Conduct and Interpret a Mann-Whitney U-Test

Total Page:16

File Type:pdf, Size:1020Kb

Conduct and Interpret a Mann-Whitney U-Test Statistics Solutions Advancement Through Clarity http://www.statisticssolutions.com Conduct and Interpret a Mann-Whitney U-Test What is the Mann-Whitney U-Test? The Mann-Whitney U-test, is a statistical comparison of the mean. The U-test is a member of the bigger group of dependence tests. Dependence tests assume that the variables in the analysis can be split into independent and dependent variables. A dependence tests that compares the mean scores of an independent and a dependent variable assumes that differences in the mean score of the dependent variable are caused by the independent variable. In most analyses the independent variable is also called factor, because the factor splits the sample in two or more groups, also called factor steps. Other dependency tests that compare the mean scores of two or more groups are the F-test, ANOVA and the t-test family. Unlike the t-test and F-test, the Mann-Whitney U-test is a non- paracontinuous-level test. That means that the test does not assume any properties regarding the distribution of the underlying variables in the analysis. This makes the Mann-Whitney U-test the analysis to use when analyzing variables of ordinal scale. The Mann-Whitney U-test is also the mathematical basis for the H-test (also called Kruskal Wallis H), which is basically nothing more than a series of pairwise U-tests. Because the test was initially designed in 1945 by Wilcoxon for two samples of the same size and in 1947 further developed by Mann and Whitney to cover different sample sizes the test is also called Mann–Whitney–Wilcoxon (MWW), Wilcoxon rank-sum test, Wilcoxon–Mann–Whitney test, or Wilcoxon two-sample test. The Mann-Whitney U-test is mathematically identical to conducting an independent sample t-test (also called 2-sample t-test) with ranked values. This approach is similar to the step from Pearson's bivariate correlation coefficient to Spearman's rho. The U-test, however, does apply a pooled ranking of all variables. The U-test is a non-paracontinuous-level test, in contrast to the t-tests and the F-test; it does not compare mean scores but median scores of two samples. Thus it is much more robust against outliers and heavy tail distributions. Because the Mann-Whitney U-test is a non-paracontinuous- level test it does not require a special distribution of the dependent variable in the analysis. Thus it is the best test to compare mean scores when the dependent variable is not normally distributed and at least of ordinal scale. For the test of significance of the Mann-Whitney U-test it is assumed that with n > 80 or each of the two samples at least > 30 the distribution of the U-value from the sample approximates normal distribution. The U-value calculated with the sample can be compared against the normal distribution to calculate the confidence level. 1 / 4 Statistics Solutions Advancement Through Clarity http://www.statisticssolutions.com The goal of the test is to test for differences of the media that are caused by the independent variable. Another interpretation of the test is to test if one sample stochastically dominates the other sample. The U-value represents the number of times observations in one sample precede observations in the other sample in the ranking. Which is that with the two samples X and Y the Prob(X>Y) > Prob(Y>X). Sometimes it also can be found that the Mann-Whitney U-test tests whether the two samples are from the same population because they have the same distribution. Other non-paracontinuous-level tests to compare the mean score are the Kolmogorov-Smirnov Z- test, and the Wilcoxon sign test. The Mann-Whitney U-Test in SPSS The research question for our U-Test is as follows: Do the students that passed the exam achieve a higher grade on the standardized reading test? The question indicates that the independent variable is whether the students have passed the final exam or failed the final exam, and the dependent variable is the grade achieved on the standardized reading test (A to F). The Mann-Whitney U-Test can be found in Analyze/Nonparacontinuous-level