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Communications in Statistics - Theory and Methods

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On some alternative procedures using ranks for the

analysis of experimental designs
a b
W.J. Conover & R.L. Iman
a
Texas Tech University
b
Sandia Laboratories
Published online: 27 Jun 2007.

To cite this article: W.J. Conover & R.L. Iman (1976) On some alternative procedures using ranks for the analysis of
experimental designs, Communications in Statistics - Theory and Methods, 5:14, 1349-1368, DOI: 10.1080/03610927608827447

To link to this article: http://dx.doi.org/10.1080/03610927608827447

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Downloaded by [Johann Christian Senckenberg] at 10:06 11 September 2014

! 3 e a a s i y s l s of d a t a h 3 e ~ e r L x z ' ; & k ~ i 9 . si s C ~ P B
?tm-

pered Fsg %hi? Lark of icore tb8n one g r o c e & m available ,Lor t;le
t h a t ?meedwe i s based on sseuzqciona
analjtsis, e s g e c l a i l y *en
vhich do n o t a?'ply Fn t h e situation a t hand. In tthis paper t w o
c l a s a e s of a l t e r n a t i v e ?rocedures arc d i s c w e e d and cmpa?ed.
Cne is t h e c r l i g c d rrinks p r o c d ~ - e v t i c h Z r s t s t m d a r d i z e n the
h t e by suk1-sc%in~;
sr. a ? ? r q x i a t e e s t i z a t e of l o c a t i o a , t h e n
rzplaraa t h e d a t a w i t h r&s, and 5nalj:7 uses en a p ~ ) m ? r f a t e
t e s t s t a t i s t i c vklcf; baa aaysrptoticall'jr a chi-eqaert distribution.
?3e second procedure i s :kc raak trsnsforzl which re?lacas
of t h e dsts vi%ht h e raqks: an& then exploys t h e ustlal para-
m e t r i c r e t h o & , bu; com>ucled on t h e ranks i n s t e a d of t h e data.
Same Monte Carlo s i z d l a t i o n s f o r a test of h t e r a c t i o n in s two
vay layout v'ith ~ p l i c a t i o tenable t h e robustness and pvgr Of

C o p y n a t Q !976 av Marcel D e k ~ e r ,inc. .All Righis R a s e r ~ e o , Ne:ther this wori; nor any Pa::
mav oereproouceo o r t r m s m l n c d :n sny form or 3v any means. e i e c r r o n ~ cor mcchanlcai, rnciudlng
pnotocopying, mic:o:um;lg. 2nd r x n r d m g , or ay anv l n i o r m a u o n stor3gc and rerrleval sysrcm.
.w,rhoui ptriiiijs~onin AT:::^.; !TOP? :he pun!sner
 1. :.x$13?3U~?!;
--
J>;SC::T? SC;~CP~I'_= researcn relies . : e e ?--J ,.-
' - - ~ - y o ~:.?c ~ 3 3 -

-L--E?~?
--1- e ~ t r h x z z ,'i.".t? rr."--?retet~sr:,?I" ;he r c s q L s s LPy= :sn-
t r o x e d eqer:zeots 3L.m SelenCs 3: :ie sva.ilsbil;t:,- 3 f a a : p m
??Late s t a t l s t i s L = e + - x d s . Sore 9 3 t h e s i q l e r e ~ e ~ k e c : d
dcs>g~
s v 2 e r . t l ; - = a t 5:; m:i m e ( s I sever& a??ropr:a=e =etaas,
botn p c t u e t r i c and. m n p a r a c e t r i c . Sone o i t h e rsore c s q h c a t e d
&esLq.r?s w- be n = e f z ~ b & ; ~ s i a q? ~ - & ~ e : y i c xc$he&, vn;:g
o t h e r desi,-s nave oniy s o c r c x h a t e s t a t i s t r e d methods a v a i l a b l e .
.%at 5 t a Z i s t i c d s e t k o i s a z t l e s s chin y r f z c $ :or one reason o r
another. :ioopa.maetrrc nezhods suZer. iror l a c x of a-vailanilit:;
f o r n o s t of the experil=eni,ai desims In corrcon u s a p , and -he=
-..
~ & e iair w a i l a j i a appee- quize o n e n t o o e cuszoc nede l o t
A%.
:key
-- ------ ..
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-I--
~ i - i ~ . ~?~-s_zarr:r
~ g z ~ l;l,er,k& sr r_ce ~ ~ h kfl?
i i ~
57%+'7d:lzc-t

