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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 ANALYSISC.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
2C.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

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- WHMSI Migratory SpeciesUploaded bycdrews
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- Manual de Monitoreo de Temperatura en Playas Tortugueras - Baker Gallegos, Fish & Drews 2009Uploaded bycdrews
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