Handbook of PARAMETRIC and NONPARAMETRIC STATISTICAL PROCEDURES SECOND EDITIONHandbook of PARAMETRIC and NONPARAMETRIC STATISTICAL PROCEDURES SECOND EDITION David JSheskin Western Connecticut Sate University CHAPMAN & HALLICRC Boca Raton London New York Washington, D.C. :Library of Congress Cataloging-in-Publication Data Shei, Davi. anbook of parametric and nonparametric tats procedures by David J Sheskin=2od pcm, Includes bibliographical references sod index. ISBN 158488-132-X (alk. pape) |. Mathematical satisics-Handbooks, manuals, et, 1 Tile: Parametric and aonparametic stata procedure, 1, Tile QA27025 $54 2000 519.5—de21 sposior ce ‘This book conains information obtained fom authentic and highly regarded soures. Reprinted materiale quoted with, permission and sources ae inicte. A wide vray of reference re isted. Reason efforts have boo mado pblish reiale data and infomation, but the author andthe publisher eannot assure responsibility foe the ality ofall materials or forthe consequences oftheir use. Neither this book por any part may be reproduced or transmit in any form or by any means, electronic or mechanical, including photocopying, mirofhning, and recording, or by any infomation storage or retrieval system, without prior permission in writing trom the publisher. ‘The consent of CRC Press LLC doesnot extend to coping for general dsetution, for promotion, for creating new works, ‘oF for resle. Specific permission rust be obtained in writing, fram CRC Press LLC foe such copying Direc all inquiries o CRC Press1LC, 2000 NW, Cosporate Bd, Bess Rao, rida 33431, ‘Trademark Notice: Product or corporate names may be trademarks or registered trademarks, and are used only for identication and explanation, without tent to infin. Visit the CRC Press Web site at www.crepress.com. (© 2000 by Chapman &HalVCRC No claim o original U.S. Government works Inerational Standard Book Number -S888-133.X Liteary of Congress Card Number 99051977 Printed in the United States of America 345.678 90 Printed on acid fre paperPreface Like the first edition, the second edition of the Handbook of Parametric and Nonparametric Latistical Procedures is designed to provide researchers, eachers, and students with a compre- hensive reference book in the areas of parametric andl nonparametric statistics. The addition of| 4 large amount of new material (250 pages) makes the Handbook unparalleled in terms of its coverage of material in the field of statistics. Rather than being directed ata limited audience, the Handbook is intended for individuals who are involved in a broad spectrum of academic disciplines encompassing the fields of mathematics/statistis, the social and biological sciences, business, and education. My philosophy in writing both this and the previous edition was to create a reference book on parametric and nonparametric statistical procedures that I (as well as colleagues and students I have spoken with over the years) have always wanted, yet could never find, To be more specific, my primary goal was to produce a comprehensive reference book on mnivariate and bivariate statistical procedures which covers a scope of material that extends far beyond that which is covered in any single available source. It was essential that the book be applications oriented, yet a the same time tha it address relevant theoretical and practical issues which are of concer (o the sophisticated researcher, In addition, | wanted {0 write a book that is accessible to people who have a limited knowledge of statisties, as well as those who are well versed in the subject, Telieve T have achieved these goals, and on the basis ofthis I believe that the Handbook of Parametric and Nonparametric Statistical Procedures will continue to serve as.an invaluable resource for people in multiple academic disciplines who conduct research, ‘are involved in teaching, or are presently inthe process of learning statistics, am not aware of any applications-oriented book that provides in-depth coverage of as ‘many statistical procedures as the number that are covered in the Handbook of Parametric and Nonparametric Statistical Procedures, Inspection of the Table of Contents and Index should ‘confirm the seope of material covered in the book. A unique feature of the Handbook, which istinguishes it from other reference books on statistics, is that it provides the reader with a practical guide that emphasizes application over theory. Although the book will be of practical value to statistically sophisticated individuals who are involved in research, itis also accessible tothose who lack the theoretical and/or mathematical background required for understanding the ‘material documented in more conventional statistics reference books. Sinee a major goal of the Book is 10 serve as a practical guide, emphasis is placed on decision making with respect to which testis most appropriate to employ in evaluating a specific design, Within the frame- work of being user-friendly, clear computational guidelines, accompanied by casy-to-understand examples, are provided forall procedures. One should not, however, get the impression that the Handbook of Parametric and Non- Parametric Statistical Procedures is little more than a cookbook. In point of fact, the design Of the Handbook is such that within the framework of each of the statistical procedures which are covered, in addition tothe basic guidelines for decision making and computation, substantial in-depth discussion is devoted to a broad spectrum of practical and theoretical issues, many of Which are not discussed in conventional statistics books. Inclusion of the later material