f o r a ' a d s .nrr%ety s l desi,%s, but :heir or

vabi3Lt.j. 3.e~en.4~ 3 3ec
of m s m z t i o n s v h ~ c k(t-P gel-m set a d usnn!ly ima-ed.
W L . J >~ -U C ~ & L~~~ s e a r cih , aeen
P---.
~ de70;eB TO snmrq x s t ?zr~aus

pwa.metric ~ r o c a c i u e s are rabust (LZ 2 e - w of ?jpe Z ertvjr) i ~ n d e r

d i f i e r e ~ tconcE%ions. Boveoer, it i s not as widely r e a l i z e d t k a z
robustness i n t h e above sense i s onijr half o? t h e a r o b i m w-d +-hat
v f o l a t i o n of t h e ass.;sp",ons cm a130 r e s u l t i n a l o s s of ?owe?,
I3 t h e s e c i r c u w t a n c e s rioc?az%zetr',c proce&sres, when a v a i l a b l e ,
sametimes have ecnsiderabLy l o r e y v e r &7d :herefore shoulc! be
used.
Another v i d e s ~ r e s daisconce?tior. i s t h a t a X nnn?ar?aetric
procedures are, i a s o ?act0 , yobust , 'I?-fuallg a l l nonparaaef r i c
~ m c t d ~ fe osr e q x n m e z a l designs enploy a s - p p t o t i e d L s t r i b x t i o n s
instead of e x a m f i s z r i b u t i o n s f o r t h e t e s t s t a t i s t i c s , and Y%--

t u u y all of t h e n &e some ass-tims about t h e m a e l vhich

may o r may not be s a t i s f i e d . 3 e r e i o r e 30th robustness and ?over
should be considered vhen cmparfnq ?arezeClric and nonpa-azetric
procedures. %e Cangemus .-@A, t h a t c o n p a r m e t r i c p m ~ t d w z s
Downloaded by [Johann Christian Senckenberg] at 10:06 11 September 2014

definite.
Since (1.3~
is ~ e w t e n t - d ; S rmk (a-1 1, it i s easy t o shov,
i d)
u s b g t h e abooe ~ s u l t s t, h a t ( Z a - 1
Ja) x

tent, r i t h rslzk ( a-1) ('z-1).

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batad e m r t e r s . X t h t h e s e two e s s u ~ p t i o n s , and c ~ c c s s i o n a l l j .

a d d i t i o n a l ones, s t a t i s t i c a l methods h e m Seen develooed ?or 11~1y
e q e r h c n t a l d e s i p s , ezd =st of t h e s e zethods have sood proper-
t i e s such as b e i ~ glikeLi;?oorl r a t i s tes:s. 3m.y of chese metnods

b u t i o n of t h e t e s t statistic a s r o a c h e s sac p r e s c r i b e d d i a t r i -
b u t i o n , eve2 thou* t h e e r r o r :ens aigkt be nonncrm.1. ??he
methods w M c b -e e s m t o t i e a i l y n o n p a n a e t r i c t e c d t o be t h e saxe

F o r p q o s e s of coxparinq t h e v a r i o u s nethods, ve have s e l e c -

t e d aa ou= veiiicle of comparison t h e t e s t f o r i n t e - = t i o n in the
two 'isy l ~ y o u td t h rqlication. The line&- ~ ~ d aes s im e d i n t h e
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*ere t h e dot

- --"
C s t r i b u t i o n wtth n o n c e n t r n l i t y l a m e t e r X = nu' ( 9 ' 9 ) u / 2 and
(a-l)(b-i) d o p e s o f freedom Fi a d or*
--
if n X ' Y is i d e m o t e n t
3 u t t h i s l a t t e ~condition i s e e s i l y shovn t c
of rank is-l)(b-1).