Tests/Legacy Dialogs/2 Independent Samples… 2 / 4 Statistics Solutions InAdvancement the dialog Through box for Clarity the nonparacontinuous-level two independent samples test, we select the ordinalhttp://www.statisticssolutions.com test variable 'mid-term exam 1', which contains the pooled ranks, and our nominal grouping variable 'Exam'. With a click on 'Define Groups…' we need to specify the valid values for the grouping variable Exam, which in this case are 0 = fail and 1 = pass. We also need to select the Test Type. The Mann-Whitney U-Test is marked by default. Like the Mann-Whitney U-Test the Kolmogorov-Smirnov Z-Test and the Wald-Wolfowitz runs-test have the null hypothesis that both samples are from the same population. Moses extreme reactions test has a different null hypothesis: the range of both samples is the same. The U-test compares the ranking, Z-test compares the differences in distributions, Wald-Wolfowitz compares sequences in ranking, and Moses compares the ranges of the two samples. The Kolmogorov-Smirnov Z-Test requires continuous-level data (interval or ratio scale), the Mann- Whitney U-Test, Wald-Wolfowitz runs, and Moses extreme reactions require ordinal data. If we select Mann-Whitney U, SPSS will calculate the U-value and Wilcoxon's W, which the sum of the ranks for the smaller sample. If the values in the sample are not already ranked, SPSS will sort the observations according to the test variable and assign ranks to each observation. The dialog box Exact… allows us to specify an exact non-paracontinuous-level test of significance and the dialog box Options… defines how missing values are managed and if SPSS should output 3 / 4 Statistics Solutions Advancement Through Clarity http://www.statisticssolutions.com additional descriptive statistics. Output, syntax, and interpretation can be found in our downloadable manual: Statistical Analysis: A Manual on Dissertation Statistics in SPSS (included in our member resources). Click here to download. 4 / 4 Powered by TCPDF (www.tcpdf.org).
Recommended publications
  • Demand STAR Ranking Methodology
    Demand STAR Ranking Methodology The methodology used to assess demand in this tool is based upon a process used by the State of Louisiana’s “Star Rating” system. Data regarding current openings, short term and long term hiring outlooks along with wages are combined into a single five-point ranking metric. Long Term Occupational Projections 2014-2014 The steps to derive a rank for long term hiring outlook (DUA Occupational Projections) are as follows: 1.) Eliminate occupations with a SOC code ending in “9” in order to remove catch-all occupational titles containing “All Other” in the description. 2.) Compile occupations by six digit Standard Occupational Classification (SOC) codes. 3.) Calculate decile ranking for each occupation based on: a. Total Projected Employment 2024 b. Projected Change number from 2014-2024 4.) For each metric, assign 1-10 points for each occupation based on the decile ranking 5.) Average the points for Project Employment and Change from 2014-2024 Short Term Occupational Projection 2015-2017 The steps to derive occupational ranks for the short-term hiring outlook are same use for the Long Term Hiring Outlook, but using the Short Term Occupational Projections 2015-2017 data set. Current Job Openings Current job openings rankings are assigned based on actual jobs posted on-line for each region for a 12 month period. 12 month average posting volume for each occupation by six digit SOC codes was captured using The Conference Board’s Help Wanted On-Line analytics tool. The process for ranking is as follows: 1) Eliminate occupations with a SOC ending in “9” in order to remove catch-all occupational titles containing “All Other” in the description 2) Compile occupations by six digit Standard Occupational Classification (SOC) codes 3) Determine decile ranking for the average number of on-line postings by occupation 4) Assign 1-10 points for each occupation based on the decile ranking Wages In an effort to prioritize occupations with higher wages, wages are weighted more heavily than the current, short-term and long-term hiring outlook rankings.
