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non parametric tests 002 (1)

The document discusses non-parametric tests, specifically the Kruskal-Wallis H test and the Mann-Whitney U test, which are used to analyze differences between groups when data does not meet normality assumptions. The Kruskal-Wallis H test is applicable for comparing three or more independent groups, while the Mann-Whitney U test is used for comparing two independent groups. Both tests have specific assumptions regarding the nature of the data and provide methods for reporting statistical significance.

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Layba Muryam
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0% found this document useful (0 votes)
13 views

non parametric tests 002 (1)

The document discusses non-parametric tests, specifically the Kruskal-Wallis H test and the Mann-Whitney U test, which are used to analyze differences between groups when data does not meet normality assumptions. The Kruskal-Wallis H test is applicable for comparing three or more independent groups, while the Mann-Whitney U test is used for comparing two independent groups. Both tests have specific assumptions regarding the nature of the data and provide methods for reporting statistical significance.

Uploaded by

Layba Muryam
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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N O N - PA RA M E T R I C T E S T S

K R U S K A L - WA L L I S H T E S T
M A N N -W H I T N E Y U T E S T

Submitted to: Dr. Saima Riaz


Submitted by: Layba Murryam.
2160111-002
Introduction
Introduction

• The Kruskal-Wallis H test (sometimes also called the "one-way ANOVA on ranks") is a
rank-based nonparametric test that can be used to determine if there are
statistically significant differences between two or more groups of an independent
variable on a continuous or ordinal dependent variable. It is considered the
nonparametric alternative to the one-way ANOVA, and an extension of the
Mann-Whitney U test to allow the comparison of more than two independent groups.
• It is important to realize that the Kruskal-Wallis H test is an omnibus test statistic
and cannot tell you which specific groups of your independent variable are
statistically significantly different from each other; it only tells you that at least two
groups were different. Since you may have three, four, five or more groups in your
study design, determining which of these groups differ from each other is important.
You can do this using a post hoc test.
Example
For example, you could use a Kruskal-Wallis H test to understand whether
exam performance, measured on a continuous scale from 0-100, differed
based on test anxiety levels (i.e., your dependent variable would be "exam
performance" and your independent variable would be "test anxiety level",
which has three independent groups: students with "low", "medium" and
"high" test anxiety levels). Alternately, you could use the Kruskal-Wallis H
test to understand whether attitudes towards pay discrimination, where
attitudes are measured on an ordinal scale, differed based on job position
(i.e., your dependent variable would be "attitudes towards pay
discrimination", measured on a 5-point scale from "strongly agree" to
"strongly disagree", and your independent variable would be "job
description", which has three independent groups: "shop floor", "middle
management" and "boardroom").
Assumptions
• Assumption #1: Your dependent variable should be measured at the ordinal or continuous
level (i.e., interval or ratio). Examples of ordinal variables include Likert scales (e.g., a 7-point scale from
"strongly agree" through to "strongly disagree"), amongst other ways of ranking categories (e.g., a 3-pont
scale explaining how much a customer liked a product, ranging from "Not very much", to "It is OK", to "Yes, a
lot"). Examples of continuous variables include revision time (measured in hours), intelligence (measured
using IQ score), exam performance (measured from 0 to 100), weight (measured in kg), and so forth. You can
learn more about ordinal and continuous variables in our article: Types of Variable.
• Assumption #2: Your independent variable should consist of two or more categorical, independent
groups. Typically, a Kruskal-Wallis H test is used when you have three or more categorical, independent
groups, but it can be used for just two groups (i.e., a Mann-Whitney U test is more commonly used for two
groups). Example independent variables that meet this criterion include ethnicity (e.g., three groups:
Caucasian, African American and Hispanic), physical activity level (e.g., four groups: sedentary, low,
moderate and high), profession (e.g., five groups: surgeon, doctor, nurse, dentist, therapist), and so forth.
• Assumption #3: You should have independence of observations, which means that there is no
relationship between the observations in each group or between the groups themselves. For example, there
must be different participants in each group with no participant being in more than one group. This is more of
a study design issue than something you can test for, but it is an important assumption of the Kruskal-Wallis
H test. If your study fails this assumption, you will need to use another statistical test instead of the Kruskal-
Wallis H test (e.g., a Friedman test). If you are unsure whether your study meets this assumption, you can
use our Statistical Test Selector, which is part of our enhanced content.
As the Kruskal-Wallis H test does not assume normality in the data and is much less
sensitive to outliers, it can be used when these assumptions have been violated and the
use of a one-way ANOVA is inappropriate. In addition, if your data is ordinal, a
one-way ANOVA is inappropriate, but the Kruskal-Wallis H test is not. However, the
Kruskal-Wallis H test does come with an additional data consideration, Assumption #4,
which is discussed below:
• Assumption #4: In order to know how to interpret the results from a Kruskal-Wallis H
test, you have to determine whether the distributions in each group (i.e., the
distribution of scores for each group of the independent variable) have the same
shape (which also means the same variability).
Example
A medical researcher has heard anecdotal evidence that certain anti-depressive drugs can have the
positive side-effect of lowering neurological pain in those individuals with chronic, neurological back
pain, when administered in doses lower than those prescribed for depression. The medical
researcher would like to investigate this anecdotal evidence with a study. The researcher identifies 3
well-known, anti-depressive drugs which might have this positive side effect, and labels them Drug
A, Drug B and Drug C. The researcher then recruits a group of 60 individuals with a similar level of
back pain and randomly assigns them to one of three groups – Drug A, Drug B or Drug C treatment
groups – and prescribes the relevant drug for a 4 week period. At the end of the 4 week period, the
researcher asks the participants to rate their back pain on a scale of 1 to 10, with 10 indicating the
greatest level of pain. The researcher wants to compare the levels of pain experienced by the
different groups at the end of the drug treatment period. The researcher runs a Kruskal-Wallis H test
SPSS Statistics Output for the Kruskal-Wallis H Test