nr-
s
-
E isi i d~
~ tegt of
t z p ?~ (ab-1) (n-1) and the quad,zatie i o n

--
(E Y ) ' ( E
..-? ) / a
2
-
l
= 2
IJ
a
1
b
z
n
z cfiJk-YiJ*-Y*.k+Y ...l2
i=l J=l k = l
(3.3)

h a the central chi-squa=e 6 i s t r i S u t i e n v i t h (ab-l)(n-1) depes

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able to expand upon a method s h a t vcrks w e l l i n s i q i e r nodela.

One such aec&od is t h e Flilcoxon signed-?a& t e s t I z use v t t h
paired obserrstions, or equivaleatl;r, v i t Z a t v o - w a y lajrout vhiffi
has two t r c a t x n t s and several ( a ) blocks. Qthough not aatad2.y
presented i n t h i s w a y , the Kilccxon sig3ed-rmk test msy be con-
sidered aa foUcus. first lta12q'' the obscnatiaos w i t h i s eaeh
 *First t r a c s i o m t h e vector 'l a? observations t o t h e v e c t o t
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-
ss i n ( 3 . 2 ) . vhere N i s t h e s m e as before. Assme t h e l i n e a r
m d c l (3.1) t o holc! as before, tiut aake no r 3 s t r i b u t i s r . C 3 s s - a y
9 -"
abk 1
t i o n s on t h e 3exce?t t h a t t h e vectors (P 1-124 D
idk
art nnrt'daily indegendest, x = l , . ..
,n, and have s d i s t r i j u t i s n
?.niction w h i & is s p e f r i c Fn i t s a r q u ~ o n t s . %e-. t h e vectors
of r e s i d u d s [Z,, Z+i=,.. .,Z abk ) mutually independent, k=l,
...,n, and t h e i r c m o n O i s t r i b c t i o n fimczion i s s m e t r i c i n izs
arspnents rrnder t h e c u l l m o c n e s i s . ?.us d p e r m i t a t i o n s oi
t h e ranks sssi3r.ed t o ? e p l i c a t i o n k s r e equally l i k e l y . .U.eiLea and
Sez (1969) consider t h e c o n d i t i o n a l dlrrcribution o? (4.2), given
the con,CLwatioc o f r a n k s in raws, coltanns, snd r e p l i c a t i o n s ,
 d e r t h e nul; h y p x i e s l s sod nonce~crslc . k i - ~ q ; ~ ~~ ra d + 2=?ie L i , e r -
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as does the F-test.

5. TE3 ?&?K 3.WSFOF.Y
TC,e i d e a of t h e xnk t r p n s f o m i s s i q l e . Ii then is a

d a t a , t h e n one nerekv r e p l a c e s t h e Sass v i t h $!xi= r e d , r-kinq

e v e - y t h i n g t o g e t h e r ,133 s u e s t to I&-gest. ?.er the p w a e t r i c
d t h e ranks r a t h e r +dan t h e o r i q i n s i
method of a c d ~ s i si s a p ~ ~ l i et o
data. The i d e a of r e p l a c i n g t h e data v i t k t h e r e ? s i s t o trms-
:OR t h e o r i g i n a l o b s e r r a t i o o s i n t o rimbeys ttat more ne=-ly setis-
,T t h e a s s u n p t i o n s of t h e 2 a m z i e t r i c liodel, m d a t t h e seme t i n e
r e t a i n all o i t h e o r d i z a l Ll?ior=~stionc c n t a i n e d i n t h e o r i g i n a l
a&.
In the example used 13 this psper, t h e v e c t o r o f ranks R ( P ) --
is .i i n the c o n p u t a t i o n ( 3 . h ) o f F, t o g e t
i n s t e a d O? a
 that the averaze ~.sl?:<??, sp?roacces noxL-l?t'fa . ~ i c k l jas :: ,cz.n,
:J.
not b e t
vnder r s t h e t m n e r x l c o n 2 t i o n s ) while t h e sazze A<.?:?t ~ ~ c
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situatisn.
E k e t h e a l i ~ e dr & s grocedxre, t h e m % 4 t = a s f o f , procedlll~e
 c ~ . ' J T I~ ~e?
sc!iaterar2lcn. Y a i ~ y 5i:uat:or.s vere e m z e d , ~a-toll',zr
t n e presence dr amence of n z i o u s ? ? f e e s , 2r.d: s ~ ~ l sr~ := s , s c
aomal, e q c c e n t l a , a d c = ~ t a * ~ ~ a t"SF&
& tats. - .- : G e s
-2