ensures that the Handbook will serve as an invaluable resource for those who are sophisticated as well as unsophisticated in statist In onder to facilitate its usage, most of the procedures contained in the Handbook are ‘organized within a standardized format, Specifically, for most of the procedures the following, information is provided:1 Hypothesis evaluated with test and relevant background information ‘The first part. Of this section provides a general statement of the hypothesis evaluated with the test. This is followed by relevant background information on the test such as the following: a) Information regarding the experimental design for which the testis appropriate; b) Any assumptions under~ lying the test which, if violated, would compromise its reliability; and ¢) General information on other statistical procedures that are related to the test. IL. Example ‘This section presents a description of an experiment, with an accompanying, data set (or in some instances two experiments utilizing the same data se), for which the test will ‘be employed. Alll examples employ small sample sizes, as well as integer data consisting of ‘small numbers, in order to facilitate the reader's ability to follow the computational procedures to be described in Section IV. IIL. Null versus alternative hypotheses This section contains both asymbolicand verbal description of the statistical hypotheses evaluated with the test (ce, the null hypothesis versus the alternative hypothesis). [talso states the form the data will assume when the null hypothesis is supported, as opposed 1 when one or more of the possible alternative hypotheses are supported, IV. Test computations This section contains a step-by-step description of the procedure for computing the test statistic. The computational guidelines are clearly outlined in reference to the data for the example(s) presented in Section IL '. Interpretation of the test results This section describes the protocol for evaluating the ‘computed test statistic. Specifically: a) It provides clear guidelines for employing the appropriate table of critical values to analyze the test statistic; b) Guidelines are provided delineating the relationship between the tabled critical values and when a researcher should retain the null hypothesis, as opposed to when the researcher can conclude that one or more of the possible alternative hypotheses are supported; ¢) The computed test statistic is interpreted in reference to the ‘example(s) presented in Section II; and d) In instances where a parametric and nonparametric test. ‘can be used to evaluate the same set of data, the results obtained using both procedures are ‘compared with one another, and the relative power of both tests is discussed in this section andlor in Section VI. VI. Additional analytical procedures for the test and/or related tests. Since many of the tests described in the Handbook have additional analytical procedures associated with them, such ‘procedures are described in this section. Many ofthese procedures are commonly employed (such a8 comparisons conducted following an analysis of variance), while others are used and/or discussed less frequently (such as the tie correction employed for the large sample normal approximation of many nonparametric test statistics). Many of the analytical procedures covered in Section VI are not discussed (or if so, only discussed briefly) in other books, ‘Some repre- sentative topics which are covered in Section VI are planned versus unplanned comparison procedures, measures of association for inferential statistical tests, computation of confidence intervals, and computation of power. In addition to the aforementioned material, for many of the tests there is additional discussion of other statistical procedures that are directly related to the test inder discussion, In instances where two or more tests produce equivalent results, examples are provided which clearly demonstrate the equivalency of the proceduees, VIL. Additional discussion of the test Section VIT discusses theoretical concepts and issues, as well as practical and procedural issves that are relevant 10 a specific fest. In some instances where a subject is accorded brief coverage in the initial material presented on the test, the reader is alerted to the fact that the subject is discussed in greater depth in Section VII. Many ofthe issues discussed in this section are topies that are generally not covered in other books, orif they are, they are only discussed briefly. Among the topics covered in Section VIT is additional 2 2, The analysis of standardized residuals 3. Computation of a confidence interval for the chi-square goodness-of-fit test 4, Brief discussion ofthe z test for a population proportion ‘(Test 9a) and the single-sample test forthe median (Test 90) 5. The comeetion for continuity for the chi-square goodiness-oF fit test 6. Application of the chi-square goodness-of-fit test for assessing Roodness-of-fit for a theoretical population distribution 7. Sources for computing ofthe power of the chi-square Roodiness-oF fit test (© 200 Cpa MERE8, Heterogeneity chi-square analysis VIL. Additional Discussion of the Chi-Square Goodness-of-Fit Test 1. Directionality of the chi-square goodness-of-fit test 2. Additional goodness-of-fit tests ‘VIIL. Additional Examples Mlustrating the Use of the Chi-Square Goodness of-Fit Test ‘Test 9, The Binomial Sign Test for a Single Sample |. Hypothesis Evaluated with Test and Relevant Background Information IL Examples IIL, Null versus Alternative Hypotheses IV. Test Computations, 'V. Interpretation of the Test Results ‘VI. Additional Analytical Procedures for the Binomial Sign Test for a Single Sample and/or Related Tests 1. Test 9a: ‘The test for a population proportion (with discussion of| correction for continuity; computation of a confidence imterval, ‘extension of the z test for a population proportion 10 evaluate the performance of m subjects on n trials on a binomially distributed variable) 2. Test 9b: The single-sample test for the median. 