    [Show full text]
  • Ranking of Genes, Snvs, and Sequence Regions Ranking Elements Within Various Types of Biosets for Metaanalysis of Genetic Data
    Technical Note: Informatics Ranking of Genes, SNVs, and Sequence Regions Ranking elements within various types of biosets for metaanalysis of genetic data. Introduction In summary, biosets may contain many of the following columns: • Identifier of an entity such as a gene, SNV, or sequence One of the primary applications of the BaseSpace® Correlation Engine region (required) is to allow researchers to perform metaanalyses that harness large amounts of genomic, epigenetic, proteomic, and assay data. Such • Other identifiers of the entity—eg, chromosome, position analyses look for potentially novel and interesting results that cannot • Summary statistics—eg, p-value, fold change, score, rank, necessarily be seen by looking at a single existing experiment. These odds ratio results may be interesting in themselves (eg, associations between different treatment factors, or between a treatment and an existing Ranking of Elements within a Bioset known pathway or protein family), or they may be used to guide further Most biosets generated at Illumina include elements that are changing research and experimentation. relative to a reference genome (mutations) or due to a treatment (or some other test factor) along with a corresponding rank and The primary entity in these analyses is the bioset. It is a ranked list directionality. Typically, the rank will be based on the magnitude of of elements (genes, probes, proteins, compounds, single-nucleotide change (eg, fold change); however, other values, including p-values, variants [SNVs], sequence regions, etc.) that corresponds to a given can be used for this ranking. Directionality is determined from the sign treatment or condition in an experiment, an assay, or a single patient of the statistic: eg, up (+) or down(-) regulation or copy-number gain sample (eg, mutations).
    [Show full text]
  • Different Perspectives for Assigning Weights to Determinants of Health
    COUNTY HEALTH RANKINGS WORKING PAPER DIFFERENT PERSPECTIVES FOR ASSIGNING WEIGHTS TO DETERMINANTS OF HEALTH Bridget C. Booske Jessica K. Athens David A. Kindig Hyojun Park Patrick L. Remington FEBRUARY 2010 Table of Contents Summary .............................................................................................................................................................. 1 Historical Perspective ........................................................................................................................................ 2 Review of the Literature ................................................................................................................................... 4 Weighting Schemes Used by Other Rankings ............................................................................................... 5 Analytic Approach ............................................................................................................................................. 6 Pragmatic Approach .......................................................................................................................................... 8 References ........................................................................................................................................................... 9 Appendix 1: Weighting in Other Rankings .................................................................................................. 11 Appendix 2: Analysis of 2010 County Health Rankings Dataset ............................................................
    [Show full text]
  • Learning to Combine Multiple Ranking Metrics for Fault Localization Jifeng Xuan, Martin Monperrus
    Learning to Combine Multiple Ranking Metrics for Fault Localization Jifeng Xuan, Martin Monperrus To cite this version: Jifeng Xuan, Martin Monperrus. Learning to Combine Multiple Ranking Metrics for Fault Local- ization. ICSME - 30th International Conference on Software Maintenance and Evolution, Sep 2014, Victoria, Canada. 10.1109/ICSME.2014.41. hal-01018935 HAL Id: hal-01018935 https://hal.inria.fr/hal-01018935 Submitted on 18 Aug 2014 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. Learning to Combine Multiple Ranking Metrics for Fault Localization Jifeng Xuan Martin Monperrus INRIA Lille - Nord Europe University of Lille & INRIA Lille, France Lille, France [email protected] [email protected] Abstract—Fault localization is an inevitable step in software [12], Ochiai [2], Jaccard [2], and Ample [4]). Most of these debugging. Spectrum-based fault localization applies a ranking metrics are manually and analytically designed based on metric to identify faulty source code. Existing empirical studies assumptions on programs, test cases, and their relationship on fault localization show that there is no optimal ranking metric with faults [16]. To our knowledge, only the work by Wang for all the faults in practice.
    [Show full text]
  • Pairwise Versus Pointwise Ranking: a Case Study
    Schedae Informaticae Vol. 25 (2016): 73–83 doi: 10.4467/20838476SI.16.006.6187 Pairwise versus Pointwise Ranking: A Case Study Vitalik Melnikov1, Pritha Gupta1, Bernd Frick2, Daniel Kaimann2, Eyke Hullermeier¨ 1 1Department of Computer Science 2Faculty of Business Administration and Economics Paderborn University Warburger Str. 100, 33098 Paderborn e-mail: melnikov,prithag,eyke @mail.upb.de, bernd.frick,daniel.kaimann @upb.de { } { } Abstract. Object ranking is one of the most relevant problems in the realm of preference learning and ranking. It is mostly tackled by means of two different techniques, often referred to as pairwise and pointwise ranking. In this paper, we present a case study in which we systematically compare two representatives of these techniques, a method based on the reduction of ranking to binary clas- sification and so-called expected rank regression (ERR). Our experiments are meant to complement existing studies in this field, especially previous evalua- tions of ERR. And indeed, our results are not fully in agreement with previous findings and partly support different conclusions. Keywords: Preference learning, object ranking, linear regression, logistic re- gression, hotel rating, TripAdvisor 1. Introduction Preference learning is an emerging subfield of machine learning that has received increasing attention in recent years [1]. Roughly speaking, the goal in preference learning is to induce preference models from observed data that reveals information Received: 11 December 2016 / Accepted: 30 December 2016 74 about the preferences of an individual or a group of individuals in a direct or indirect way; these models are then used to predict the preferences in a new situation.
