Parametric versus Nonparametric Statistics – When to use them and which is more powerful?

Angela Hebel Department of Natural Sciences University of Maryland Eastern Shore April 5, 2002

Parametric Assumptions The observations must be independent  The observations must be drawn from normally distributed populations  These populations must have the same variances  The means of these normal and homoscedastic populations must be linear combinations of effects due to columns and/or rows*  .

Nonparametric Assumptions Observations are independent  Variable under study has underlying continuity  .

beauty.Measurement  What are the 4 levels of measurement discussed in Siegel’s chapter? 1. Nominal or Classificatory Scale  Gender. Interval Scale  Celsius or Fahrenheit 4. height. military ranks 3. Ratio Scale  Kelvin temperature. Ordinal or Ranking Scale  Hardness of rocks. speed. mass or weight . ethnic background 2.

Tests of differences between variables (dependent samples) 3.Nonparametric Methods   There is at least one nonparametric test equivalent to a parametric test These tests fall into several categories 1. Tests of differences between groups (independent samples) 2. Tests of relationships between variables .

Differences between independent groups  Two samples – compare mean value for some variable of interest Parametric t-test for independent samples Nonparametric Wald-Wolfowitz runs test Mann-Whitney U test KolmogorovSmirnov two sample test .

Mann-Whitney U Test Nonparametric alternative to two-sample t-test  Actual measurements not used – ranks of the measurements used  Data can be ranked from highest to lowest or lowest to highest values  Calculate Mann-Whitney U statistic  U = n1n2 + n1(n1+1) – R1 2 .

Example of Mann-Whitney U test Two tailed null hypothesis that there is no difference between the heights of male and female students  Ho: Male and female students are the same height  HA: Male and female students are not the same height  .

7 = 30 As 33 > 30. Ho is rejected Heights of males (cm) 193 188 185 183 180 178 170 n1 = 7 Heights of females (cm) 175 173 168 165 163 Ranks of male heights 1 2 3 4 5 6 9 Ranks of female heights 7 8 10 11 12 n2 = 5 R1 = 30 R2 = 48 Zar.05(2).U = n1n2 + n1(n1+1) – R1 2 U=(7)(5) + (7)(8) – 30 2 U = 35 + 28 – 30 U = 33 U’ = n1n2 – U U’ = (7)(5) – 33 U’ = 2 U 0.05(2). 1996 .7.5.5 = U 0.

Differences between independent groups Multiple groups Parametric Nonparametric  Analysis of Kruskal-Wallis variance analysis of (ANOVA/ ranks MANOVA) Median test .

Differences between dependent groups  Compare two variables measured in the same sample Parametric t-test for dependent samples Nonparametric Sign test  If more than two variables are measured in Repeated same sample measures ANOVA Wilcoxon’s matched pairs test Friedman’s two way analysis of variance Cochran Q .

Relationships between variables Parametric Correlation coefficient Nonparametric Spearman R Kendall Tau Coefficient Gamma  Two variables of interest are categorical Chi square Phi coefficient Fisher exact test Kendall coefficient of concordance .

e.. 2001) .Summary Table of Statistical Tests Level of Measurement 1 Sample Sample Characteristics 2 Sample Independent Dependent K Sample (i. >2) Independent Dependent Correlation Categorical or Nominal Χ2 or binomial Χ2 Macnarmar’ s Χ2 Χ2 Cochran’s Q Rank or Ordinal Mann Whitney U Wilcoxin Matched Pairs Signed Ranks t test within groups Kruskal Wallis H Friendman’s ANOVA Spearman’s rho Parametric (Interval & Ratio) z test or t test t test between groups 1 way ANOVA between groups 1 way ANOVA (within or repeated measure) Pearson’s r Factorial (2 way) ANOVA (Plonskey.

regardless of the shape of the population distribution from which the random sample was drawn  If sample sizes as small as N=6 are used. 1956 . there is no alternative to using a nonparametric test  Siegel.Advantages of Nonparametric Tests Probability statements obtained from most nonparametric statistics are exact probabilities.

 Can treat data which are inherently in ranks as well as data whose seemingly numerical scores have the strength in ranks  They are available to treat data which are classificatory  Easier to learn and apply than parametric tests  Siegel. 1956 .Advantages of Nonparametric Tests Treat samples made up of observations from several different populations.

Criticisms of Nonparametric Procedures Losing precision/wasteful of data  Low power  False sense of security  Lack of software  Testing distributions only  Higher-ordered interactions not dealt with  .

2002) . and graphs based on their underlying distribution – Power of nonparametric tests – less straightforward. calculated using Monte Carlo simulation methods (Mumby. tables.Power of a Test  Statistical power – probability of rejecting the null hypothesis when it is in fact false and should be rejected – Power of parametric tests – calculated from formula.

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