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From |
Roger Newson <r.newson@imperial.ac.uk> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: RE: RE: median equality test for non normal variables |

Date |
Tue, 25 May 2010 17:34:05 +0100 |

http://ideas.repec.org/p/boc/usug07/01.html Best wishes Roger Roger B Newson BSc MSc DPhil Lecturer in Medical Statistics Respiratory Epidemiology and Public Health Group National Heart and Lung Institute Imperial College London Royal Brompton Campus Room 33, Emmanuel Kaye Building 1B Manresa Road London SW3 6LR UNITED KINGDOM Tel: +44 (0)20 7352 8121 ext 3381 Fax: +44 (0)20 7351 8322 Email: r.newson@imperial.ac.uk Web page: http://www.imperial.ac.uk/nhli/r.newson/ Departmental Web page: http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/ Opinions expressed are those of the author, not of the institution. On 25/05/2010 17:04, Feiveson, Alan H. (JSC-SK311) wrote:

Isn't it true that the Wilcoxon rank sum test is designed only for possibilities of one distribution being a translation of the other? So the null would be identical distributions; the alternatives would be that the distributions differ only by a translation. So if distributions have different shapes but the same medians one might naively assume the "null" is true, but as this example shows, such a condition will likely be rejected by -ranksum-. Here's another example with continuous data: One distribution is gamma(1,1), while the other is a reflection of the first plus a translation so that both have the same median. drop _all set obs 100 gen y=rgamma(1,1) summ y,det local med = r(p50) set obs 200 gen group = 1 in 1/100 replace group=2 in 101/200 gen negy = -y[_n-100] if group==2 replace y = 2*`med'+negy if group==2 noi sum y if group==1,det noi sum y if group==2,det noi ranksum y,by(group) noi qreg y group Note -ranksum- rejects its null (that the two distributions are identical, not that the medians are the same), whereas -qreg- accepts its null of equal medians. Al Feiveson -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Ronan Conroy Sent: Tuesday, May 25, 2010 5:06 AM To: statalist@hsphsun2.harvard.edu Subject: Re: st: RE: RE: median equality test for non normal variables <..> There is an interesting question concerning the difference between what people think they are doing when applying a 'nonparametric' test and what is actually happening. Consider the following data: input var group 1 0 2 0 3 0 4 0 4 0 4 0 4 0 4 1 4 1 4 1 4 1 5 1 6 1 7 1 end Note that the median coincides with the highest value in group zero and the lowest value in group 1. What we get now depends critically on what we ask for: Test for equality of medians using -qreg- : P=1.000 (the medians are the same) Wilcoxon rank sum test : Prob> |z| = 0.0196 Median test (which does not test for equality of medians, NB) : Pearson chi2(1) = 3.8182 Pr = 0.051 Median test, continuity corrected : Pearson chi2(1) = 1.6970 Pr = 0.193 Ordered logit regression with group as a predictor : P = 0.997 'Harrell's C' (as calculated by -somersd-) : .76, P< 0.001 I have put quotes around Harrell's C, as this quantity is simply a rescaling of Mann Whitney's U, dividing it by its maximum possible value, and was first proposed by Richard Herrnstein in 1976 (Herrnstein, R. J., Loveland, D. H.,& Cable, C. (1976). Natural concepts in pigeons. Journal of Experimental Psychology: Animal Behavior Processes, 2, 285-302), who termed it rho. Fans of terminological chaos will also recognise the entity as the area under the ROC curve. Harrell's C is identical with rho only when the data are uncensored (James A. Koziol, Zhenyu Jia.T he Concordance Index C and the Mann-Whitney Parameter Pr(X>Y) with Randomly Censored Data Biometrical Journal 2009:51(3);467 - 474.) I fancy that there is an amusing paper on this, clarifying the hypotheses being tested in each case, if anyone has time to write one... I am looking again at the t-test, which, after a couple of Kolmogorov- Smirnovs, is beginning to look more and more attractive. Ronan Conroy ================================= rconroy@rcsi.ie Royal College of Surgeons in Ireland Epidemiology Department, Beaux Lane House, Dublin 2, Ireland +353 (0)1 402 2431 +353 (0)87 799 97 95 +353 (0)1 402 2764 (Fax - remember them?) http://rcsi.academia.edu/RonanConroy P Before printing, think about the environment * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: median equality test for non normal variables***From:*amatoallah ouchen <at.ouchen@gmail.com>

**st: RE: median equality test for non normal variables***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**st: RE: RE: median equality test for non normal variables***From:*"Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>

**Re: st: RE: RE: median equality test for non normal variables***From:*Ronan Conroy <rconroy@rcsi.ie>

**RE: st: RE: RE: median equality test for non normal variables***From:*"Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>

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