WEBVTT Kind: captions; language: en-us

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In this video we will talk about nonparametric tests, we're not going to talk about all nonparametric 

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tests there are very many of them, and many different variants in formulations. We will only talk 

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about two, the simplest ones that can be used as substitutes for T tests. What are nonparametric tests ?

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Why do you use the word nonparametric ? Because these tests do not depend on parametric 

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assumption, so assumptions about parameters in the populations that we are sampling. So these are tests 

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that then can be used when the assumptions for the parametric tests do not hold. 

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For example the most frequently encountered situation is when the assumption of normality is 

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violated. Normality is a prerequisite for running t-tests, and so when our samples are not normally 

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distributed that is when we obtain a significant result on the Shapiro Wilkes test, then we cannot 

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use the t-test and have to resort to a nonparametric test instead. 

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These nonparametric tests that we will talk about concern differences between two groups, just like 

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the t-test. The dependent variable must be measured on at least an ordinal scale, but since we usually 

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use these as replacement for the t-test the most frequently encountered situation is that the 

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dependent variable is actually a quantitative variable, a numeric variable in other words, 

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therefore at least on an interval scale. However the nonparametric tests work with ordinal scale 

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dependent variables anyway. 

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The independent variable, like for the t-test, must be a categorical or quantitative variable with 

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just two levels, that is our independent variable is it to group split. 

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These tests do not test a hypothesis about means because there aren't any means, means require assumptions

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and we want to use these tests when assumptions do not hold instead, these nonparametric 

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tests test the hypothesis that the two groups are sampled from different distributions. With no 

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reference to population parameters such as means. 

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And there are variants for independent samples and for paired samples, we will only see the simplest 

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of those and indeed in their simplest possible formulation. You may see different variants in books 

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or online. 

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To understand nonparametric tests the important concept we need to remember is rank. 

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Because nonparametric tests generally work by replacing the actual measured values with ranks. What 

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is a rank? A rank is the position of a value in a sorted list. 

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So the smallest value gets a rank of 1 and the largest gets a rank of n, where n is how many values 

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you have. 

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Equal values lead to average ranks, so they remain equal but they're still ranks. let's see an 

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example of how this can work. Imagine we have collected these data so there are six values, perhaps these 

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are some sort of test scores- 

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The first thing we do is to sort them 

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in ascending order so the first one is the smallest, the last one is the largest. 

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And then we use this order to replace each value with the corresponding rank, so the smallest value 

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50 is replaced with the number one. 

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The next largest is 53 and 53 and these are replaced with the next two ranks two and three, 

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and still one up to the largest the sixth value which obtains the value the rank 6. So our ranks 

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range from 1 to the number of values that we have. 

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However these two values are equal, therefore their ranks are averaged and instead of one having the 

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value of 2 and the other having the value of 3 they both take the value of 2.5 which is the average 

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of two and three. 

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What this does is that you start with a quantitative variable in which distances are important and 

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you end up with a variable in terms of ranks, which essentially functions as an ordinal scale. 

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Differences are no longer important here differences, I mean differences between the original values. 

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So even if this had been five instead of 50, so a crazy outlier, it will still be just one here. If 

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this weren't 66 but 600 it would still be ranked number 6. So the relative distances of these values 

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are irrelevant, 

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and they become treated as an ordinal scale measurement by this rank transformation. This ignores any 

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distortions that may have been introduced in the data by outliers, and it also ignores any deviations 

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from any distribution such as the normal distribution, these issues are no longer relevant. We just 

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get ranks up to the number of data points, therefore the only thing that matters 

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from the original data set is the relative position of each measurement. 

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Let's see how that works in actual analysis. The first example will concern independent samples and 

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we're going to use the familiar situation with vocabulary scores for 15 boys and 15 girls, so these 

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are actual vocabulary raw scores from a receptive vocabulary test, and these are the values for the 

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boys in blue and the values for the girls in purple. 