3. Computing the power ofthe binomial sign test for single sample ‘VIL. Additional Discussion of the Binomial Sign Test for a Single Sample 1. Evaluating goodness-of-fit fora binomial distribution ‘VIIL. Additional Example Ilustrating the Use of the Binomial Sign Test for ‘a Single Sample IX, Addendum Discussion of additional discrete probability distributions 1. Multinomial distribution 2, Negative binomial distribution 3. Hypergeometic distribution 4, Poisson distribution (and evaluating goodness-of-fit for a Poisson dlistribation) 5. Matching distribution ‘Test 10, The Single-Sample Runs Test (and Other Tests of Randomness) 1. Hypothesis Evaluated with Test and Relevant Background Information Ul, Example AIL Nall versus Altemative Hypotheses IV. Test Computations, 'V. Interpretation of the Test Results ‘VI. Additional Analytical Procedures for the Single-Sample Runs Test andlor Related Tests 1 The normal approximation of the single-sample runs test for large sample sizes 2. The correction for continuity for the normal approximation of the single-sample runs test (© 200 Cpa MERE3. Extension ofthe runs test to data with more than two categories 4, Test 10a The runs test for serial randomness ‘VIL. Additional Discussion ofthe Single-Sample Runs Test 1. Additional discussion of the concept of randomness ‘VIL. Additional Examples Ilustrating the Use of the Single-Sample Runs Test IX, Addendum 1. The generation of pseudorandom numbers (The midsquare method: the midproduct method; the linear congruential method) 2. Altemative tests of randomness (Test 106: The frequency ‘test; Test 10¢: The gap test; Test 10d: The poker test; Test We: The maximum test; Test 10f: The mean square successive difference test; Additional tests of randomness Autocorrelation; The coupon collector's test; The serial tests ‘The & square test of random numbers; Tests of tend ‘analysistime series analysis)) Inferential Statistical Tests Employed with Two Independent ‘Samples (and Related Measures of Association/Correlation) ‘Test 11, The ¢ Test for Two Independent Samples |. Hypothesis Evaluated with Test and Relevant Background Information TL. Example TL, Null versus Alternative Hypotheses IV. Test Computations, 'V. Interpretation of the Test Results ‘VI. Additional Analytical Procedures for the ¢ Test for Two Independent ‘Samples and/or Related Tests 1. The equation forthe test for two independent samples when A value for a difference other than zero is stated in the null “hypothesis: 2, Test La: Hartley's Fa, test for homogeneity of variance/ F test for two population variances: Evaluation of the homogeneity of variance assumption of the f test for two independent samples 3. Computation of the power ofthe test for two independent samples and ‘the application of Test 11h: Cohen’s d index 4, Measure of magnitude of twatment effect for the ¢ test for two independent samples: Omega squared (Test 11e) 5. Computation of a confidence interval for the test for two ‘independent samples 6, Test 11d: The test for two independent samples ‘VIL. Additional Discussion of the 1 Test for Two Independent Samples. 1. Unequal sample sizes 2, Robustness ofthe r test for two independent samples (© 200 Cpa MERE3. Outliers (Test Te: Procedures for identifying outliers) and data transformation 4, Hotelling’s ‘VIII. Additional Examples Mlustrating the Use of the ¢ Test for Two Independent Samples. ‘Test 12. The Mann-Whitney U Test |. Hypothesis Evaluated with Test and Relevant Background Information I, Example IL. Null versus Alternative Hypotheses IV. Test Computations, '. Interpretation of the Test Results ‘VI. Additional Analytical Procedures for the Mann-Whitney U Test andor Related Tests 1. The normal approximation of the Mann-Whitney U statistic for large sample sizes 2, The correction for continuity for the normal approximation of the Mann-Whitney U test 3. Tie correction for the normal approximation of the Mann— ‘Whimey U statistic 44, Sources for computing a confidence interval forthe Mann Whitney U west VIL. Additional Discussion of the Mann-Whitney U Test 1. Power-fficieney of the Mann-Whitney U test 2, Equivalency of the normal approximation of the Mann— Whitney U test and ther test for two independent samples with rank-orders 3. Altemative nonparametric rank-order procedures for evaluating adesign involving two independent samples ‘VII, Adiitonal Examples Hustrating the Use of the Mann-Whitney U Test 1X. Addendum 1. Computer-intensive tests (Randomization and permutation tests; Test 12a: The randomization test for two independent samples; Tet 12b: The bootstrap; Test 2c: ‘The jackknife; Final comments on computer-intensive procedures) ‘Test 13, The Kolmogorov-Smirnoy Test for Two Independent Samples |. Hypothesis Evaluated with Test and Relevant Background Information I, Example IIL, Nall versus Alternative Hypotheses IV, Test Computations '. Interpretation ofthe Test Results ‘VI. Additional Analytical Procedures for the Kolmogoroy-Smimov test for ‘two independent samples 1. Graphical method for computing the Kolmogorov-Smirnoy test statistic (© 200 Cpa MERE2. Computing sample confidence intervals forthe Kolmogorov= ‘Smimov est for two independent samples 3. Large sample