Appendix 3: Non-Parametric Tests for Differences in Sampled Populations (Ordinal Scales of Measurement) 1.

The Mann-Whitney U Test

(sometimes known as the Wilcoxon Rank-Sum Test) Suppose we have two groups (say, an experimental group and a control group) on which a measurement has been made that results in scores which can, at least, be ranked, or ordered. We may wish to ask the question: is the experimental group more successful (in getting higher scores) than the control group? Note that this question relates to the populations from which the groups of subjects were drawn. The Null Hypothesis: There is no difference in the distributions of the scores for the populations represented by the experimental and control groups

The Research Hypothesis: The scores for the experimental group are statistically larger than the scores for the control group populations. By statistically larger we mean that the median of the experimental group is larger than that of the control group. The Mann-Whitney procedure calculates a value of a statistic called U. This is done by first putting all the scores together (but keeping note of their group identities) and ordering them. Then U equals the sum of the numbers of scores from the experimental group that are less than each of the control group scores (or the other way round, whichever gives the smaller value of U). It is not necessary to do this calculation, of course, as statistics software packages such as SPSS (but not Excel) have the MannWhitney test as a standard procedure. It is important to distinguish between two-tailed and one-tailed hypothesis tests. The research hypothesis above is a one-tailed test. If we had said the scores for the experimental group are statistically different from the scores for the control group populations (i.e. their population medians are different) then this would be a two-tailed hypothesis. The sampling distribution of U for large samples (i.e. when the larger group size is greater than 20) is approximately normal with mean and standard deviations: Mean =

U U

n E nC 2

Standard deviation

n E nC ( n E + nC + 1) 12

So, when the larger group size is greater than 20, we may determine the significance of an observed value of U by: U U z = U which is practically normally distributed with zero mean and unit standard deviation. Using SPSS for the Mann-Whitney U test. The data should be in two columns, the first column containing the identity of the group, and the second column containing the scores for individuals in the two groups. The test variable is the scores and the grouping variable is the group identity. If the output from SPSS includes Asymp. Sig. (2 tailed) this is the p-value for a two-tailed hypothesis and if we are dealing with a one-tailed hypothesis (as above) then the value given must be divided by 2. For a full worked example in SPSS open the tutorial dataset adl.sav and select Analyze > Nonparametric Tests > 2 Independent Samples, and click on the Help option in the dialogue box. 2. Kruskal-Wallis One-way Analysis of Variance The objective here is to decide whether k independent samples are from different populations. The test assumes that the measurements under study are at least on an ordinal scale and that the underlying variable has a continuous distribution. The null hypothesis is that the k samples come from the same population, or that their underlying distributions have the same average. The procedure is to combine all the observations into a single group (keeping note of their original group identity) and to rank them. When this has been done the sum of the ranks in each of the original groups is found. If the null hypothesis is true (the samples come from the same population) then a statistic referred to as H takes a chi-squared distribution with k 1 degrees of freedom. H is defined as follows:
H = 12 N ( N + 1)

n
j =1

Rj

3 ( N + 1)

where k nj N Rj

= number of samples = number of cases in jth sample = the number of cases in all the samples combined = sum of ranks in jth sample

For a full worked example in SPSS open the tutorial dataset salesperformance.sav and select Analyze > Nonparametric Tests > K Independent Samples, and click on the Help option in the dialogue box.