Nonparametric Tests I: Back To Basics

Nonparametric tests I
Back to basics
Lecture Outline
What is a nonparametric test?
Rank tests, distribution free tests and
nonparametric tests
Which type of test to use
MTB > dotplot 'Male' 'Female';

SUBC> same.
.
: . . . .
. . :: :..:::.. :..:: :... .:.. .. . : . .
---+---------+---------+---------+---------+---------+---MALE
..: . : : : .
.: ::::::.::.:. ::.: : . : . .
---+---------+---------+---------+---------+---------+---FEMALE
0.32
0.48
0.64
0.80
0.96
1.12
MTB > dotplot 'Male' 'Female';

SUBC> same.
.
: . . . .
. . :: :..:::.. :..:: :... .:.. .. . : . .
---+---------+---------+---------+---------+---------+---MALE
..: . : : : .
.: ::::::.::.:. ::.: : . : . .
---+---------+---------+---------+---------+---------+---FEMALE
0.32
0.48
0.64
0.80
0.96
1.12
MTB > desc 'Male' 'Female

Variable N Mean Median TrMean StDev SEMean
MALE
50 0.5908 0.5600 0.5770 0.1979 0.0280
FEMALE
50 0.5180 0.4950 0.5102 0.1315 0.0186
Variable
Min
Max
Q1
Q3
MALE
0.2900 1.1300 0.4275 0.7150
FEMALE 0.3200 0.8500 0.4100 0.6125
Lecture Outline
What is a parameter?
What are examples of non-parametric
tests?

nonparametric tests
Parameters
are central to inference in GLM and
ANOVA
and represent assumptions about the
underlying processes
LET K1=4.7 # Group 1 mean minus grand mean

LET K2=-2.5 # Group 2 mean minus grand mean
LET K3=10.4 # The grand mean
LET K4=1.9 # Standard deviation of the error
RANDOM 30 'Error'
LET 'Y'=K3+K1*'DUM1'+K2*'DUM2'+K4*'Error'

RANDOM 30 'Error'
Group
1
1
Fitted value = m + 2
2
3
-1-2
Error has Normal Distribution with zero mean and

standard deviation

RANDOM 30 'Error'
Group
1
1
Fitted value = m + 2
2
3
-1-2
Error has Normal Distribution with zero mean and

standard deviation
Parameters
ANOVA
but represent assumptions about the
Parameters
ANOVA
can be done without in some simple
situations
Parameters
ANOVA
situations BUT HOW?
Rnk
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
Wt Sex
0.29
1
0.32
2
0.34
1
0.34
2
0.34
2
0.36
1
0.36
1
0.37
1
0.37
1
0.37
1
0.37
2
0.37
2
0.38
1
0.38
1
0.38
2
0.38
2
0.39
2
0.40
2
0.40
2
0.40
2
0.41
1
0.41
1
0.41
2
0.41
2
0.41
2
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
0.41
0.42
0.43
0.43
0.43
0.45
0.45
0.45
0.45
0.46
0.47
0.47
0.48
0.48
0.48
0.48
0.49
0.49
0.50
0.50
0.50
0.50
0.50
0.51
0.51
2
1
1
2
2
1
2
2
2
2
1
1
1
1
2
2
2
2
1
1
1
2
2
1
2
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
0.52
0.52
0.52
0.53
0.53
0.55
0.56
0.56
0.56
0.57
0.58
0.58
0.59
0.59
0.59
0.60
0.61
0.61
0.62
0.62
0.62
0.62
0.62
0.63
0.63
1
2
2
2
2
2
1
1
1
1
2
2
1
2
2
1
1
2
1
1
2
2
2
1
2
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
0.65
0.66
0.67
0.67
0.67
0.67
0.68
0.71
0.72
0.73
0.75
0.75
0.77
0.78
0.78
0.78
0.82
0.83
0.85
0.85
0.88
0.98
0.98
1.05
1.13
1
1
1
2
2
2
1
1
2
1
1
1
1
1
2
2
2
1
1
2
1
1
1
1
1
Rnk
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
Wt Sex
0.29
1
0.32
2
0.34
1
0.34
2
0.34
2
0.36
1
0.36
1
0.37
1
0.37
1
0.37
1
0.37
2
0.37
2
0.38
1
0.38
1
0.38
2
0.38
2
0.39
2
0.40
2
0.40
2
0.40
2
0.41
1
0.41
1
0.41
2
0.41
2
0.41
2
Remember ties
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
0.41
0.42
0.43
0.43
0.43
0.45
0.45
0.45
0.45
0.46
0.47
0.47
0.48
0.48
0.48
0.48
0.49
0.49
0.50
0.50
0.50
0.50
0.50
0.51
0.51
2
1
1
2
2
1
2
2
2
2
1
1
1
1
2
2
2
2
1
1
1
2
2
1
2
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
0.52
0.52
0.52
0.53
0.53
0.55
0.56
0.56
0.56
0.57
0.58
0.58
0.59
0.59
0.59
0.60
0.61
0.61
0.62
0.62
0.62
0.62
0.62
0.63
0.63
1
2
2
2
2
2
1
1
1
1
2
2
1
2
2
1
1
2
1
1
2
2
2
1
2
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
0.65
0.66
0.67
0.67
0.67
0.67
0.68
0.71
0.72
0.73
0.75
0.75
0.77
0.78
0.78
0.78
0.82
0.83
0.85
0.85
0.88
0.98
0.98
1.05
1.13
1
1
1
2
2
2
1
1
2
1
1
1
1
1
2
2
2
1
1
2
1
1
1
1
1
140
120
100
80
60
40
20
0
0
10
20
30
40
50
60
Mean Rank
70
80
90 100
140
120
100
80
60
40
20
0
0
10
20
30
40
50
60
Mean Rank
The Male mean rank = 55.26

