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
 Measurement
 What are the 4 levels of measurement
discussed in Siegel’s chapter?
1. Nominal or Classificatory Scale
 Gender, ethnic background
2. Ordinal or Ranking Scale
 Hardness of rocks, beauty, military ranks
3. Interval Scale
 Celsius or Fahrenheit
4. Ratio Scale
 Kelvin temperature, speed, height, mass or weight
 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 differences between variables
(dependent samples)
3. Tests of relationships between variables
 Differences between independent
groups
 Two samples – Parametric Nonparametric
compare mean value t-test for Wald-Wolfowitz
for some variable of independent runs test
interest samples
Mann-Whitney
U test

Kolmogorov-
Smirnov 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
 Heights Heights Ranks of Ranks
of of male of
U = n1n2 + n1(n1+1) – R1 males females heights female
2 (cm) (cm) heights
193 175 1 7
U=(7)(5) + (7)(8) – 30 188 173 2 8
2
185 168 3 10

U = 35 + 28 – 30 183 165 4 11
180 163 5 12
U = 33 178 6
170 9
n1 = 7 n2 = 5 R1 = 30 R2 = 48
U’ = n1n2 – U

U’ = (7)(5) – 33

U’ = 2

U 0.05(2),7,5 = U 0.05(2),5,7 = 30

As 33 > 30, Ho is rejected Zar, 1996

 Differences between independent
groups

Parametric Nonparametric
 Multiple groups Analysis of Kruskal-Wallis
variance analysis of
(ANOVA/ ranks
MANOVA)
Median test
 Differences between dependent
groups
 Compare two variables Parametric Nonparametric
measured in the same
sample
t-test for
dependent Sign test
samples
Wilcoxon’s
matched pairs
 If more than two test
variables are measured in Repeated Friedman’s two
same sample measures way analysis of
ANOVA variance
Cochran Q
Relationships between variables
Parametric Nonparametric
Correlation Spearman R
coefficient
Kendall Tau
Coefficient Gamma

Chi square
 Two variables of Phi coefficient
interest are
categorical Fisher exact test
Kendall coefficient of
concordance
 Summary Table of Statistical Tests
Level of Sample Characteristics Correlation
Measurement
1 2 Sample K Sample (i.e., >2)
Sample
Independent Dependent Independent Dependent

Categorical Χ2 or Χ2 Macnarmar’ Χ2 Cochran’s Q

or Nominal bi- s Χ2
nomial

Rank or Mann Wilcoxin Kruskal Wallis Friendman’s Spearman’s

Ordinal Whitney U Matched H ANOVA rho
Pairs Signed
Ranks

Parametric z test t test t test within 1 way ANOVA 1 way Pearson’s r

(Interval & or t test between groups between ANOVA
Ratio) groups groups (within or
repeated
measure)
Factorial (2 way) ANOVA

(Plonskey, 2001)
Advantages of Nonparametric Tests
 Probability statements obtained from most
nonparametric statistics are exact
probabilities, 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,
there is no alternative to using a
nonparametric test

Siegel, 1956
Advantages of Nonparametric Tests
 Treat samples made up of observations from
several different populations.
 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
 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
 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, tables, and graphs based on their
underlying distribution
– Power of nonparametric tests – less
straightforward; calculated using Monte Carlo
simulation methods (Mumby, 2002)
Questions?