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To run a nonparametric tests on these two groups and test whether the two groups come from different 

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distributions we first need to convert them to ranks. We do not convert them to ranks by group, 

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instead we rank them with the two groups considered together. This is how this works; the smallest of 

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all of these values is 47

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so this one becomes rank 1. The next largest is 50 and this gets the rank of 2, next is 51 which 

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gets a rank of three, next is 52 which is actually in the other group it doesn't matter there's two 52s 

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so 4 and 5 would go here, but since they're equal they both become 4.5, so the average 

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age of four and five. 

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The next rank rank 6 would go to the next largest value which is 53, but there are actually two fifty 

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threes, so six and seven and both of these get a rank of 6.5, the average of 6 and 7. And so on 

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up to the top rank of 30 which is taken by the largest value of 91, the important thing here is that 

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ranking is done with the two groups considered together. 

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But the values the ranks are still separated by group, 

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so what we can do next is to add up the ranks for one group. So add all these up the sum of these 

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numbers is 274 

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and then we subtract from this number, this Factor here, so this is the sample size for this group so 

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the number of boys times the number of boys plus one 

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divided by 2 

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and this results in 154. 

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Treffsikkerhet: 91% (HØY)

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Alternatively we could have done this for the girls group, in which case we would have gotten a sum 

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of 191 subtracting this factor for the sample size of the girls, and we would get 71. These numbers 

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are mann-whitney U, this is the U statistic. 

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And it doesn't matter which group will work with because one can be derived from the other. Now what 

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does this number mean, what is this 154? This seems a little arbitrary and a little complicated 

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because of the extra Factor you subtract, but this value actually has a very straightforward meaning. 

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You can obtain this value by counting how many times a boy score exceeds a girl score, so if you 

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compare this score with all girls scores 

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you will see that it exceeds this value, so 52 is greater than 47, is greater than 51 

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and it's greater than 50. 

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So this exceeds three girl values, 

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the same is true of this one. 

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How many values does this one exceed, so how many girl values are less than 60, this is less than 60 

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this is less than 60, so two. This is less than 60 so three, this is less than sixty so four, five, six, 

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seven. So it exceeds seven values and is equal to 1, so it gets seven-and-a-half, equality's get half 

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the point. And then you do this for every value and the total number of times 

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each of these values exceeds one of these plus half of the times there are equality's is 154, 154 is 

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therefore the number of times a boy value exceeds a girl value, and 71 is the number of times a girl 

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value exceeds a boy value. And these are both corrected for equalities and now you understand why 

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these two numbers are related and you can derive one from the other. 

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Because they cannot be independent, if a value is not exceeded or equal then it must be greater so it 

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doesn't matter which one of the two you compute. What is this number mean, how can it be evaluated 

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statistically? Clearly if one group has values that are greater than the values in the other group 

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then this is going to be a large number, because it would exceed the other group very often. 

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And this will be a small number because it will be often exceeded. In contrast if the two groups 

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have about the same values then they will not exceed each other very often, and they will exceed each 

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other about equally often, so this is going to be smaller, this is going to be larger and they're 

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going to be closer to one another if the groups do not differ. 

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What we need to do to evaluate probabilistically these numbers is to obtain the sampling 

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distribution of U. 

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Of course there are formulas to do that mathematically and the statistics programs do that for us, 

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but the most straightforward way conceptually is to obtain a sampling distribution by randomly 

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sampling from groups that aren't different and then calculating U for those groups. Let us try 

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100,000 random shuffles of these 30 scores which amounts to random 

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ranking essentially and this is the sampling distribution of U for two groups of 15. 

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Treffsikkerhet: 79% (HØY)

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These are U values calculated for sets of two groups, independent groups, that have 15 values each 

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and are randomly ranked so they're not related. This is the null distribution for U for these group 

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sizes. As you can see the values 154 and 71 

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Treffsikkerhet: 71% (MEDIUM)

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lie symmetrically around the center of this distribution, of course because they are related. 

