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STT430/530: Nonparametric Statistics

STT430/530: Nonparametric Statistics

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STT430/530: Nonparametric Statistics

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  1. STT430/530:Nonparametric Statistics Chapter 7: Basic Tests for Three or More Samples Dr. Cuixian Chen

  2. Ch7 Basic test for three or more samples. Example 7.1 Given k independent samples from normal distributions all with the same (but usually unknown) variance and means μ1, μ2, . . . , μk. The basic overall significance test is that of H0: μ1 = μ2 = . . . = μk v.s. H1: not all μi are equal. A link for illustration of ANOVA

  3. Ch7 Basic test for three or more samples. Assumptions of ANOVA: • Independence of cases – this is an assumption of the model that simplifies the statistical analysis. • Normality – the distributions of the residuals are normal. • Equality (or "homogeneity") of variances, called homoscedasticity Test statistics of ANOVA : Drawback of ANOVA : the heavy assumptions! How do we drop this assumption and use the same idea? What we have done in the past?

  4. Ch7 BTTMS The Kruskal–Wallis test for three or more samples For Asymptotic p-value H0: μ1 = μ2 = . . . = μk v.s. H1: not all μi are equal.

  5. Ch7 BTTMS-- Kruskal–Wallis test Similar to WMW test, first find the sum of overall ranks for each groups: H0: μ1 = μ2 = . . . = μk v.s. H1: not all μi are equal.

  6. Ch7 BTTMS The Kruskal–Wallis test for three or more samples • Description in R: • Density, distribution function, quantile function and random generation for the chi-squared (chi^2) distribution with df degrees of freedom and optional non-centrality parameter ncp. • Usage dchisq(x, df, ncp = 0, log = FALSE) pchisq(q, df, ncp = 0, lower.tail = TRUE, log.p = FALSE) qchisq(p, df, ncp = 0, lower.tail = TRUE, log.p = FALSE) rchisq(n, df, ncp = 0) P-value=1-pchisq(6.745, 2). x <- c(139, 145, 171) y <- c(151, 163, 188, 197) z <- c(199, 250, 360) boxplot(x,y,z, col=rainbow(3)); kruskal.test(list(x, y, z));

  7. Ch7 BTTMS The Kruskal–Wallis test for three or more samples ## Example 7.1 ## ## More details about calculating Kruskal-Wallis Test x <- c(139, 145, 171) y <- c(151, 163, 188, 197) z <- c(199, 250, 360) nx=length(x); ny=length(y); nz=length(z); N=nx+ny+nz; xr<-rank(c(x,y,z))[1:nx] yr<-rank(c(x,y,z))[(nx+1):(nx+ny)] zr<-rank(c(x,y,z))[(nx+ny+1):N] sk<-(sum(xr))^2/nx+(sum(yr))^2/ny+(sum(zr))^2/nz T<- sk*12/(N*(N+1))-3*(N+1) 1-pchisq(T,2)

  8. Ch7 BTTMS-- Kruskal–Wallis test For N moderate or large, T follows chisq distribution with k-1 degree of freedom. The rational of using T: • If all the samples are from the same population we expect a mixture of small, medium and high ranks in each sample • under the alternative hypothesis high (or low) ranks may dominate in one or more samples, which leads to larger values of T. Toy example: when the ranks of three groups of data are : G1: 1,2; G2: 3,4; G3: 5,6; what is T=4.5713? Toy example 2: when the ranks of the three groups are: G1: 1,6; G2: 3,4; G3: 2,5; what is T=0?

  9. Ch7 BTTMS-- Kruskal–Wallis test 54 H0: μ1 = μ2 = . . . = μk v.s. H1: not all μi are equal.

  10. Ch7 BTTMS in R ## More Example #1 in R x <- c(2.9, 3.0, 2.5, 2.6, 3.2) # normal subjects y <- c(3.8, 2.7, 4.0, 2.4) # with obstructive airway disease z <- c(2.8, 3.4, 3.7, 2.2, 2.0) # with asbestosis boxplot(x,y,z, col=rainbow(3)); kruskal.test(list(x, y, z)); #### detailed calculation of the p-value #### xr<-rank(c(x,y,z))[1:5] yr<-rank(c(x,y,z))[6:9] zr<-rank(c(x,y,z))[10:14] sk<-(sum(xr))^2/5+(sum(yr))^2/4+(sum(zr))^2/5 1-pchisq(sk*12/14/15-45,2) ## More Example #2 in R xa<-c(39, 45, 71) xb<-c( 51, 63, 88, 97) xc<-c( 99 ,150, 260) boxplot(xa,xb,xc, col=rainbow(3)); kruskal.test(list(xa, xb, xc));

  11. Ch7 BTTMS The Kruskal–Wallis test with ties Example 7.2 Use Mid ranks! H0: μ1 = μ2 = . . . = μk v.s. H1: not all μi are equal.