chi-square approximation for a one-tailed analysis for the Kolmogorov-Smirnov test for two independent samples VIL. Additional Discussion ofthe Kolmogoro¥-Smimoy Test for To Independent Samples 1, Adtional comments on the Kolmogorov-Smimov test for two independent samples ‘VITT, Additional Examples Mustrating the Use ofthe Kolmogorov-Smimioy ‘Test for Two Independent Samples ‘Test 14, The Siegel-Tukey Test for Equal Variability |. Hypothesis Evaluated with Test and Relevant Background Information I. Example IIL. Nall versus Alternative Hypotheses IV. Test Computations, '. Interpretation of the Test Results ‘VI. Additional Analytical Procedures for the Siegel-Tukey Test for Equal ‘Variability and/or Related Tests 1. The normal approximation of the Sicyel-Tukey test statistic for large sample sizes 2. The comection for continuity for the normal approximation of the Siegel-Tukey test for equal variability 3, Tie correction forthe normal approximation ofthe Siege!— ‘Tukey test statistic 4. Adjustment of scores forthe Siegel-Tukey est for equal variability when 0, = 0, VIL. Additional Discussion ofthe Siegel~Tukey Test for Equal Variability 1. Analysis of the homogeneity of variance hypothesis for the same set of data with both a parametric and nonparametric test andthe power-fficiency of the Siegel-Tukey Test for ‘Equal Variability 2. Altemative nonparametric tests of dispersion ‘VIIL. Additional Examples Mlustrating the Use of the Si egel-Tukey Test for Equal Variability ‘Test 18, The MosesTest for Equall Variability |. Hypothesis Evaluated with Test and Relevant Background Information TL Example IIL, Nall versus Alternative Hypotheses IV, Test Computations ', Interpretation of the Test Results. ‘VI. Additional Analytical Procedures for the Moses Test. for Equal ‘Variability and/or Related Tests 1. The normal approximation ofthe Moses test tatstic for large sample sizes ‘VII. Additional Discussion of the Moses Test for Equal Variability (© 200 Cpa MERE1. Power-fficiency of the Moses Test for equal variability 2, Issue of repetitive resampling 3. Alternative nonparametric tests of dispersion ‘VIIL. Additional Examples Iustrating the Use of the Moses Test for Equal Variability ‘Test 16. The Chi-Square Test for r x ¢ Tables [Test 16a: The Chi-Square ‘Test for Homogeneity; Test 16h: The Chi-Square Test of Independence (employed witha single sample)] L. Hypothesis Evaluated with Test and Relevant Background Information TL Examples TIL, Null versus Alternative Hypotheses: IV. Test Computations ‘V, Inverpreation ofthe Test Results ‘VI. Additional Analytical Procedures for the Chi-Square Test for r x ¢ Tables andlor Related Tests 1. Yates’ correction for continuity. 2. Quick computational equation for a 2 x 2 table 3. Evaluation of a directional alternative hypothesis in the case of a2 x 2 contingency table 4, Test 16c: The Fisher exact test 5. Test 16d: The z test for two independent proportions 6. Computation of a confidence interval for a difference ‘between proportions 7. Test 16e: The median test for independent samples 8. Extension of the chi-square test for r x c tables to contingency tables involving more than two rows and/or columns, and associated comparison procedures: 9. The analysis of standardized residuals 10, Sources for computing the power of the chi-square test for rx cables 1, Heterogeneity chi-square analysis for a 2x 2 contingeney table 12, Measures of association for r x ¢ contingency tables (Test J6f: The contingency coefficient; Test 16g: The phi ‘coefficient; Test 16h: Cramée’s phi coefficient; Test 16i: Yule’s Q: Test 16): The odds ratio (and the concept of relative risk; Test 16}-8: Test of significance for an odds ‘ratio and computation of a confidence interval for an odds ratio) ‘VIL. Additional Discussion ofthe Chi-Square Test for rx ¢ Tables 1. Simpson's Paradox 2, Analysis of multidimensional contingency tables ‘VIIL. Additional Examples Mlusrating the Use of the Chi-Square Test for rx cTables (© 200 Cpa MEREInferential Statistical Tests Employed with Two Dependent ‘Samples (and Related Measures of Association/Correlation) ‘Test 17. The ¢ Test for Two Dependent Samples |. Hiypothesis Evaluated with Test and Relevant Background Information TL Example TL, Noll versus Alternative Hypotheses IV. Test Computations 'V. Interpretation of the Test Results ‘VI. Additional Analytical Procedures for the Test for Two Dependent ‘Samples andor Related Tests 1. Alternative equation forthe test for two dependent samples 2, ‘The equation forthe test fortwo dependent samples when value fora difference other than zero is stated in the mull Inypoihesis 3, Test 17a: The test for homogeneity of variance for two dependent samples: Evaluation of the homogeneity of variance assumption of the ¢ test for two dependent samples 4, Computation ofthe power of the ¢ test for two dependent samples and the application of Test 17b: Cohen's d index 5. Measure of magnitude of treatment effect for the 1 test for two dependent samples: Omega squared (Test 17) 6. Computation of a confidence interval forthe test fortwo dependent samples 7. Test 17d: Sandler's A test 8, Test 17e: Thez test for two dependent samples ‘VII. Additional Discussion ofthe 1 Test for Two Dependent Samples 1, ‘The use of matched subjects in a dependent samples design 2, Relative power of the ¢ test for two dependent samples and ‘the f test for two independent samples, 3. Counterbalancing and order effects 4, Analysis of a before-after design with the ¢ test for two dependent samples ‘VIII. Additional Example Mlustrating the Use ofthe ¢ Test for Two ‘Dependent Samples ‘Test 18, The Wileoxon