The Female mean rank = 45.74
70
80
90 100
MTB > mann-whitney male female

Mann-Whitney Test and CI: MALE, FEMALE

MALE
FEMALE
N =
N =
50
50
Median =
Median =
0.5600
0.4950

MALE
N = 50
Median =
0.5600
FEMALE
N = 50
Median =
0.4950
Point estimate for ETA1-ETA2 is
0.0500
95.0 Percent CI for ETA1-ETA2 is (-0.0100,0.1200)

MALE
N = 50
Median =
0.5600
FEMALE
N = 50
Median =
0.4950
0.0500
W = 2763.0

MALE
N = 50
Median =
0.5600
FEMALE
N = 50
Median =
0.4950
0.0500
W = 2763.0
Sum of ranks of 2763 corresponds to

a mean rank of 2763/50 = 55.26
140
120
100
80
60
40
20
0
0
10
20
30
40
50
60
Mean Rank

70
80
90 100
140
120
100
80
60
40
20
0
0
10
20
30
40
50
60
Mean Rank

70
80
90 100

MALE
N = 50
Median =
0.5600
FEMALE
N = 50
Median =
0.4950
0.0500
W = 2763.0
Test of ETA1 = ETA2 vs ETA1 not = ETA2 is significant at 0.1016

MALE
N = 50
Median =
0.5600
FEMALE
N = 50
Median =
0.4950
0.0500
W = 2763.0
The test is significant at 0.1014 (adjusted for ties)

MALE
N = 50
Median =
0.5600
FEMALE
N = 50
Median =
0.4950
0.0500
W = 2763.0
Cannot reject at alpha = 0.05

MALE
N = 50
Median =
0.5600
FEMALE
N = 50
Median =
0.4950
0.0500
W = 2763.0

MALE
N = 50
Median =
0.5600
FEMALE
N = 50
Median =
0.4950
0.0500
W = 2763.0
The null hypothesis is better expressed as the distributions

of male and female weights are the same.
Parameters
ANOVA
situations
Nonparametric vs Parametric
Sign Test
One-sample t-test
Sign Test
Mann-Whitney Test
One-sample t-test
Two-sample t-test
Sign Test
Mann-Whitney Test
Spearman Rank Test
One-sample t-test
Two-sample t-test
Correlation/Regression
Sign Test
Mann-Whitney Test
Spearman Rank Test
Kruskal-Wallis Test
One-sample t-test
Two-sample t-test
One-way ANOVA
Sign Test
Mann-Whitney Test
Spearman Rank Test
Kruskal-Wallis Test
Friedman Test
One-sample t-test
Two-sample t-test
One-way ANOVA
One-way blocked ANOVA
Lecture Outline
nonparametric tests
A rose by any other name..