  12. Ch7 BTTMS The Kruskal–Wallis test with ties x<- c(13, 27, 26, 22, 26) y<- c( 43, 35, 47, 32 ,31 ,37 ) z<- c(33, 37, 33, 26, 44, 33, 54 ) boxplot(x,y,z, col=rainbow(3)); kruskal.test(list(x, y, z)); ## More details about calculations ## x<- c(13, 27, 26, 22, 26) y<- c( 43, 35, 47, 32 ,31 ,37 ) z<- c(33, 37, 33, 26, 44, 33, 54 ) boxplot(x,y,z, col=rainbow(3)); kruskal.test(list(x, y, z)); ## Details of calculations ## nx=length(x); ny=length(y); nz=length(z); N=nx+ny+nz; xr<-rank(c(x,y,z))[1:nx] yr<-rank(c(x,y,z))[(nx+1):(nx+ny)] zr<-rank(c(x,y,z))[(nx+ny+1):N] cc=N*(N+1)^2/4; sk<-(sum(xr))^2/nx+(sum(yr))^2/ny+(sum(zr))^2/nz sr=sum(c(xr,yr,zr)^2); T=(N-1)*(sk-cc)/(sr-cc) 1-pchisq(T,2) ## More Example 7.2 N=18; Sr=2104.5 Sk=1882.73; T=9.146

  13. Ch7 BTTMS The Kruskal–Wallis test with ties Use Mid ranks! H0: μ1 = μ2 = . . . = μk v.s. H1: not all μi are equal.

  14. Ch7 BTTMS The Jonckheere—Terpstra test If there are differences, is there a monotone pattern among the group averages? we may want to test hypotheses about means or medians, θi, of the form H0: all θi are equal vs. H1: θ1 ≤ θ2≤ θ3 ≤ . . . ≤ θk or H1: θ1≥ θ2 ≥ θ3≥. . . ≥ θk Example 7.3

  15. Ch7 BTTMS The Jonckheere—Terpstra test Example 7.3 For testing H0: all θi are equal vs. H1: θ1 ≤ θ2≤ θ3 ≤ . . . ≤ θk Calculate U and Uij, for the pair of the ith and jth samples with i<j, where For example, U12 is the sum of the number of sample 2 values that exceeds each sample 1 value.

  16. Ch7 BTTMS The Jonckheere—Terpstra test Why U? When there is no pattern, what we would expect for U? Example 7.3

  17. Ch7 BTTMS The Jonckheere—Terpstra test Extra Example 1 for Jonckheere—Terpstra test Use the Jonckheere—Terpstra test to assess the evidence for a tendency for house princes to increase as to Village A, B and C.

  18. Review: Ch6 ---Median Test, also called Fisher Exact Test For two samples: Overall Median M=1.1 ml/min In R: to find P*=Pr(X=1|X+Y=14)=choose(7,1)*choose(21,13)/choose(28,14). It looks like a Hyper-geometric prob…

  19. Ch7 BTTMS The median test for several samples H0: μ1 = μ2 = . . . = μk v.s. H1: not all μi are equal. For several samples: Let M=overall median for all observations. Note: ai+bi=ni Assuming sample values that equal to M have already been dropped. Now we have k*2 contingence table, with k rows and 2 columns.

  20. Ch7 BTTMS The median test for several samples Example 7.4 Overall Median M=19.5 minutes H0: μ1 = μ2 = . . . = μk v.s. H1: not all μi are equal. ## Example 7.4 ## P*=choose(4,4)*choose(7,2)*choose(5,2)*choose(4,3)*choose(2,2)*choose(6,1)/choose(28,14) =0.0001256338

  21. Ch7 BTTMS The median test for several samples Unlike Median test for 2*2 table, for k*2 table, it requires a computer program or some suitable approximation to get exact p-value. Be smart!!!!! Draw a table with expected values, and observed values above/below M. Or say,

