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Parametric versus Nonparametric Statistics – When to use them and which is more powerful?

Parametric Versus Non Parametric Statistics

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Page 1: Parametric Versus Non Parametric Statistics

Parametric versus Nonparametric Statistics – When to use them and which is more

powerful?

Page 2: Parametric Versus Non Parametric Statistics

Parametric Assumptions

The observations must be independent The observations must be drawn from normally distributed

populations These populations must have the same variances

Page 3: Parametric Versus Non Parametric Statistics

Nonparametric Assumptions

Observations are independent Variable under study has underlying continuity

Page 4: Parametric Versus Non Parametric Statistics

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

Page 5: Parametric Versus Non Parametric Statistics

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

Page 6: Parametric Versus Non Parametric Statistics

Differences between independent groups

Two samples – compare mean value for some variable of interest

Parametric Nonparametric

t-test for independent samples

Wald-Wolfowitz runs test

Mann-Whitney U test

Kolmogorov-Smirnov two sample test

Page 7: Parametric Versus Non Parametric Statistics

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

Page 8: Parametric Versus Non Parametric Statistics

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

Page 9: Parametric Versus Non Parametric Statistics

Heights of males (cm)

Heights of females (cm)

Ranks of male heights

Ranks of female heights

193 175 1 7

188 173 2 8

185 168 3 10

183 165 4 11

180 163 5 12

178 6

170 9

n1 = 7 n2 = 5 R1 = 30 R2 = 48

U = n1n2 + n1(n1+1) – R1

2

U=(7)(5) + (7)(8) – 30 2

U = 35 + 28 – 30

U = 33

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

Page 10: Parametric Versus Non Parametric Statistics

Differences between independent groups

Multiple groupsParametric Nonparametric

Analysis of variance (ANOVA/ MANOVA)

Kruskal-Wallis analysis of ranks

Median test

Page 11: Parametric Versus Non Parametric Statistics

Differences between dependent groups

Compare two variables measured in the same sample

If more than two variables are measured in same sample

Parametric Nonparametric

t-test for dependent samples

Sign test

Wilcoxon’s matched pairs test

Repeated measures ANOVA

Friedman’s two way analysis of variance

Cochran Q

Page 12: Parametric Versus Non Parametric Statistics

Relationships between variables

Two variables of interest are categorical

Parametric Nonparametric

Correlation coefficient

Spearman R

Kendall Tau

Coefficient Gamma

Chi square

Phi coefficient

Fisher exact test

Kendall coefficient of concordance

Page 13: Parametric Versus Non Parametric Statistics

Summary Table of Statistical Tests

Level of Measurement

Sample Characteristics Correlation

1 Sample

2 Sample K Sample (i.e., >2)

Independent Dependent Independent Dependent

Categorical or Nominal

Χ2 or bi-nomial

Χ2 Macnarmar’s Χ2

Χ2 Cochran’s Q  

Rank or Ordinal

  Mann Whitney U

Wilcoxin Matched

Pairs Signed Ranks

Kruskal Wallis H

Friendman’s ANOVA

Spearman’s rho

Parametric (Interval &

Ratio)

z test or t test

t test between groups

t test within groups

1 way ANOVA between groups

1 way ANOVA

(within or repeated measure)

Pearson’s r

Factorial (2 way) ANOVA  

 (Plonskey,

2001)

Page 14: Parametric Versus Non Parametric Statistics

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

Page 15: Parametric Versus Non Parametric Statistics

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

Page 16: Parametric Versus Non Parametric Statistics

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

Page 17: Parametric Versus Non Parametric Statistics

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

Page 18: Parametric Versus Non Parametric Statistics

شاخص های رابطه در تحلیل های پارامتری (ضریب های همبستگی دومتغیری در تحلیل های پارامتری)

دامنه شاخص مقیاس اندازه گیری ضریب همبستگی

1≥r≥1-هر دو متغیر فاصله

ایضریب همبستگی گشتاوری 1.

)r(پیرسون

- 1میتواند از 1کوچکتر واز

بزرگتر باشد

یک متغیر فاصله ای و دیگری اسمی دو

سطحی با فرض متصل بودن توزیع

زیربنایی

ضریب همبستگی دو رشته 1.)rb(ای

1≥ rpb ≥1-یک متغیر فاصله ای و دیگری اسمی دو

سطحی

ضریب همبستگی دو رشته 1.)rpb(ای نقطه ای

1≥ rtet ≥1-

هر دو متغیر اسمی دو سطحی با فرض متصل بودن توزیع

زیربنایی برای هر دو متغیر

ضریب همبستگی 1.)rtet(تتراکوریک

Page 19: Parametric Versus Non Parametric Statistics

شاخص های اندازه گیری رابطه در تحلیل های ناپارامتری (ضرایب همبستگی در

تحلیل های ناپارامتری)موارد کاربرد

مقیاس اندازه گیری و حدود

ضریب همبستگیتعداد متغیرها

ردیف

هر دو متغیر اسمی دو سطحی

)Ø(فی 2 1

پس از معنی دار بودن در یک جدول 2χآماره

توافقی برای محاسبه میزان رابطه بکار میرود

هر دو متغیر اسمی و چند سطح دارد

)C( کریمر Cضریب 2 2

رابطه رفتار ماقبل و مابعد را در یک توالی از

رفتارها مطرح میکند

B و Aمتغیرهای اسمی وچند

سطحی

ضریب المبدا برای LBرابطه نامتقارن (

) LAو

2 3

رابطه دو مجموعه رتبه را به دست میدهد

هر دو متغیر رتبه ای

ضریب همبستگی )rs(اسپیرمن

2 4

هر دو متغیر رتبه ای

ضریب رتبه ای تاو )τ(کندال

2 5

مانند رابطه سطح تحصیالت مادران با

نگرش آنان نسبت به تحصیالت دختران

هر دو متغیر مقوله ای و ترتیبی

)G(آماره گاما 2 6

هر دو متغیر مقوله ای و ترتیبی

شاخص رابطه نامتقارن سامرز

)dBA, dAB(

2 7

رابطه متقارن است چند متغیر اسمی )K(ضریب کاپا 2بیشتر از 8هر سه متغیر در

مقیاس ترتیبیضریب رتبه ای )τxy.z(تفکیکی کندال

3 9

متغیرها در مقیاس ترتیبی

ضریب هماهنگی )W(کندال

2بیشتر از 10

متغیرها در مقیاس ترتیبی

ضریب توافق کندال )U(

2بیشتر از 11