Matched-Pairs Signed-Ranks Test |. Hypothesis Evaluated with Test and Relevant Background Information IL Example IL. Null versus Alternative Hypotheses IV. Test Computations ‘V. Interpretation ofthe Test Results ‘VL. Additional Analytial Procedures forthe Wileoxon Matched-Pairs ‘Signed-Ranks Test ancor Related Tests 1, The normal approximation of the Wilcoxon 7 statistic for large sample sizes (© 200 Cpa MERE2, The correction for continuity for the normal approximation ‘ofthe Wilcoxon matched-pais signed-ranks test 3. Tie correction for the normal approximation of the Wilcoxon ‘est statistic 4, Sources for computing a confidence interval forthe Wilcoxon matched:-pairssigned-ranks test ‘VIL. Additional Discussion ofthe Wilcoxon Matched-Pairs Signed-Ranks Test 1. Power-fficieney of the Wileoxon matched: pairs signed ranks test 2, Alternative nonparametric procedures for evaluating a design ‘involving two dependent samples ‘VIIL. Additional Examples Illustrating the Use of the Wileoxon Matched- Pairs Signed-Ranks Test ‘Test 19, The Binomial Sign Test for Two Dependent Samples, I. Hypothesis Evaluated with Test and Relevant Background Information IL, Example TI, Null versus Alternative Hypotheses IV. Test Computations 'V. Interpretation of the Test Results, ‘VI. Additional Analytical Procedures for the Binomial Sign Test for Two Dependent Samples and/or Related Tests 1. The normal approximation ofthe binomial sign test for two dependent samples with andl without a correction for continity 2. Computation of a confidence interval for the binomial sign test fortwo dependent samples 3. Sourves for computing the power of the binomial sign test for ‘wo dependent samples, and comments on asymptotic relative efficiency of the test VIL. Additional Discussion ofthe Binomial Sign Test for Two Dependent ‘Samples 1. The problem of an excessive number of zero difference scores 2. Equivalency of the Friedman two-way analysis variance ‘by ranks and the binomial sign test fortwo dependent samples ‘when k= 2 ‘VIL. Additional Examples Mlustrating the Use of the Binomial Sign Test for ‘Two Dependent Samples ‘Test 20, The McNemar Test |, Hypothesis Evaluated with Test and Relevant Background Information IL. Examples IIL, Null versus Alternative Hypotheses IV. Test Computations ‘V. Interpretation ofthe Test Results (© 200 Cpa MERE‘VI. Additional Analytical Procedures for the MeNemar Test and/or Related Tests 1, Altemative equation forthe McNemar test statistic based on ‘the normal distribution 2, The correction for contimity forthe MeNemar test 3. Computation of the exact binomial probability forthe “MeNemar test model with a small sample size 4, Additional analytical procedures for the McNemar test VIL. Additional Discussion ofthe MeNemar Test 1. Altemative format forthe MeNemar test summary table and modified test equation 2, Altemative nonparametric procedures for evaluating a design ‘with two dependent samples involving categorical data ‘VIIL. Additional Examples Ilustrating the Use of the MeNemar Test IK, Addendum 1, Extension ofthe McNemar test model beyond 2 x 2 -contingeney tables (Test 20a: The Bowker test of symmetry) Inferential Statistical Tests Employed with Two or More ‘Independent Samples (and Related Measures of Association/Correlation) ‘Test 21. The Single-Factor Between-Subjects Analysis of Variance |, Hypothesis Evaluated with Test and Relevant Background Information IL. Example I, Null versus Alternative Hypotheses IV. Test Computations '. Interpretation of the Test Results ‘VI. Additional Analytical Procedures for the Single-Factor Between Subjects Analysis of Variance and/or Related Tests 1, Comparisons following computation ofthe omnibus F value for the singl-factor between-subjects analysis of variance (Planned versus unplanned comparisons; Simple versus ‘complex comparisons: Linear contrasts; Orthogonal ‘comparisons; Test 21a: Multiple ¢ tests/Fisher’s LSD test; Test 21b: The Bonferroni-Dunn test; Test 21c: ‘Tukey's HSD test; Test 21d: The Newman-Keuls test, ‘Test 2te: The Scheffé test; Test 21f: The Dunnett test; Additional discussion of comparison procedures and final recommendations; ‘The computation of a confidence interval ‘fora comparison) 2, Comparing the means of three oF moe groups when k » 4 3. valuation ofthe homogeneity of variance assumption ofthe ‘single-factor between-subjeets analysis of variance 4, Computation of the power of the single-factor between- subjects analysis of variance (© 200 Cpa MERE5. Measures of magnitude of treatment effect for the single- factor between-subjects analysis of variance: Omega ‘squared (Test 21g), Eta squared (Test 21h), and Cohen’s Findex (Test 213) ‘6. Computation of a confidence interval for the mean of a {reatment population ‘VIL. Additional Discussion of the Single-Factor Between-Subjects Analysis of Variance 1. Theoretical rationale underlying the single-factor between- _subjects analysis of variance 2, Definitional equations forthe single-factor between-subjects analysis of variance 3. Equivalency of the single-factor between-subjects analysis of variance and the test for two independent samples when =2 4, Robustness of the single-Factor between-subjects analysis of variance 5, Fixed-effects versus random-effects models for the single- factor between-subjects analysis of variance ‘6. Multivariate analysis of variance (MANOVA) ‘VIIL. Additional Examples llustrating the Use of the Single-Factor Between Suibjocts Analysis of Variance IX, Addendum 1, Test 21j: The Single-Factor Between-Subjects Analysis of Covariance ‘Test 22. The Kruskal-Wallis One-Way Analysis of Variance by Ranks 1. Hypothesis Evaluated