Chapter

9
Non-parametric Methods
 Outline
The Chi-square Test of Goodness-of-Fit
Propor6ons Tests: Comparing Two Propor6ons
Comparing Loca6ons of Independent Samples
Comparing Loca6ons of Dependent Samples
 Introduc8on
Data below interval scale of measurement
Assump6ons of parametric sta6s6cs are (seriously)
violated
Small sample
It is not assump6on-free
Some cri6cal assump6ons are relaxed (normality,
homogeneity, and so on)
Useful with nominal and categorical data
 Chi-square Test of
Goodness-of-t
Evaluate model and data t
Useful with categorical data
(f fe )
2

2
= o

fe
 Chi-square
Distribu8on at df = 4 and Area Beyond 5.45
Assump8ons of Chi-square Test
Sta8s8cs
It is assumed that data is obtained at random from
the popula6on
It is assumed that the observa6ons are independent.
It is expected that one par6cipants response should
not inuence other par6cipants response.
In repeated experiments, the observed frequencies
are normally distributed about the expected
frequencies.
 Propor8ons Test for Dependent
Propor8ons: McNemars Chi-squared
Test
( b c)
2

=
2

(b + c )
Social Contract Total
Correct False
Abstract Correct 10 (a) 2 (b) 12
False 45 (c) 8 (d) 53
Total 55 10 65

( 2 45 )
2

=
2
= 39.34
( 2 + 45)
 Propor8ons Test for
Independent Propor8ons
P1 P2
z=
P1 (1 P1 ) P2 (1 P2 )
+
n1 n2
where
P1 P2 is sample estimate of proportions
n s sample size
P1 P2
z=
1 1
p (1 p ) +
n1 n2
Comparing Loca8ons of
Independent Samples

Median Test

Wilcoxon Rank-sum Test

KruskalWallis H Test
 Median Test
Median test is a procedure to evaluate a hypothesis when two
independent samples are drawn from a popula6on that have same
median.
Alterna6ve to dependent samples t-test
Steps
Combine data from both samples and rank the data.
Compute a median on the combined sample
For each group, nd individuals that are above the median and below
the median.
Carry out chi-square for the 2 ! 2 data of groups ! abovebelow
median and test the signicance.
n ( ad bc )
2

=
2

( a + c )(b + d )( a + b )( c + d )
 Wilcoxon Rank-sum Test
Powerful nonparametric op6ons to compare
independent groups
Alterna6ve to independent samples t-test
If two random samples are drawn from a
popula6on; the two random samples are combined
and ranked then the sum ranks show liXle dierence
The tests sta6s6cs is smaller between the two sum
denoted as Ws
 Wilcoxon Rank-sum Test
Ws is normally distributed with mean and variance
given below:
n1n2 ( n1 + n2 + 1)
n ( n + n + 1) 2
Ws =
WS = 1 1 2
12
2
So, Ws can be converted into Z and reject null at 0.05
of Z >|1.96|
n1 ( n1 + n2 + 1)
Ws
z= 2
n1n2 ( n1 + n2 + 1)
12
Wilcoxon Rank-sum Test
The Wilcoxon Ws can be converted into
MannWhitney U.

n1 ( n1 + 2n2 + 1)
U= Ws
2
 The KruskalWallis H Test

KruskalWallis H test is a useful alterna6ve to

independent samples ANOVA
Logic of H test is similar to Wilcoxon Rank-sum test
( 1) ( 2)

2 2
12 R R
H = 3 ( ntotal + 1) + + + ...
ntotal ( ntotal + 1) n1 n2

H follows chi-square distribu6on at df = k1, where k
is number of groups
 Comparing Loca8ons of
Dependent Samples

The sign test

Wilcoxon signed-ranks test

Friedmans rank test for k correlated samples

 Sign Test
Sign test is perhaps the simplest of the tests to understand
and compute
Easy alterna6ve to dependent samples t-test
Sign test is not a preferred choice
Steps:
Find the dierence between the two scores
Only use the sign
Count the number of posi6ve and nega6ve signs
Null hypothesis shall provide the expected signs for both groups
Do chi-square with observed and expected frequencies of sign.
Reject null with signicant chi-square

Wilcoxon Signed-ranks Test
Wilcoxon signed-rank test is iden6cal to Wilcoxon rank-sum test
Wilcoxon signed-ranks test is applied to the dependent samples
The steps in compu6ng Wilcoxon signed-rank test are as follows:
o Obtain the data of two dependent groups in column
o Obtain the dierence between each pair of score (AB)
o Rank the dierence (AB) disregarding the sign
o Resupply the appropriate signs to ranks of (AB)
o The sum of the ranks with a nega6ve sign (R_) and the sum of
the ranks with a posi6ve sign (R+ ). The test sta6s6c, T, is
whichever is smaller between the two.
Wilcoxon Signed-rank Test
The mean and SD of the distribu6on are
.25n ( n + 1)

n ( n + 1)( 2n + 1)
24

T .25n ( n + 1)
Z=
n ( n + 1) ( 2n + 1)
24
 Friedmans rank test for k
correlated samples
Developed by
k
12
F2 =
nk ( k + 1) i =1
Ri 3n ( k + 1)
2

F2 = Friedmans statistics that follows chi square distribution under null,

n = sample size,
k = number of conditions or levels of IV;
k

i
R 2
= of the ranks for each condition and is sum of the ranks for i th
condition
i=1