  22. Ch7 BTTMS The median test for several samples Or say, Example 7.5: write out test statistic T. ## Example 7.5 ## x=c(4, 2, 2, 3, 2, 1) y=c(0, 5, 3, 1, 0, 5) E=(x+y)/2 T=sum(c((x-E)^2/E, (y-E)^2/E)) 1-pchisq(T, 5)

  23. Ch7 BTTMS The median test for several samples Extra Example 1 for Median test: Median test Be smart!!!!! Draw a table with expected values, and observed values above/below M. Or say,

  24. Ch7 BTTMS The median test for several samples Extra Example 2 for Median test: Be smart!!!!! Draw a table with expected values, and observed values above/below M. Or say,

  25. Ch7.3: nonparametric random block experiments analysis The type of problems that we have considered so far is called one way analysis of variance, in which we have one variable that associates with the outcome. Next, we are considering: The Randomized Block Design (RBD) • Divide the group of experimental units into n homogeneous groups of size t. • These homogeneous groups are called blocks. • The treatments are then randomly assigned to the experimental units in each block - one treatment to a unit in each block. Survival Men Women

  26. Ch7.3: nonparametric random block experiments analysis Extra Example for random block design (RBD): The following experiment is interested in comparing the effect four different chemicals (A, B, C and D) in producing water resistance (y) in textiles. • A strip of material, randomly selected from each bolt, is cut into four pieces (samples). The pieces are randomly assigned to receive one of the four chemical treatments. • This process is replicated three times producing a Randomized Block Design (RBD) . • Moisture resistance (y) were measured for each of the samples. (Low readings indicate low moisture penetration). The data is given in the diagram and table on the next slide.

  27. Ch7 BTTMS nonparametric random block experiments analysis n=3 blocks, and t=4 treatments. Diagram: Blocks (Bolt Samples) Blocks (Bolt Samples) Chemical Block1 Block2 Block3 Treat A 10.1 12.2 11.9 Treat B 11.4 12.9 12.7 Treat C 9.9 12.3 11.4 Treat D 12.1 13.4 12.9

  28. Ch7 BTTMS nonparametric random block experiments analysis Comparison of randomized block design and one way ANOVA

  29. Ch7 BTTMS RBD, Friedman Test without ties b=3 blocks, and t=4 treatments. • Suppose that in a study in each block t subjects are treated • Let xij denote the measurement of subject receiving the i-th treatment in the j-th block, where i=1..t, and j=1,..,b. • Let rij denote the rank of the i-th treatment within the j-th block. H0: μ1 = μ2 = . . . = μt v.s. H1: not all μi are equal. Q: what kind of T should we reject H0?

  30. Ch7 BTTMS RBD, Friedman Test without ties Q: why rank within each block? H0: μ1 = μ2 = . . . = μt v.s. H1: not all μi are equal. chem.a<-c(10.1, 12.2, 11.9); chem.b<-c(11.4,12.9,12.7); chem.c<-c(9.9,12.3,11.4); chem.d<-c(12.1,13.4,12.9); chem<-cbind(chem.a,chem.b,chem.c,chem.d); friedman.test(chem)

  31. Ch7 BTTMS RBD, Friedman Test without ties Example 7.6 • Let rij denote the rank of the i-th treatment within the j-th block. b=? blocks, and t=? treatments.

  32. Ch7 BTTMS RBD, Friedman Test without ties ## R codes for Example 7.6 r=matrix(c(1,3,2,2,3,1,1,3,2,1,3,2,1,3,2,2,3,1,2,3,1),ncol=3,byrow=TRUE) z=colSums(r) b=7 t=3 T=12*sum(z^2)/(b*t*(t+1))-3*b*(t+1) 1-pchisq(T,(t-1))

  33. Ch7 BTTMS RBD, without ties, compare the test statistics that we used

  34. Ch 7 BTTMS RBD, Friedman Test with ties (use mid-rank) Example 7.7 • Let rij denote the rank of the i-th treatment within the j-th block.