with Test and Relevant Background Information IL. Example IIL, Null versus Altemative Hypotheses IV. Test Computations 'V. Interpretation of the Test Results ‘VL. Additional Analytical Procedures forthe Kruskal-Wallis One-Way Analysis of Variance by Ranks and/or Related Tests 1. Tie correction for the Kruskal-Wallis one-way analysis of| variance by ranks 2, Pairwise comparisons following computation ofthe test ‘statistic forthe Kruskal-Wallis one-way analysis of variance by ranks ‘VIL. Additional Discussion ofthe Kruskal-Wallis One-Way Analysis of ‘Variance by Ranks 1, Exact tables of the Kruskal-Wallis distribution 2. Equivalency of the Kruskal-Wallis one-way analysis of variance by ranks and the Mann-Whitney U test when k=2 3. Power-efficiency of the Kruskal-Wallis one-way analysis of ‘variance by ranks 4, Alternative nonparametric rank-order procedures for ‘evaluating a design involving & independent samples (© 200 Cpa MERE‘VIL. Additional Examples Illustrating the Use of the Kruskal-Wallis One- ‘Way Analysis of Variance by Ranks ‘Test 23, The Van der Waerden Normal-Scores Test for k Independent samples |. Hypothesis Evaluated with Test and Relevant Background Information IL, Example IIL. Null versus Altemative Hypotheses IV. Test Computations 'V. Interpretation of the Test Results ‘VI. Additional Analytical Procedures forthe van der Waerden Normal- ‘Scores Test for k Independent Samples 1. Pairwise comparisons following computation of the test ‘statistic for the van der Waerden nonmal-scores test for & independent samples ‘VIL. Additional Discussion of the van der Waerden Normal-Scores Test for ‘Independent Samples 1, Altemative normal-scores tests ‘VIII. Additional Examples Tlustrating the Use of the van der Waerden ‘Normal-Scores Test for k Independent Samples Inferential Statistical Tests Employed with Two or More ‘Dependent Samples (and Related Measures of Association/Correlation) ‘Test 24, The Single-Factor Within-Subjects Analysis of Variance 1. Hypothesis Evaluated with Test and Relevant Background Information IL. Example IIL Nall versus Altemative Hypotheses IV. Test Computations 'V. Interpretation of the Test Results ‘VL. Additional Analytical Procedures forthe Single-Factor Within-Subjects Analysis of Variance and/or Related Tests 1. Comparisons following computation of the omnibus value for the single-factor within-subjects analysis of variance (Test 24a: Multiple stests/Fisher’s LSD test; Test 24b: ‘The Bonferroni-Dunn test; Test 24e: Tukey’s HSD test; Test 24d: The Newman-Keuls test; Test 24e: The ‘SchefMé test: Test 24": The Dunnett test: The computation ‘of a confidence interval for a comparison; Alternative methodology for computing MS,. for a comparison) 2. Comparing the means of three or more conditions when k > 4 3. Evaluation of the sphericity assumption underlying the single-factor within-subjects analysis of variance 4. Computation of the power of the single-factor within-subjects analysis of variance (© 200 Cpa MERE‘5, Measures of magnitude of treatment effect for the single- ‘factor within-subjects analysis of variance: Omega squared ‘(Test 24g) and Cohen’s f index (Test 24h) ‘6. Compatation of a confidence interval for the mean of a ‘treatment population ‘VIL. Additional Discussion of the Single-Pactor Within-Subjects Analysis of Variance 1, Theoretical rationale underlying the single-factor within- subjects analysis of variance 2, Definitional equations for the single-factor within-subjects analysis of variance 3. Relative power ofthe single-factor within-subjects analysis of variance and the single-factor between-subjects analysis of variance 4. Equivaleney of the single-factor within-subjects analysis ‘of variance and the # test for wo dependent samples when k=2 ‘5. The Latin Square design ‘VII Additional Examples Iitstrating the Use of the Single-Pactor Within- Subjects Analysis of Variance ‘Test 25. The Friedman Two-Way Analysis of Variance by Ranks |. Hypothesis Evaluated with Test and Relevant Background Information TL Example IIL, Null versus Altemative Hypotheses TV. Test Computations '. Interpretation ofthe Test Results ‘VL. Additional Analytical Procedures forthe Friedman Two-Way Analysis ‘Variance by Ranks and/or Related Tests 1. Tie correction for the Friedman two-way analysis variance by ranks 2, Pairwise comparisons following computation of the test statistic forthe Friedman two-way analysis of variance by ranks ‘VIL. Additional Discussion ofthe Friedman Two-Way Analysis Variance by Ranks 1. Exact tables of the Friedman distribution 2, Equivalency of the Friedman two-way analysis variance by ‘ranks and the binomial sign test for two dependent samples when k= 2 3. Power-eficiency of the Friedman two-way analysis variance by ranks 4, Altemative nonparametric rank-order procedures for evaluating a design involving k dependent samples ‘5, Relationship between the Friedman two-way analysis of ‘variance by ranks and Kendall's coefficient of concordance ‘VIII. Additional Examples Illustrating the Use of the Friedman Two-Way Analysis of Variance by Ranks (© 200 Cpa MERE‘Test 26. The Cochran Q Test 1. Hypothesis Evaluated with Test and Relevant Background Information IL, Bxample II, Null versus Altemative Hypotheses IV. Test Computations 'V. Interpretation of the Test Results ‘VL. Additional Analytical Procedures forthe Cochran Q Test and/or Related Tests 1. Pairwise comparisons following computation of the test statistic forthe Cochran Q test ‘VIL. Additional Discussion of the Cochran Q Test 1. Issues relating to subjects who obtain the same score under all ofthe experimental conditions 2, Equivaleney of the Cochran