t n e n * d 1 distriSutisz a? the ",s= sts;',ix:c be:?aved ss vsll ;,='-.I

'tie m c C,?%~SP~FZ -",i,kf~Z, ar,Z xie p i e r s f tne tests v a s n e w :

r ~ c kyowl*, 1xi, s=ze:rsss zucs 7 e ' t : e ~ -PL-,T. tzt 7812; ;ywsns.-.
3 z . s Fs the 2&; &-ts D? =he i- z r a . s r 0 2 n ~e e avs-.? cf.
btil mG- evi-dcr?ce has 31E7. ccLlecte5, ve ? ~ c P - T P ~ ~
tae
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p r e t a t i o n of t h e e q e r i n e n t a l r5suits.

f o r robustness s t u a e s and t-30 s i t u a t i c n s Cor power conparisons.

Speci,cicsll;r, let X be inde-,ender,t n o w ?&?don: v e z i a b l e s
i jk
u',th n e a m
i=l,...,4

and u n i t variances, as i n t h e l i n e a r model (3.1). k Y ijk a

eq{Xijk} be the obserwible l o p i c m d v m i a t e s . 5 u s %he ['I;qkJ
1
-'I
 made 3f t h e ? b s e r ~ e " , r i r , i c C level: ( t n e ft,dles", ^- 537 vhich E,:_
U

could 3 e - r e j e c t e i > ps. '.ke i-,he=z=e".i=d.cri",ccnl 1 w e l s --i;',i=z'sllsv

t h r e e s t a t i s t i c s follow t h e i r h p o t h e s i z e d 2 i s t r i b u t i o n s q u i t e
clceeiy.
-
Z a o l e Z g ~ v e ssore n u r r e r i s a rot=.prisorls o i t h e .'
L.."-a- --
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l a s t , c o l - g~i l e s :ze exazz TWO sided c r i t : c a l -

l e v e l & s a c - a h"cr
-'

-pith t h a t obserted 2 , f o r n = i030. 3 u S t h e c l o s e r ~ ~ & 3 8 t i o n

a f f o r d e d by Table 1, a d s p e c i i i c a l l y t h e l a s t c o l u n , shows t h a t
t h e s t a t i s z i c FR i s t h e or* one t h a t r y r e e s veil enough v i t h t h 3
t h e o r e t i c a l i d s t r i b u t i o n co have cm.e i n f a c t i r c n t h e theore-
t i c s l ALstribu3ion. 3.e cathey s t a t i s t i c s have d i s t r i 3 u t i o n s 'ahich
may be approxi.wte& r % a . 5 0 ~ a b Pvj e l l by t h e i r t h e o r e t i c a l d i s t r i b u -
t i o n s hovever, as i n d i ~ a t e . ' by t h e s n a i l v s l u e s o f D.
%e second s i t u a t i o n i n t r o d x e s n u i s a n c e p a r m e t e r s i n t h e
Cora of x p l i c s t i o n e f f e c t s o,=-,5,
A -
09=+.5, w h i l e t h e o t h e r p&v-
meters r%ain sr, zero. 3 i s i s iztended t o represent a rdld f o m
of d e t r i a t l c n Prm t h e First s i t u a t i o n . 'Ke r e s u l t s as given i n
-Figre 2 show essecti&:r t h e sar,e . ~ s u l t s as i n F i g w e 1, v h i &
i n d i c a t e s t h a t a l l th-e s t a t i s t i c s are r e l a t i v e l y r o b u s t i n t h e
aresence of s l i j l t n u i s a c e factors. Table I1 p r e s e n t s some
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 a m e r ' i c d ccq-<so-s. Tzc - 2
s e a = c m e z t s a.m --
nere as 82~11ed=:
n
,abLe I.
3 the tA*rc? a d f h L sl_l?zz:a= f;? :ze c.LI ? ~ i ~ ~ z ~ e ~ ~ s ,
severe strsin is ?xi, on tze = r 9 ~ 0 5 x - e str, x e 313, 3: .5;i3cxi
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%me nunerical ~ c o q ~ i s o nasr z given ic Table ,F?,