Non-parametric tests lack parameters
Rank tests start by ranking the data
Distribution-free tests dont assume a
Normal distribution (or any other)
These are mainly but not completely
overlapping sets of tests (and some
are scale-invariant too).
Lecture Outline
nonparametric tests
Fewer assumptions but...

still some assumptions (including independence)
limited range of situations
no more than 2 x-variables
cant mix continuous and categorical x-variables
provide p-values but estimation is dodgy
loss of efficiency if parametric assumptions are
upheld
there is a grand scheme for parametric statistics
(GLM) but a lot of separate strange names for
nonparametrics
When is there a choice?

when there is a non-parametric test
fewer than two or three variables
altogether
and prediction is not required
How to choose:
If the assumptions of parametric test are
upheld, use it on grounds of efficiency
If not upheld, consider fixing the
assumptions (e.g. by transforming the
data, as in the practical)
If assumptions not fixable, use
nonparametric test
MTB > dotplot 'LogM' 'LogF';

SUBC> same.
.
. .
.
. ::: :.. . :::.. :..::.:....: : : . : . .
+---------+---------+---------+---------+---------+-------LogM
.: . :
. .
. : ::.:: : :. ::.::. ::.:. : . : ..
+---------+---------+---------+---------+---------+-------LogF
-1.25 -1.00 -0.75 -0.50 -0.25
0.00
MTB > dotplot 'LogM' 'LogF';

SUBC> same.
.
. .
.
. ::: :.. . :::.. :..::.:....: : : . : . .
+---------+---------+---------+---------+---------+-------LogM
.: . :
. .
. : ::.:: : :. ::.::. ::.:. : . : ..
+---------+---------+---------+---------+---------+-------LogF
-1.25 -1.00 -0.75 -0.50 -0.25
0.00
MTB > desc 'LogM' 'LogF'
Variable N Mean Median TrMean StDev SEMean
LogM
50 -0.5786 -0.5798 -0.5850 0.3248 0.0459
LogF
50 -0.6878 -0.7032 -0.6928 0.2453 0.0347
Variable
Min
Max
Q1
Q3
LogM
-1.2379 0.1222 -0.8499 -0.3355
LogF
-1.1394 -0.1625 -0.8916 -0.4902
Lecture Outline
nonparametric tests
Last remarks
Nonparametric tests are an opportunity
to revise the basic ideas of statistical
inference
They are sometimes useful in biology
They are often used in biology
NEXT WEEK: more nonparametrics,
including confidence intervals and
randomisation tests. READ the handout

Nonparametric Tests I: Back To Basics

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Nonparametric tests I

MTB > dotplot 'Male' 'Female';

MTB > dotplot 'Male' 'Female';

MTB > desc 'Male' 'Female

Rank tests, distribution free tests and

LET K1=4.7 # Group 1 mean minus grand mean

LET K1=4.7 # Group 1 mean minus grand mean

Error has Normal Distribution with zero mean and

LET K1=4.7 # Group 1 mean minus grand mean

Error has Normal Distribution with zero mean and

The Male mean rank = 55.26

MTB > mann-whitney male female

MTB > mann-whitney male female

MTB > mann-whitney male female

MTB > mann-whitney male female

MTB > mann-whitney male female

MTB > mann-whitney male female

Sum of ranks of 2763 corresponds to

The Male mean rank = 55.26

The Male mean rank = 55.26

MTB > mann-whitney male female

MTB > mann-whitney male female

MTB > mann-whitney male female

MTB > mann-whitney male female

MTB > mann-whitney male female

The null hypothesis is better expressed as the distributions

A rose by any other name..

Fewer assumptions but...

When is there a choice?

and prediction is not required

MTB > dotplot 'LogM' 'LogF';

MTB > dotplot 'LogM' 'LogF';

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