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When one sample exceeds the other more, the other sample will exceed less, so these move in tandem 

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outwards or inwards. And it turns out that on this sampling distribution there are about 4.4 

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of values that are higher than 154, and 4.4 percent approximately that a 71 or lower, 

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and so in total the probability that a U value would be as observed or more extreme with groups 

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of the size is approximately 0.088. 

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So that's how you use a sampling distribution to locate the observed value and count the frequency 

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of occurrence of this or more extreme values, which is what the P value means. How frequently The 

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observed or more extreme indices will be obtained by random sampling, this P value does not allow us 

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to reject the null hypothesis, which was that the two groups did not differ 

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in vocabulary. Therefore we cannot conclude that boys and girls have different vocabulary scores at 

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this age we, conclude that there is no difference in vocabulary by sex, or that the variable sex and 

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vocabulary are not associated. Let us now turn to a second example, this time with paired samples. We 

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will use our familiar situation with the 20 children that were 

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administered an intervention 

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when tested before and after the intervention, and we asked if there is a difference between the 

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before and after scores. Sow can this be approached nonparametricly, so not with a paired samples T 

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Test, but with a nonparametric test for paired samples. Again we will begin 

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with the before-and-after scores, so each child here is a row and the second set of 10 children is 

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here and for each child we calculate the difference, what I've done here is I have separated the 

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absolute difference from its sign. So whenever the difference is positive that is whenever the after 

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score exceeds the before score, that's a positive difference 4 minus 3 is 1. 

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So this would be a plus, I don't write anything for a plus, but when this is less, the after score is 

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less than that before score that is a negative difference. So it's a difference of 2 in absolute 

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terms and I enter the negative sign here. I'm going to use it but first I need the absolute value, so 

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how big this difference is. The next step is to rank the 

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differences without signs, so rank the absolute differences. First of all we throw out all the 0 

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differences, 0 differences do not contribute to a difference between groups. In fact if all the pairs 

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would be equal before and after there would be no difference to talk about, well then we wouldn't even 

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need to run a test. So zero differences don't count, they're thrown out, and then we rank the rest of 

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the absolute

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differences. There are actually nine instances of a difference of an absolute difference equal to 

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1 in this case. So nine times nine children had an after score that was one scaled Point higher than 

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their before score. These nine instances of one all receive the average rank, so the average the mean 

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of 1 through 9 is 5, so 

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all of these receive a rank of 5. 

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Treffsikkerhet: 80% (HØY)

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Enter up to rank 9 so the next rank should be 10, the 10th value and two more values are equal to 2, 

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so there are three occurrences of an absolute difference of two points and note that this doesn't 

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count we're only considering the absolute values. So we have three instances of 2-point difference 

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Treffsikkerhet: 74% (MEDIUM)

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ranks 10 through 12 are replaced by their mean of 11 

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Treffsikkerhet: 89% (HØY)

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and we're up to rank 12 

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Treffsikkerhet: 91% (HØY)

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so rank 13 and 14 concern to kids with a 3-point difference and since these are equal they both 

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receive the average rank of 13.5. So these are our ranks 

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Treffsikkerhet: 91% (HØY)

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of the absolute differences 

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Treffsikkerhet: 91% (HØY)

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corresponding to ranks from 1 to 14, there are 14 nonzero differences here. And there is a minus here 

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there could have been more in other situations, all we need to do now is take these signs, apply them to 

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the ranks 

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Treffsikkerhet: 88% (HØY)

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so all of these ranks will be positive 

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Treffsikkerhet: 91% (HØY)

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reflecting the fact that these were positive differences. This rank will be negative, so this will 

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become minus 11, so take on this sign. 

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Treffsikkerhet: 86% (HØY)

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And then we just add them up with their signs, and it turns out the sum of all of these is 83 and 

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this is the simplest variant for what is called Wilcoxons W statistic, there are other variants but 

00:20:07.900 --> 00:20:15.550
this is the simplest one. So our Wilcoxons W is equal to 83, 

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Treffsikkerhet: 91% (HØY)

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and then to evaluate that probabilistically we need to consider the sampling distribution. 