%e 2 n d paver stzdy incorporates %he ntlisaqce parmeters

Sy the presence of nuisance parmeters. The 2s-dt shows the

W e r of the rsdr statisrics '2 and TR t o be reletively uaafiected
L -
UY
LL
.ne nuisance ? = a ~ e t e r s , vhile the paver ol" $he 7 test 3r. ?he
raw data i s c i i d c i s h e d s m s ~ h a \ easpeeielly Zo? vaiues o f a be-
tween .10 and .50.
AS a segarace item oi ioterest the 60 x 60 s a q l e covariance
--
;agtrix of R ( Y 1 vas c m u t e d
acnt, in each of the five
tor the 1000 repetitions o f the e x p r i -
cases. The correlation betveen r.snics
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 srh=cb ? r e s e ~ z + ca c c v a r i a x e =tr4ix 'that -aser;jle&a CC~EST,B.IT,t i~es
zne id.entizjr z a t r i x . % i s o?f-.rs so=% ? e l m a : i o r f c r t h e zacd
Seze-rior of t h e ? s t a iI,ab,,
i - + l a vLiit5 ',he rmk zr-asPs-.

convenient procedure t o use ,&en ".e assuzpzlons of a l m e a r a o d e l

and narlealljf d i s t r i b u t e d e r r o r % e r a s are r e e s c n e 5 l e f o r t h e d a t a
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t i o n , given : e r t a i n cmii,llrstions of r e z k s , of che t e s t s t a t i s t i c

cax~be o b t a i n e d t o f ~ ~ i a
s he x a c t nonp%-e~etric proceokre, buz
t h e c o q u t a t i o c s involpet? are t o o l a b o r i o u s even f o r kiqh speed
c o q u z e r s except i n tne slrsplest c a s e s , Therefore ar. 8syn.p-
t o t i c a p p r o x i n e t i o n is mna"y m p l o y e d f o r t h e = e s t s t a t i s t i c .
Aligned rsrsks 3rocedu=es s t i l l r e l j on t h e a s s u n ~ t i o no f a l i . . e c
model i o r t h e i r v a l i d i t y . i.lthctl@ sli-ed ranks t e s t s are
a v a i l a b l e ?or many s i t u a t i c n s such as t h e one i l l u s t r a t e d o r
i n t e r a t i o n i n a two va;i l a y o u t :t-ith r z o l i c a t i c n , =hey are n o t
s v a i l a b i e f o r cthe? s i t c a t i o n s such as f o r f z s t i n g t r e a t n e n t o r
block e l i e c t s i n :he 3 r e s e n c e of t z a t x e n t - b l o c k i n t e r a c t i o n .
?hese t e s t s are z o r e x e n e r s l thari w e i x d i c a t e i n t h s j a p e r ; one
ma?f use a v i 6 e v = i e t y of s c o r e s , o t h e r t h a n n e r e l y r a d k s , arrd one
say a l i g n u s i n g medians, nidqu&,-tilas, o r other s t a t i s t i c s r a t h e r
t h a n mans a s we used here. P i s allovs nars f l e x i b i l i t y f o z t h e
e m e r i e n c e d a r a , c t i t i o n e r , 5 z t a l s o ceuses c o ~ s i d e r a b l ? cen?usicn
?
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