    [Show full text]
  • Power Comparisons of the Mann-Whitney U and Permutation Tests
    Power Comparisons of the Mann-Whitney U and Permutation Tests Abstract: Though the Mann-Whitney U-test and permutation tests are often used in cases where distribution assumptions for the two-sample t-test for equal means are not met, it is not widely understood how the powers of the two tests compare. Our goal was to discover under what circumstances the Mann-Whitney test has greater power than the permutation test. The tests’ powers were compared under various conditions simulated from the Weibull distribution. Under most conditions, the permutation test provided greater power, especially with equal sample sizes and with unequal standard deviations. However, the Mann-Whitney test performed better with highly skewed data. Background and Significance: In many psychological, biological, and clinical trial settings, distributional differences among testing groups render parametric tests requiring normality, such as the z test and t test, unreliable. In these situations, nonparametric tests become necessary. Blair and Higgins (1980) illustrate the empirical invalidity of claims made in the mid-20th century that t and F tests used to detect differences in population means are highly insensitive to violations of distributional assumptions, and that non-parametric alternatives possess lower power. Through power testing, Blair and Higgins demonstrate that the Mann-Whitney test has much higher power relative to the t-test, particularly under small sample conditions. This seems to be true even when Welch’s approximation and pooled variances are used to “account” for violated t-test assumptions (Glass et al. 1972). With the proliferation of powerful computers, computationally intensive alternatives to the Mann-Whitney test have become possible.
    [Show full text]
  • Practice of Epidemiology a Family Longevity Selection Score
    American Journal of Epidemiology Advance Access published November 18, 2009 American Journal of Epidemiology ª The Author 2009. Published by Oxford University Press on behalf of the Johns Hopkins Bloomberg School of DOI: 10.1093/aje/kwp309 Public Health. All rights reserved. For permissions, please e-mail: [email protected]. Practice of Epidemiology A Family Longevity Selection Score: Ranking Sibships by Their Longevity, Size, and Availability for Study Paola Sebastiani, Evan C. Hadley*, Michael Province, Kaare Christensen, Winifred Rossi, Thomas T. Perls, and Arlene S. Ash * Correspondence to Dr. Evan Hadley, Gateway Building, MSC 9205, National Institute on Aging, 7201 Wisconsin Avenue, Bethesda, MD 20892-9205 (e-mail: [email protected]). Initially submitted February 10, 2009; accepted for publication September 1, 2009. Family studies of exceptional longevity can potentially identify genetic and other factors contributing to long life and healthy aging. Although such studies seek families that are exceptionally long lived, they also need living members who can provide DNA and phenotype information. On the basis of these considerations, the authors developed a metric to rank families for selection into a family study of longevity. Their measure, the family longevity selection score (FLoSS), is the sum of 2 components: 1) an estimated family longevity score built from birth-, gender-, and nation-specific cohort survival probabilities and 2) a bonus for older living siblings. The authors examined properties of FLoSS-based family rankings by using data from 3 ongoing studies: the New England Centenarian Study, the Framingham Heart Study, and screenees for the Long Life Family Study. FLoSS-based selection yields families with exceptional longevity, satisfactory sibship sizes and numbers of living siblings, and high ages.