  35. Ch7 BTTMS RBD, Friedman Test with ties b=? blocks, and t=? treatments. KW: 7.6, 7.13 JT:7.6, 7.15 Median:7.6 Friedman: 7.12, 7.7(ties)

  36. Ch7 BTTMS RBD, Friedman Test with ties b=? blocks, and t=? treatments. Control<-c(60, 62, 61, 60) Gibberellic<-c(65, 65, 68, 65) Kinetin<-c(63, 61, 61, 60) Indole<-c(64, 67, 63, 61) Adenine<-c(62, 65, 62, 64) Maelic<-c(61, 62, 62, 65) flower<-cbind(Control, Gibberellic,Kinetin,Indole,Adenine,Maelic); friedman.test(flower) KW: 7.6, 7.13 JT:7.6, 7.15 Median:7.6 Friedman: 7.12, 7.7(ties)

  37. Review STT215: Chap3.1 Design Of Experiments(Outline of a randomized designs) Completely randomized experimental designs: Individuals are randomly assigned to groups, then the groups are randomly assigned to treatments.

  38. Review STT215: Example 3.13, page 179 What are the effects of repeated exposure to an advertising message (digital camera)? The answer may depend on the length of the ad and on how often it is repeated. Outline the design of this experiment with the following information. • Subjects: 150 Undergraduate students. • Two Factors: length of the commercial (30 seconds and 90 seconds – 2 levels) and repeat times (1, 3, or 5 times – 3 levels) • Response variables: their recall of the ad, their attitude toward the camera, and their intention to purchase it. (see page 187 for the diagram.) HWQ: 3.18, 3.30(b),3.32

  39. Review STT215: 3.1 Design Of Experiments (Block designs) In a block,orstratified, design, subjects are divided into groups, or blocks, prior to experiments to test hypotheses about differences between the groups. The blocking, or stratification, here is by gender (blocking factor). This example gives Randomized Block Design (RBD) EX3.19 Ex: 3.17 (p182), 3.18 HWQ: 3.47(a,b), 3.126.

  40. The most closely matched pair studies use identical twins. Review STT215: 3.1 Design Of Experiments (Matched pairs designs) Matched pairs: Choose pairs of subjects that are closely matched—e.g., same sex, height, weight, age, and race. Within each pair, randomly assign who will receive which treatment. It is also possible to just use a single person, and give the two treatments to this person over time in random order. In this case, the “matched pair” is just the same person at different points in time. HWQ 3.120

  41. Basic One Way ANOVA Concepts Within- vs. Between-Group Variation Suppose 12 recent college graduates are assigned to three groups: 4 subjects to an exercise group (I), 4 subjects to a drug treatment group (II), and 4 subjects to a control group (III). Ages, pulse rates, diastolic blood pressures, and triglyceride measurements are taken after 8 weeks in the study, with the following results:

  42. Basic One Way ANOVA Concepts Within- vs. Between-Group Variation Suppose 12 recent college graduates are assigned to three groups: 4 subjects to an exercise group (I), 4 subjects to a drug treatment group (II), and 4 subjects to a control group (III). Ages, pulse rates, diastolic blood pressures, and triglyceride measurements are taken after 8 weeks in the study, with the following results:

  43. Basic One Way ANOVA Concepts Within- vs. Between-Group Variation For the triglyceride results, there might not be a real difference that can be attributed to the groups, but you need an analytic method to determine this. The ANOVA methods are used for exactly this purpose, i.e., to analyze the variability among groups relative to the variability within groups to determine if differences among groups are meaningful or significant. An ANOVA is conducted using F-tests that are constructed from the ratio of between-group to within-group variance estimates. Under the hypothesis of nogroup effect, the variation among groups is just another measure of patient-to-patient variability, so their ratio should be about 1. Assumptions for these F-tests usually entail independent samples from normally distributed populations with equal variances.

  44. Basic One Way ANOVA Concepts Within- vs. Between-Group Variation The one-way ANOVA has one main effect or grouping factor with two or more levels. In analyzing clinical trials, the main effect will often be a treatment effect. The levels of the factor Treatment might be ‘low dose’, ‘middle dose’, ‘high dose’, and ‘placebo’. The two-way ANOVA has two main effects, usually a grouping or treatment factor and a blocking factor (such as Gender, Study Center, Diagnosis Group, etc.). The two-way ANOVA is one of the most commonly used analyses for multi-center clinical studies, usually with Treatment (or Dose group) and Study Center as the two main effects. In most types of ANOVA used in clinical trials, the primary question the researcher wants to answer is whether there are any differences among the group population means based on the sample data. The null hypothesis to be tested is ‘there is no Group effect’ or, equivalently, ‘the mean responses are the same for all groups’. The alternative hypothesis is that ‘the Group effect is important’ or, equivalently, ‘the Group means differ for at least one pair of groups’.