The mean rank (i.e., the "Mean Rank"


column in the Ranks table) of
the Pain_Score for each drug treatment group
can be used to compare the effect of the
different drug treatments. Whether these
drug treatment groups have different pain
scores can be assessed using the Test
Statistics table which presents the result of
the Kruskal-Wallis H test. That is, the chi-
squared statistic (the "Chi-Square" row), the
degrees of freedom (the "df" row) of the test
and the statistical significance of the test (the
"Asymp. Sig." row).
Reporting the Output of the Kruskal-Wallis H Test
Using the data from the two tables above, you could report the result as:

A Kruskal-Wallis H test showed that there was a statistically


significant difference in pain score between the different drug
treatments, χ2(2) = 8.520, p = 0.014, with a mean rank pain
score of 35.33 for Drug A, 34.83 for Drug B and 21.35 for Drug
C.
What is the Mann-Whitney U Test?

The Mann-Whitney U Test, also known as the Wilcoxon Rank Sum Test, is a
non-parametric statistical test used to compare two samples or groups.
The Mann-Whitney U Test assesses whether two sampled groups are likely to
derive from the same population, and essentially asks; do these two
populations have the same shape with regards to their data? In other words,
we want evidence as to whether the groups are drawn from populations with
different levels of a variable of interest. It follows that the hypotheses in a
Mann-Whitney U Test are:
•The null hypothesis (H0) is that the two populations are equal.
•The alternative hypothesis (H1) is that the two populations are not equal.
When to use the Mann-Whitney U Test

Non-parametric tests (sometimes referred to as ‘distribution-free tests’) are


used when you assume the data in your populations of interest do not have a
Normal distribution. You can think of the Mann Whitney U-test as analogous to
the unpaired Student’s t-test, which you would use when assuming your two
populations are normally distributed, as defined by their means and standard
deviation (the parameters of the distributions).
The Mann-Whitney U Test is a common statistical test that is used in many fields
including economics, biological sciences and epidemiology. It is particularly
useful when you are assessing the difference between two independent groups
with low numbers of individuals in each group (usually less than 30), which are
not normally distributed, and where the data are continuous. If you are
interested in comparing more than two groups which have skewed data, a
Kruskal-Wallis One-Way analysis of variance (ANOVA) should be used.
Assumptions
• The variable being compared between the two groups must
be continuous (able to take any number in a range – for example age,
weight, height or heart rate). This is because the test is based on ranking the
observations in each group.
• The data should be two randomly selected independent samples, meaning
the groups have no relationship to each other. If samples are paired (for
example, two measurements from the same group of participants), then a
paired samples t-test should be used instead.
• Sufficient sample size is needed for a valid test, usually more than 5
observations in each group.
• A Mann-Whitney U test can be used when your two variables are not normally distributed.
However, in order to know how to interpret the results from a Mann-Whitney U test, you have to
determine whether your two distributions (i.e., the distribution of scores for both groups of the
independent variable; for example, 'males' and 'females' for the independent variable, 'gender')
have the same shape.
• While the data in both groups are not assumed to be Normal, the data are
assumed to be similar in shape across the two groups.
• Sufficient sample size is needed for a valid test, usually more than 5
observations in each group.
• The data should be two randomly selected independent samples,
meaning the groups have no relationship to each other. If samples are
paired (for example, two measurements from the same group of
participants), then a paired samples t-test should be used instead.
Example

The concentration of cholesterol (a type of fat) in the blood is associated with the risk
of developing heart disease, such that higher concentrations of cholesterol indicate a
higher level of risk, and lower concentrations indicate a lower level of risk. If you lower
the concentration of cholesterol in the blood, your risk for developing heart disease can
be reduced. Being overweight and/or physically inactive increases the concentration of
cholesterol in your blood. Both exercise and weight loss can reduce cholesterol
concentration. However, it is not known whether exercise or weight loss is best for
lowering cholesterol concentration. Therefore, a researcher decided to investigate
whether an exercise or weight loss intervention was more effective in lowering
cholesterol levels. To this end, the researcher recruited a random sample of inactive
males that were classified as overweight. This sample was then randomly split into two
groups: Group 1 underwent a calorie-controlled diet (i.e., the 'diet' group) and Group 2
undertook an exercise-training programme (i.e., the 'exercise' group). In order to
determine which treatment programme was more effective, cholesterol concentrations
were compared between the two groups at the end of the treatment programmes.
Output and Interpretation
In the SPSS Statistics output below, we show you how to report the Mann-
Whitney U test using mean ranks. To do this, SPSS Statistics produces three
tables of output:
Descriptives
The Descriptive Statistics table looks as follows:
Ranks Table
The Ranks table is the first table that provides information regarding the output of the
actual Mann-Whitney U test. It shows mean rank and sum of ranks for the two groups
tested (i.e., the exercise and diet groups):

The table above is very useful because it indicates which group can be
considered as having the higher cholesterol concentrations, overall; namely,
the group with the highest mean rank. In this case, the diet group had the
highest cholesterol concentrations.
Test Statistics Table
This table shows us the actual significance value of the test. Specifically,
the Test Statistics table provides the test statistic, U statistic, as well as the
asymptotic significance (2-tailed) p-value.

From this data, it can be concluded that cholesterol concentration in the diet
group was statistically significantly higher than the exercise group (U =
110, p = .014).

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