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By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

Mar 10, 2018

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Page 1: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

By Hui Bian

Office for Faculty Excellence

Page 2: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

A parametric statistical test is a test whose model specifies certain conditions about the parameters of the population from which the research sample was drawn. Conditions include:

The observations must be independent.

The observations must be drawn from normally distributed populations

These populations must have the same variances

Variables involved must have been measured in at least an interval scale.

Page 3: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

A non-parametric statistical test is a test whose model does NOT specify conditions about the parameters of the population from which the sample was drawn.

Do not require measurement so strong as that required for the parametric tests.

Most non-parametric tests apply to data in an ordinal scale, and some apply to data in nominal scale.

Page 4: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

Why non-parametric tests? They do not make numerous or stringent assumptions about parameters.

Or call those tests distribution-free

Page 5: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

Statistical reference is concerned two types of problem:

Estimation of population parameters

Tests of hypotheses

When the data under analysis are met those assumptions for parametric tests, we should choose parametric tests because they are more powerful than non-parametric tests.

Page 6: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

Non-parametric tests focus on order or ranking Data are changed from scores to ranks or signs

A parametric test focuses on the mean difference, and equivalent non-parametric test focuses on the difference between medians.

Page 7: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test
Page 8: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

Three types of tests A one-sample test analyzes one field.

A test for related samples compares two or more fields for the same set of cases.

An independent-samples test analyzes one field that is grouped by categories of another field.

Page 9: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

What is your objective? Automatically compare observed data to hypothesized. Binomial test: categorical fields with only two categories; Chi-Square test: all other categorical fields; and Kolmogorov-Smirnov test: continuous fields.

Test sequence for randomness. Runs test: test the observed sequence of data values for randomness.

Custom analysis. Manually choose your test (Click Settings tab). This setting is automatically selected if you subsequently make changes to options on the Settings tab that are incompatible with the currently selected objective.

Page 10: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

How to run one-sample nonparametric tests Go to Analyze > Nonparametric Tests > One Sample

Page 11: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

Example 1: Binomial test (variable with only two categories)

We want to know if there is no difference between the proportion of males and females (H0).

Use Q2 (gender) as Field variable

Page 12: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

Binomial test: Click Field tab, then click Run

Page 13: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

SPSS output of binomial test

the proportions of females and males in this sample significantly differ.

Page 14: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

Double click the table in the output, we can get a new window called Model Viewer

Model Viewer

Page 15: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

Another way to get Binomial test Go to Analyze > Nonparametric Tests > Legacy Dialogue > Binomial Test

Page 16: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

SPSS Output

Page 17: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

Chi-square goodness of fit: it allows us to test whether the observed proportions for a categorical variable differ from hypothesized proportions.

Example: we want to know whether the four grade levels have equal frequencies.

Use Q3r (has four grade levels: 9th, 10th, 11th, and 12th)

We can let SPSS automatically choose expected values for us (the probability should be 25% for each grade level)

Page 18: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

We can also customize our analysis

Objective: customize analysis

Fields: Q3r

Settings: Choose Customize tests, check the second box

Page 19: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

Click Options: we want equal probability

In the Category column, specify category values. In the Relative Frequency column, specify a value greater than 0 for each category. Custom frequencies are treated as ratios so that, for example, specifying frequencies 1, 2, and 3 is equivalent to specifying frequencies 10, 20, and 30, and both specify that 1/6 of the records are expected to fall into the first category, 1/3 into the second, and 1/2 into the third.

Page 20: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

SPSS Output

Page 21: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

Kolmogorov-Smirnov test: it is applied to continuous fields. This produces a one-sample test of whether the sample cumulative distribution function for a field is homogenous with a uniform, normal, Poisson, or exponential distribution.

Example: we want to know If Q30 has a normal distribution.

Page 22: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

We can let SPSS automatically choose test for us or customize analysis

Q30 is a continuous variable.

Page 23: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

Click Options: check Normal

Page 24: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

SPSS outputs

Page 25: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

One sample median test: Wilcoxon signed rank test that allows us to test whether a sample median differs significantly from a hypothesized value.

Example: we use Q80 as a field. We want to know whether the median of Q80 differs from 3.

Page 26: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

Click settings

Page 27: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

SPSS Outputs

Page 28: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

Independent sample nonparametric tests identify differences between two or more groups using one or more nonparametric tests. Nonparametric tests do not assume your data follow the normal distribution.

2 Independent samples: grouping variable has two categories.

K Independent samples: grouping variable has more than two (k) categories

Page 29: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

2 Independent samples

Example: we want to know whether there are gender difference on Q30 and Q80

Go to analyze > Nonparametric Test > Legacy Dialogue > 2 Independent Samples

Page 30: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

Another way to run the analysis

Go to Analyze > Non Parametric Tests > Independent Samples

Choose Automatically compare distributions across groups

Page 31: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test
Page 32: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

Click Settings

Page 33: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

We can let SPSS make decision for us.

We also can customize tests Mann-Whitney U for two groups

Kruskal-Wallis 1-way ANOVA for more than two groups

Page 34: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

2 Independent samples

SPSS Outputs

Page 35: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

SPSS Outputs

Page 36: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

K Independent samples (more than two groups)

Example: we want to know whether there are grade (Q3r) difference on Q30 and Q80

Go to analyze > Nonparametric Test > Legacy Dialogue > K Independent Samples

Page 37: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

Another way to analyze data

Page 38: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

K Independent samples: SPSS output

Page 39: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

SPSS Output

Page 40: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

2 Related samples: Wilcoxon signed rank sum test (identify differences between two related fields).

Example: we want to know whether there is a difference between pre and post test scores of drug use (assume Q30 is a pre score and Q41 is a post score)

Go to Analyze > Nonparametric Tests > Legacy Dialogue > 2 Related Samples

Page 41: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

2 Related samples

Page 42: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

2 Related samples : SPSS Outputs

Page 43: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

Another way to analyze data

Go to Analyze > Nonparametric Tests > Related Samples

Page 44: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

Click Settings

Page 45: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

McNemar’s test (2 samples): test for change in binary data.

Cochran’s Q (k samples) can be applied to categorical fields.

Test change for Multinomial data (2 samples): applied to ordinal fields.

Compare median difference to hypothesized (2 samples): applied to continuous fields.

Estimate confidence interval (2 samples): median difference of related samples

Page 46: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

Quantity association (k samples): produces a measure of agreement among judges or raters.

Compare distributions (k samples): applied to continuous fields.

Page 47: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

SPSS Output

Page 48: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

K related samples

Example: we use Q30, Q41, and Q42 as three related fields to test the change.

Page 49: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

From Legacy Dialogue

Page 50: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test
Page 51: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test

SPSS output

Page 52: By Hui Bian Office for Faculty Excellencecore.ecu.edu/ofe/StatisticsResearch/Non-Parametric Tests.pdfBy Hui Bian Office for Faculty Excellence A parametric statistical test is a test