Parametric versus Nonparametric Statistics –

When to use them and which is more

powerful?
 Parametric Assumptions

 The observations must be independent

 The observations must be drawn from normally distributed
populations
 These populations must have the same variances
 Nonparametric Assumptions

 Observations are independent

 Variable under study has underlying continuity
 Measurement

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 for some t-test for Wald-Wolfowitz
variable of interest independent runs test
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 males of male of
U = n1n2 + n1(n1+1) – R1 (cm) females heights female
2 (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 analysis
variance of ranks
(ANOVA/
MANOVA)
Median test
 Differences between dependent groups

 Compare two variables Parametric Nonparametric

measured in the same t-test for
sample dependent Sign test
samples
Wilcoxon’s
matched pairs test
Repeated Friedman’s two
 If more than two measures way analysis of
variables are measured in ANOVA variance
same sample Cochran Q
 Relationships between variables

Parametric Nonparametric
Correlation Spearman R
coefficient
Kendall Tau
Coefficient Gamma

 Two variables of Chi square

interest are Phi coefficient
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 or Χ2 or bi- Χ2 Macnarmar’s Χ2 Cochran’s Q  

Nominal nomial Χ2

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

Ordinal Whitney U Matched H ANOVA rho
Pairs Signed
Ranks

Parametric z test or t test between t test within 1 way ANOVA 1 way Pearson’s r
(Interval & t test groups groups between groups ANOVA
Ratio) (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
 ‫شاخص های رابطه در تحلیل های پارامتری (ضریب های همبستگی دومتغیری در‬
‫تحلیل های پارامتری)‬

‫دامنه شاخص‬ ‫مقیاس اندازه گیری‬ ‫ضریب همبستگی‬

‫‪-r≥1≥1‬‬ ‫هر دو متغیر فاصله ای‬ ‫‪ .1‬ضریب همبستگی گشتاوری پیرسون (‪)r‬‬

‫یک متغیر فاصله ای و دیگری‬

‫میتواند از ‪ -1‬کوچکتر واز ‪1‬‬
‫اسمی دو سطحی با فرض‬ ‫‪ .1‬ضریب همبستگی دو رشته ای (‪)rb‬‬
‫بزرگتر باشد‬
‫متصل بودن توزیع زیربنایی‬

‫یک متغیر فاصله ای و دیگری‬ ‫‪ .1‬ضریب همبستگی دو رشته ای نقطه ای‬

‫‪-rpb ≥1 ≥1‬‬
‫اسمی دو سطحی‬ ‫(‪)rpb‬‬

‫هر دو متغیر اسمی دو سطحی‬

‫‪-rtet ≥1 ≥1‬‬ ‫با فرض متصل بودن توزیع‬ ‫‪ .1‬ضریب همبستگی تتراکوریک (‪)rtet‬‬
‫زیربنایی برای هر دو متغیر‬
 ‫شاخص های اندازه گیری رابطه در تحلیل های ناپارامتر}ی‬
‫(ضر}ایب همبستگی در} تحلیل های ناپارامتر}ی)‬
‫موارد کاربرد‬ ‫مقیاس اندازه گیری و حدود‬ ‫ضریب همبستگی‬ ‫تعداد متغیرها‬ ‫ردیف‬
‫هر دو متغیر اسمی دو سطحی‬ ‫فی (‪)Ø‬‬ ‫‪2‬‬ ‫‪1‬‬
‫پس از معنی دار بودن آماره ‪ 2χ‬در‬ ‫هر دو متغیر اسمی و چند‬ ‫ضریب ‪ C‬کریمر (‪)C‬‬ ‫‪2‬‬ ‫‪2‬‬
‫یک جدول توافقی برای محاسبه‬ ‫سطح دارد‬
‫میزان رابطه بکار میرود‬
‫متغیرهای ‪ A‬و ‪ B‬اسمی وچند رابطه رفتار ماقبل و مابعد را در یک‬ ‫ضریب المبدا برای رابطه‬ ‫‪2‬‬ ‫‪3‬‬
‫توالی از رفتارها مطرح میکند‬ ‫سطحی‬ ‫نامتقارن (‪ LB‬و ‪)LA‬‬
‫رابطه دو مجموعه رتبه را به دست‬ ‫ضریب همبستگی اسپیرمن (‪ )rs‬هر دو متغیر رتبه ای‬ ‫‪2‬‬ ‫‪4‬‬
‫میدهد‬
‫هر دو متغیر رتبه ای‬ ‫ضریب رتبه ای تاو کندال (‪)τ‬‬ ‫‪2‬‬ ‫‪5‬‬
‫مانند رابطه سطح تحصیالت مادران‬ ‫هر دو متغیر مقوله ای و‬ ‫آماره گاما (‪)G‬‬ ‫‪2‬‬ ‫‪6‬‬
‫با نگرش آنان نسبت به تحصیالت‬ ‫ترتیبی‬
‫دختران‬
‫شاخص رابطه نامتقارن سامرز هر دو متغیر مقوله ای و‬ ‫‪2‬‬ ‫‪7‬‬
‫ترتیبی‬ ‫(‪)dBA, dAB‬‬
‫رابطه متقارن است‬ ‫چند متغیر اسمی‬ ‫ضریب کاپا (‪)K‬‬ ‫بیشتر از ‪2‬‬ ‫‪8‬‬
‫ضریب رتبه ای تفکیکی کندال هر سه متغیر در مقیاس‬ ‫‪3‬‬ ‫‪9‬‬
‫ترتیبی‬ ‫(‪)τxy.z‬‬
‫متغیرها در مقیاس ترتیبی‬ ‫ضریب هماهنگی کندال (‪)W‬‬ ‫بیشتر از ‪2‬‬ ‫‪10‬‬
‫متغیرها در مقیاس ترتیبی‬ ‫ضریب توافق کندال (‪)U‬‬ ‫بیشتر از ‪2‬‬ ‫‪11‬‬