    [Show full text]
  • Ranking Spatial Areas by Risk of Cancer: Modelling in Epidemiological Surveillance
    15 Original Article Page 1 of 15 Ranking spatial areas by risk of cancer: modelling in epidemiological surveillance Pablo Fernández-Navarro1,2,3, Javier González-Palacios1,3, Mario González-Sánchez1,3, Rebeca Ramis1,2, Olivier Nuñez1,2, Francisco Palmí-Perales4, Virgilio Gómez-Rubio4 1Cancer and Environmental Epidemiology Unit, Department of Epidemiology of Chronic Diseases, National Center for Epidemiology, Carlos III Institute of Health, Madrid, Spain; 2Consortium for Biomedical Research in Epidemiology & Public Health (CIBER en Epidemiología y Salud Pública-CIBERESP), Madrid, Spain; 3Bioinformatics and Data Management Group (BIODAMA), Department of Epidemiology of Chronic Diseases, National Center for Epidemiology, Carlos III Institute of Health, Madrid, Spain; 4Department of Mathematics, School of Industrial Engineering-Albacete, Universidad de Castilla-La Mancha, Albacete, Spain Contributions: (I) Conception and design: P Fernández-Navarro, V Gómez-Rubio; (II) Administrative support: None; (III) Provision of study material or patients: P Fernández-Navarro; (IV) Collection and assembly of data: P Fernández-Navarro, J González-Palacios, M González-Sánchez; (V) Data analysis and interpretation: All authors; (VI) Manuscript writing: All authors; (VII) Final approval of manuscript: All authors. Correspondence to: Pablo Fernández-Navarro. Cancer and Environmental Epidemiology Unit, Department of Epidemiology of Chronic Diseases, National Center for Epidemiology (Pab. 12), Carlos III Institute of Health, Avda. Monforte de Lemos, 5, 28029 Madrid, Spain. Email: [email protected]. Background: The representation and analysis of maps of events within a fixed time frame/period has been established as a basic tool for disease monitoring. In addition to having methods that can address the study of certain problems, the existence of criteria to discriminate relevant results is equally important.
    [Show full text]
  • DETECTION MONITORING TESTS Unified Guidance
    PART III. DETECTION MONITORING TESTS Unified Guidance PART III. DETECTION MONITORING TESTS This third part of the Unified Guidance presents core procedures recommended for formal detection monitoring at RCRA-regulated facilities. Chapter 16 describes two-sample tests appropriate for some small facilities, facilities in interim status, or for periodic updating of background data. These tests include two varieties of the t-test and two non-parametric versions-- the Wilcoxon rank-sum and Tarone-Ware procedures. Chapter 17 discusses one-way analysis of variance [ANOVA], tolerance limits, and the application of trend tests during detection monitoring. Chapter 18 is a primer on several kinds of prediction limits, which are combined with retesting strategies in Chapter 19 to address the statistical necessity of performing multiple comparisons during RCRA statistical evaluations. Retesting is also discussed in Chapter 20, which presents control charts as an alternative to prediction limits. As discussed in Section 7.5, any of these detection-level tests may also be applied to compliance/assessment and corrective action monitoring, where a background groundwater protection standard [GWPS] is defined as a critical limit using two- or multiple-sample comparison tests. Caveats and limitations discussed for detection monitoring tests are also relevant to this situation. To maintain continuity of presentation, this additional application is presumed but not repeated in the following specific test and procedure discussions. Although other users and programs may find these statistical tests of benefit due to their wider applicability to other environmental media and types of data, the methods described in Parts III and IV are primarily tailored to the RCRA setting and designed to address formal RCRA monitoring requirements.
