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Re: st: Mann-Whitney/Wilcoxon power analysis


From   Richard Goldstein <richgold@ix.netcom.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Mann-Whitney/Wilcoxon power analysis
Date   Tue, 13 Oct 2009 15:23:22 -0400

1. there have recently been a couple of article about this:

Rosner, B and Glynn, RJ (2009), "Power and Sample Size Estimation for
the Wilcoxon Rank Sum Test with Application to Comparisons of C
Statistics from Alternative Prediction Models," _biometrics_, 65: 188-197

Yan D. Zhao1, Dewi Rahardja2 and Yongming Qu1 (2008), "Sample size
calculation for the Wilcoxon–Mann–Whitney test adjusting for ties,"
_Statistics in Medicine_, 27: 462-468

literature on this goes back to at least a 1987 article by Noether in
Journal of the American Statistical Association

2. note that some of the other answers imply that this test is very
robust; this appears to be too strong a statement; see, e.g., Fagerland,
MW and Sandvik, L (2009), "The Wilcoxon-Mann-Whitney test under
scrutiny," _Statistics in Medicine_, 28: 1487-1497

Rich

Graham Smith wrote:
> Can anyone point me towards any help for doing a power analysis for a
> Mann-Whitney  test (I'm still using v8 of stata if it matters)
> 
> Many thanks,
> 
> Graham
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