Q test and the MeNemar test ‘when k=2_ 3. Altemative nonparametric procedures for categorical data for evaluating a design involving k dependent samples. ‘VIII. Additional Examples Illustrating the Use of the Cochran Q Test Inferential Statistical Test Employed with Factorial Design (and Related Measures of Association/Correlation) ‘Test 27. The Between-Subjects Factorial Analysis of Variance |. Hypothesis Evaluated with Test and Relevant Background Information TL Example IIL, Null versus Altemative Hypotheses IV, Test Computations 'V. Interpretation of the Test Results ‘VIL Additional Analytical Procedures for the Between-Subjects Factorial Analysis of Variance and/or Related Tests 1. Comparisons following computation of the F values for the between-subjects factorial analysis of variance (Test ‘27a: Multiple ¢ tests/Fisher’s LSD test; Test 27b: The Bonferroni-Dunn test; Test 27c: Tukey's HSD test; Test 27ad: The Newman-Keuls test; Test 27e: The Scheffé test; Test 27F: The Dunnett test; Comparisons between the ‘marginal means; Evaluation of an omnibus hypothesis, ‘involving more than two marginal means; Comparisons between specific groups that are @ combination of both factors; The computation of a confidence interval for a ‘comparison Analysis of simple effects) 2, Bvaluation of the homogeneity of variance assumption of the between-subjects factorial analysis of variance 3. Computation of the power of the between-subjects factorial analysis of variance (© 200 Cpa MERE4, Measures of magnitude of treatment effect for the between-subjects factorial analysis of variance: Omega squared (Test 27g) and Cohen’s findex (Test 27h) ‘5. Computation of a confidence interval for the mean of a population represented by a group 6, Additional analysis of variance procedures for factorial designs ‘VIL. Additional Discussion of the Between-Subjects Factorial Analysis of Variance 1. Theoretical rationale undertying the between-suibjects factorial analysis of variance 2, Definitional equations for the between-subjects factorial analysis of variance 3. Unequal sample sizes 4, Final comments on the between-subjects factorial analysis of variance (Fixed-offects versus random-offects versus mixed- ‘effects models; Nested factorvhierarchical designs and designs involving more than two factors) ‘VIIL. Additional Examples Mlustrating the Use of the Between-Subjects Factorial Analysis of Variance IX, Addendum 1. Discussion of and computational procedures for additional analysis of variance procedures for factorial designs: Test 27i: ‘The factorial analysis of variance for a mixed designs Test ‘27j: The within-subjects factorial analysis of variance ‘Measures of Association/Correlation ‘Test 28, The Pearson Product-Moment Correlation Coefficient |. Hypothesis Evaluated with Test and Relevant Background Information TL. Example I, Nall versus Altemative Hypotheses IV. Test Computations 'V. Interpretation ofthe Test Results (Test 28a: ‘Test of significance for ‘a Pearson product-moment correlation coefficient; The coefficient of determination) ‘V1. Additional Analytical Procedures for the Pearson Produet-Moment ‘Cometation Coefficient and/or Related Tests 1, Derivation ofa regression Tine 2. The standard error of estimate 3. Computation of a confidence interval for the value of the criterion variable 4, Computation of a confidence interval for a Pearson prosiuct- moment correlation coefficient '. Test 28b: Test for evaluating the hypothesis that the true population correlation is a specific value other than zero 6. Computation of power forthe Pearson preuct-moment correlation coeicient (© 200 Cpa MERE7, Test 28c: Test for evaluating a hypothesis on whether ‘there isa significant difference between two independent correlations 8, Test 28d: Test for evaluating a hypothesis on whether k Independent correlations are homogeneous 9, Test 28e: Test for evaluating the null hypothesis Hy py, =P 10, Tests for evaluating a hypothesis regarding one or more regression coefficients (Test 28f: Test for evaluating the null ‘hypothesis Hg: B= 0; Test 28g: Test for evaluating the nul hypothesis Hy: By = B.) |. Additional correlational procedures ‘VIL. Additional Discussion ofthe Pearson Product-Moment Correlation Coefficient 1. The definitional equation forthe Pearson product-moment ‘correlation coefficient 2, Residuals 3. Covariance 4, The homoscedastcity assumption of the Pearson product- ‘moment correlation coefficient 5. The phi coefficient as.a special case of the Pearson product- ‘moment correlation coefficient 6. Autocorrelation/serial corelation ‘VIIL. Additional Examples Itustrating the Use ofthe Pearson Procuct- ‘Moment Correlation Coefficient IX, Addendum 1. Bivariate measures of correlation that are related to the Pearson product-moment correlation coefficient (Test 28h: The point- Diserial correlation coefficient (and Test 28h-a: Test of significance for a point-biserial correlation coefficient ‘Test 28i: The biserial correlation coefficient (and Test 28i- ‘a: Test of significance for a biserial correlation coefficient); ‘Test 28): The tetrachoric correlation coefficient (and TTest 28).a: Test of significance fora tetrachoric correlation coefficient) 2, Multipfe regression analysis (General introduction to multiple regression analysis; Computational procedures for multiple regression analysis involving three variables: Test 28k: ‘The multiple correlation coefficient; ‘The coefficient of ‘multiple determination; Test 28k-a: Test of significance for a multiple correlation coefficient; The multiple regression equation; The standard error of multiple estimate; Computation of a confidence