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Treffsikkerhet: 84% (HØY)

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And the sampling distribution of w, for 14 nonzero differences remember we threw out the six zeros, so 

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14 nonzero differences randomly sampled can result in this distribution of W statistics. This was a 

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simulation with 100,000 samples, simulated samples, randomly drawn to have no difference. 

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Treffsikkerhet: 90% (HØY)

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As you see this distribution is symmetric around zero, because depending on which sample you consider 

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to be first and which you consider to be second. In other words depending on the order in which you 

00:21:09.500 --> 00:21:18.100
subtract them you may end up with positive or negative differences, and since you take on the signs 

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of the differences into the ranks after you rank the absolute differences 

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Treffsikkerhet: 70% (MEDIUM)

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The same amount of difference between the groups could be either a positive or an equal 

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negative number depending on the order of the subtraction, so this ends up being symmetric and our 

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value of W for 83 which is there, is out at the Tails of the distribution. So 83 on the one side minus 83 on 

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the other side and values of 83 or 

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Treffsikkerhet: 81% (HØY)

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farther away from zero on either side add up to almost 0.008. So they're approximately 0.4 percent on 

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each side with this or a larger sum of sign ranks. 

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Treffsikkerhet: 79% (HØY)

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This means that we can reject the null hypothesis that the before and after scores come from the 

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same distribution and we can conclude that there is a statistically significant difference between 

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the before and after scores. Not between their means, between their distribution because this is a 

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nonparametric test. 

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Treffsikkerhet: 73% (MEDIUM)

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In sum 

NOTE
Treffsikkerhet: 82% (HØY)

00:22:38.400 --> 00:22:44.800
we use rank based test when normality is violated. 

NOTE
Treffsikkerhet: 90% (HØY)

00:22:44.800 --> 00:22:52.600
When we have two independent samples and cannot run an independent samples t-test because of the 

00:22:52.600 --> 00:22:59.800
violation of the normality assumption, we then run a what is called the mann-whitney rank-sum test, 

00:22:59.800 --> 00:23:09.300
which is the first one that we showed here, which provides an index named U this is statistic U 

00:23:09.300 --> 00:23:14.800
which is equal to the count of times values in 

NOTE
Treffsikkerhet: 73% (MEDIUM)

00:23:14.800 --> 00:23:17.750
one group exceed values in the other group, 

NOTE
Treffsikkerhet: 69% (MEDIUM)

00:23:17.750 --> 00:23:25.100
and we can obtain a P value based on its sampling distribution accordingly. When we have paired 

00:23:25.100 --> 00:23:32.400
samples and cannot use a paired samples t-test because the normality assumption is violated then we 

00:23:32.400 --> 00:23:39.300
use what is called a wilcoxons signed rank test, the simplest variant of which I showed you in the 

00:23:39.300 --> 00:23:48.000
example with the Intervention, which provides a W statistic which is equal to the sum of the 

NOTE
Treffsikkerhet: 86% (HØY)

00:23:48.000 --> 00:23:51.700
sign ranks of the absolute differences, 

NOTE
Treffsikkerhet: 82% (HØY)

00:23:51.700 --> 00:24:00.750
and can look up a p-value on its sampling distribution for the corresponding effective sample size. 

00:24:00.750 --> 00:24:04.700
That is after discarding zero differences. 

NOTE
Treffsikkerhet: 88% (HØY)

00:24:04.700 --> 00:24:13.600
Both of these tests test the hypothesis that the two samples or the two groups come from different 

00:24:13.600 --> 00:24:22.600
distributions, and we know we have to use one of these when our test of normality is violated, that is 

00:24:22.600 --> 00:24:27.600
when we get a statistically significant Shapiro Wilks test. 