    [Show full text]
  • 1 Exercise 8: an Introduction to Descriptive and Nonparametric
    1 Exercise 8: An Introduction to Descriptive and Nonparametric Statistics Elizabeth M. Jakob and Marta J. Hersek Goals of this lab 1. To understand why statistics are used 2. To become familiar with descriptive statistics 1. To become familiar with nonparametric statistical tests, how to conduct them, and how to choose among them 2. To apply this knowledge to sample research questions Background If we are very fortunate, our experiments yield perfect data: all the animals in one treatment group behave one way, and all the animals in another treatment group behave another way. Usually our results are not so clear. In addition, even if we do get results that seem definitive, there is always a possibility that they are a result of chance. Statistics enable us to objectively evaluate our results. Descriptive statistics are useful for exploring, summarizing, and presenting data. Inferential statistics are used for interpreting data and drawing conclusions about our hypotheses. Descriptive statistics include the mean (average of all of the observations; see Table 8.1), mode (most frequent data class), and median (middle value in an ordered set of data). The variance, standard deviation, and standard error are measures of deviation from the mean (see Table 8.1). These statistics can be used to explore your data before going on to inferential statistics, when appropriate. In hypothesis testing, a variety of statistical tests can be used to determine if the data best fit our null hypothesis (a statement of no difference) or an alternative hypothesis. More specifically, we attempt to reject one of these hypotheses.
    [Show full text]
  • Research Techniques Made Simple: Network Meta-Analysis
    RESEARCH TECHNIQUES MADE SIMPLE Research Techniques Made Simple: Network Meta-Analysis Jennifer Watt1,2,3, Andrea C. Tricco3,4, Sharon Straus1,2,3, Areti Angeliki Veroniki3,5,6, Gary Naglie1,2,7 and Aaron M. Drucker2,8,9 When making treatment decisions, it is often necessary to consider the relative efficacy and safety of multiple potential interventions. Unlike traditional pairwise meta-analysis, which allows for a comparison between two interventions by pooling head-to-head data, network meta-analysis (NMA) allows for the simultaneous comparison of more than two interventions and for comparisons to be made between interventions that have not been directly compared in a randomized controlled trial. Given these advan- tages, NMAs are being published in the medical literature with increasing frequency. However, there are important assumptions that researchers and knowledge users (e.g., patients, clinicians, and policy makers) must consider when conducting and evaluating an NMA: network connectivity, homogeneity, transitivity, and consistency. There are also multiple NMA outputs that researchers and knowledge users should familiarize themselves with in order to understand NMA results (e.g., network plots, mean ranks). Our goals in this article are to: (i) demonstrate how NMAs differ from pairwise meta-analyses, (ii) describe types of evidence in a NMA, (iii) explain NMA model assumptions, (iv) provide readers with an approach to inter- preting a NMA, (v) discuss areas of ongoing methodological research, and (vi) provide a brief overview
    [Show full text]
  • DBEDT Highlights for the State of Hawaii 2019
    CENSUS DATA HIGHLIGHTS Hawaii State Data Center, December 10, 2020 ──────────────────────── HIGHLIGHTS FROM THE 2015-2019 AMERICAN COMMUNITY SURVEY 5-YEAR DATA FOR HAWAII The U.S. Census Bureau released its 2015-2019 American Community Survey (ACS) 5-year estimates on December 10, 2020. The Census Bureau conducted interviews with 8.7% of Hawaii’s population between this 2015 to 2019 period. A total of 46,660 households in Hawaii were surveyed, an average of 9,320 households per year. Data for smaller areas such as census tracts are only available from the 5-year dataset. Compared to the 2014-2018 five-year dataset, many tables included modified language describing relationships. Language was changed to specify “Opposite-sex” and “Same-sex” couples and replace “husband/wife” descriptions with “spouse.” These changes were made for all applicable tables in the ACS. The 2015-2019 ACS dataset also includes new tables. One new table provides estimates of foreign-born populations who entered the U.S. before and after 2010. These estimates are made for the nine largest country of birth populations: China/Hong Kong/Taiwan, Cuba, Dominican Republic, El Salvador, Guatemala, India, Mexico, Philippines, and Vietnam. There were numerous changes to the reporting of households and families, including two new detailed tables. The first is a table with information about cohabiting couples that live with biological children, stepchildren, or adopted children. The second new table provides information about the presence of relatives and own children in households of married couples, cohabiting couples, and female or male householders without a partner present. With the release of the 2015-2019 ACS estimates, there are now three nonoverlapping five-year ACS datasets: 2005-2009, 2010-2014, and 2015-2019.
    [Show full text]