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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 – 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
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 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
Differences between independent groups
Multiple groupsParametric Nonparametric
Analysis of variance (ANOVA/ MANOVA)
Kruskal-Wallis analysis of ranks
Median test
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
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
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)
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
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
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