent to (4.4), as it should be.

This coefﬁcient of concordance also varies between 0 and 1 with

larger values reﬂecting greater agreement between observers. If there

is no agreement, the column sums would all tend to be equal to the

average column sum and W would be zero.

**TESTS OF SIGNIFICANCE BASED ON W
**

For testing the null hypothesis that the ranks are allotted randomly by

each observer to the subset of objects presented to him so that there is

no concordance, the appropriate rejection region is large values of W.

This test is frequently called the Durbin (1951) test.

The exact sampling distribution of W could be determined only

by an extensive enumeration process. Exact tables for 15 different

designs are given in van der Laan and Prakken (1972). For k large

an approximation to the null distribution may be employed for tests

of signiﬁcance. We shall ﬁrst determine the exact null mean and

variance of W using an approach analogous to the steps leading to

(2.7). Let Rij; i* ¼* 1;2;. . .;k, denote the collection of ranks allotted to

object number j by the k observers to whom it was presented.

From (11.3.2), (11.3.3), and (11.3.10), in the null case then for all i, j,

and q* 6¼* j

E*ð*Rij*Þ ¼* m*þ*1

2

var*ð*Rij*Þ ¼* m2

*À*1

12

cov*ð*Rij;Riq*Þ ¼ À*m*þ*1

12

and Rij and Rhj are independent for all j where i* 6¼* h. Denoting

*ð*m*þ*1*Þ*=2 by* m*, the numerator of W in (5.1) may be written as

MEASURES OF ASSOCIATION IN MULTIPLE CLASSIFICATIONS

**479
**

12

*X
*

n

j*¼*1

*X
*

k

i*¼*1

Rij* À*k*m
*

*"
*

*#*2

*¼* 12

*X
*

n

j*¼*1

*X
*

k

i*¼*1

*ð*Rij* ÀmÞ
*

*"
*

*#*2

*¼* 12

*X
*

n

j*¼*1

*X
*

k

i*¼*1

*ð*Rij* ÀmÞ*2

*þ*24

*X
*

n

j*¼*1

*XX
*

1** 4**i

*ð*Rij* ÀmÞð*Rhj* ÀmÞ
*

*¼* pm*ð*m2

*À*1*Þþ*24U* ¼ l*2

n*ð*n2

*À*1*Þ*W

*ð*5:2*Þ
*Since cov

represented by U, we have

U2

*¼
*

*X
*

n

j*¼*1

*XX
*

1** 4**i

*ð*Rij* ÀmÞ*2

*ð*Rhj* ÀmÞ*2

*þ*2

*XX
*

1** 4**j

4n

*XX
*

1** 4**i

*Â
*

*XX
*

1** 4**r

*ð*Rij* ÀmÞð*Rhj* ÀmÞð*Rrq* ÀmÞð*Rsq* ÀmÞ
*

and

E*ð*U2

*Þ ¼
*

*X
*

n

j*¼*1

*XX
*

1** 4**i

var*ð*Rij*Þ*var*ð*Rhj*Þ
*

*þ*2

*XX
*

1** 4**j

4n

*l
*

2

* *cov*ð*Rij;Riq*Þ*cov*ð*Rhj;Rhq*Þ
*

since objects j and q are presented together to both observers i and h

a total of* l
*

2

* * times in the experiment. Substituting the respective

variances and covariances, we obtain

var*ð*U*Þ ¼* E*ð*U2

*Þ ¼
*

n

k

2

* !ð*m2

*À*1*Þ*2

*þ*2

n

2

* ! l
*

2

* !ð*m*þ*1*Þ*2

144

*¼* nk*ð*m*þ*1*Þ*2

*ð*m*À*1*Þð*m*À*1*Þð*k*À*1*ÞþðlÀ*1*Þ
*288

From (5.2), the moments of W are

E*ð*W*Þ ¼* m*þ*1

*lð*n*þ*1*Þ
*

var*ð*W*Þ ¼* 2*ð*m*þ*1*Þ*2*ð*m*À*1*Þð*k*À*1*ÞþðlÀ*1*Þ
*nk

*ð*m*À*1*Þð*n*þ*1*Þ*2

**480
**

CHAPTER 12

Asinthecaseofcompleterankings,alinearfunctionofWhasmoments

approximately equal to the corresponding moments of the chi-square

distribution with n*À*1 degrees of freedom if k is large. This function is

Q* ¼ lð*n2

*À*1*Þ*W

m*þ*1

and its exact mean and variance are

E*ð*Q*Þ ¼* n*À*1

var*ð*Q*Þ ¼* 2*ð*n*À*1*Þ* 1*À* m*ð*n*À*1*Þ
*nk

*
*

*!%* 2*ð*n*À*1*Þ* 1*À*1

k

*
*

The rejection region for large k and signiﬁcant level* a* then is

Q* 2* R for Q*5**w*2

n*À*1;*a
*

**TIED OBSERVATIONS
**

Unlike the case of complete rankings, no simple correction factor can

be introduced to account for the reduction in total sum of squares of

deviations of column totals around their mean when the midrank

method is used to handle ties. If there are only a few ties, the null

distribution of W should not be seriously altered, and thus the statistic

can be computed as usual with midranks assigned. Alternatively, any

of the other methods of handling ties discussed in Section 5.6 (except

omission of tied observations) may be adopted.

**APPLICATIONS
**

This analysis-of-variance test based on ranks for balanced incomplete

rankings is usually called the Durbin test. The test statistic here,

where* l* is the number of times each pair of treatments is ranked and

m is the number of treatments in each block, is most easily computed

as

Q* ¼
*

12*P*n

j*¼*1R2

j

*l*n*ð*m*þ*1*Þ À*3k2

*ð*m*þ*1*Þ
*

*l
*

*ð*5:3*Þ
*

which is asymptotically chi-square distributed with n*À*1 degrees of

freedom. The null hypothesis of equal treatment effects is rejected for

Q large.

Kendall’s coefﬁcient of concordance descriptive measure for k in-

completesetsofnrankings,wheremisthenumberofobjectspresented

MEASURES OF ASSOCIATION IN MULTIPLE CLASSIFICATIONS

**481
**

for ranking and* l* is the number of times each pair of objects is ranked

together, is given in (5.1), which is equivalent to

W* ¼
*

12*P*n

j*¼*1R2

j* À*3k2

n*ð*m*þ*1*Þ*2

*l*2

n*ð*n2

*À*1*Þ
*

*ð*5:4*Þ
*

and Q* ¼ lð*n2

*À*1*Þ*W=*ð*m*þ*1*Þ* is the chi-square test statistic with n*À*1

degrees of freedom for the null hypothesis of no agreement between

rankings.

If the null hypothesis of equal treatment effects is rejected, we

can use a multiple comparisons procedure to determine which pairs of

treatments have signiﬁcantly different effects. Treatments i and j are

declared to be signiﬁcantly different if

*j*Ri* À*Rj*j 5*z

*ﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃ
*

km*ð*m2

*À*1*Þ
*

6*ð*n*À*1*Þ
*

*s
*

*ð*5:5*Þ
*

where z*Ã* is the negative of the* ½a*=n*ð*n*À*1*Þ *th quantile of the standard

normal distribution.

**Example 5.1** A taste-test experiment to compare seven different kinds

of wine is to be designed such that no taster will be asked to rank more

than three different kinds, so we have n* ¼* 7 and m* ¼* 3. If each pair of

wines is to be compared only once so that* l ¼* 1, the required number

of tasters is p* ¼ l*n*ð*n*À*1*Þ*=m*ð*m*À*1*Þ ¼* 7. A balanced design was used

and the rankings given are shown below. Calculate Kendall’s coefﬁ-

cient of concordance as a measure of agreement between rankings and

test the null hypothesis of no agreement.

Solution Each wine is ranked three times so that k* ¼* 3. We calculate

*P*R2

j* ¼* 280 and substitute into (5.4) to get W* ¼* 1, which describes

Wine

Taster

A

B

C

D

E

F

G

1

1

2

3

2

1

3

2

3

3

2

1

4

2

3

1

5

1

3

2

6

2

1

3

7

1

3

2

Total

3

5

9

7

8

4

6

**482
**

CHAPTER 12

perfect agreement. The test statistic from (5.3) is Q* ¼* 12 with 6 de-

grees of freedom. The P value from Table B of the Appendix is

0:05 < P < 0:10 for the test of no agreement between rankings. At the

time of this writing, neither STATXACT nor SAS has an option for the

Durbin test.

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