interval for ¥"; Evaluation of the relative ‘importance of the predictor variables; Evaluating the significance of a regression coefficient; Computation of a ‘confidence interval for a regression coefficient; Partial ‘and semipartial corelation (Test 281: The partial correlation coefficient and Test 28l-a: Test of significance for a partial correlation coefficient; Test 28m: The semipartial (© 200 Cpa MERE‘correlation coefficient and ‘Test 28m-a: Test of significance {for a semipartial correlation coefficient); Final comments on multiple regression analysis) 3. Additional multivariate procedures involving. comrelational analysis (Factor analysis; Canonical correlation; Discriminant analysis and logistic regression) 4, Meta-analysis and related topies (Measures of effect size: meta- analytic procedures (Test 28n: Procedure for comparing k ‘studies with respect to significance level; Test 280: The Stouffer procedure for obtaining a combined significance level (p value) for k studies; The file drawer problem; ‘Test 28: Procedure for comparing k studies with respect to effect size; Test 28q: Procedure for obtaining a combined effect size for k studies); Practical implications of magnitude of effect size value; The significance test controversy; The ‘minimum-effect hypothesis testing model) ‘Test 29. Spearman’s Rank-Order Correlation Coefficient 1. Hypothesis Evaluated with Test and Relevant Background Information 1, Example IIL Nall versus Altemative Hypotheses 1V, Test Computations 'V. Interpretation ofthe Test Results (Test 29a: ‘Test of significance for ‘Spearman’s rank-order correlation coefficient) ‘VL. Additonal Analytical Procedures for Spearman's Rank-Order Correlation Coefficient and/or Retated Tess 1. Tie correction for Spearman’ rank-order correlation ‘coefficient 2, Spearman's rank-order correlation coefficient as a special case of the Pearson product-moment correlation coefficient 3, Regression analysis and Spearman's rank-order correlation ‘coeicient 4, Partial rank correlation 5. Use of Fisher's z, transformation with Spearman's rank- order correlation coefficient ‘VIL. Additional Discussion of Spearman's Rank-Order Correlation Coefficient 1, The relationship between Spearman's rank-order correlation ‘coefficient, Kendall's coefficient of concordance, and the ‘Friedman two-way analysis of variance by ranks 2, Power efficiency of Spearman's rank-order coreation coefficient 3. Brief discussion of Kendall’s tau: An alternative measure of association for two sets of ranks 4, Weighted rank/top-down correlation ‘VIII. Additional Examples Ilustrating the Use of the Spearman's Rank-Order ‘Cometation Coefficient (© 200 Cpa MERE‘Test 30, Kendall's Tau 1 Hypothesis Evaluated with Test and Relevant Background Information IL Example TIL, Null versus Alternative Hypotheses: IV. Test Computations 'V. Interpretation of the Test Results (Test 30a: Test of significance for ‘Kendall's tau) ‘VL. Additional Analytical Procedures for Kendall's Tau and/or Related Tests 1, Tie correction for Kendall's tau 2. Rogression analysis and Kendall’s tau 3. Partial rank correlation: 4, Sources for computing a confidence interval for Kendall"s tau VIL. Additional Discussion of Kendall's Tau 1, Power efficieney of Kendall's tau 2. Kendall's coefficient of agreement ‘VILL. Additional Examples Ilustrating the Use of Kendall's Tau ‘Test 31, Kendall’s Coefficient of Concordance |. Hypothesis Evaluated with Test and Relevant Background Information IL. Example IIL, Null versus Altemative Hypotheses IV. Test Computations 'V. Interpretation ofthe Test Results (est 31a: Test of significance for ‘Kendal’s coefficient of concordance) ‘VI. Additional Analytical Procedures for Kendall's Coefficient of ‘Concordance and/or Related Tests 1. Tie correction for Kendall’s coefficient of concontance VIL. Additional Discussion of Kendall's Coefficient of Concordance 1. Relationship between Kendall's coefficient of concordance and Spearman's rank-order correlation coefficient 2, Relationship between Kendel's coefficient of concordance and ‘the Friedman two-way analysis of variance by ranks 3. Weighted rank/iop-down concordance ‘VIII. Additional Examples Mustrating the Use of Kendall's Coefficient of ‘Concordance ‘Test 32. Goodman and Kruskal’s Gamma |. Hypothesis Evaluated with Test and Relevant Background Information I, Example IL, Null versus Alternative Hypotheses IV. Test Computations 'V. Interpretation ofthe Test Results (Test 32a: ‘Test of significance for Goodman and Kruskal’s gamma) ‘VI. Additional Analytical Procedures for Goodman and Kruskal’s Gamma andlor Related Tests 1. The computation of confidence interval forthe value of ‘Goodman and Kruskal’ ganna (© 200 Cpa MERE2 3 ‘Test 32b: ‘Test for evaluating the null hypothesis H 1, Sources for computing a partial correlation coefficient for Goodman and Kruskal’s gamma n ‘VII. Additional Discussion of Goodman and Kruskal’s Gamma Relationship between Goodman and Kruskal’s gamma and Yule’s O ‘Somers’ delta as an alternative measure of association for an ordered contingency table VIII. Additional Examples Miustrating the Use of Goodman and Kruskal's Gamma Appendix: Tables Table At. ‘Table A2. Table A3, Table Ad. Table AS. ‘Table A6. ‘Table A7. Table A8. Table A9. Table A10, Table ALL. Table A12. Table A13. Table AL4. Table AIS. Table A16. Table A17. Table A18. Table A19, Table A20, Table A21. ‘Table A22. Table A23, ‘Table of the Normal Distribution ‘Table of Student's ¢ Distribution Power Curves for Student's ¢ Distribution ‘Table of the Chi-Square Distribution Table of Critical 7 Values for Wilcoxon’s Signed-Ranks and ‘Matched-Pairs Signed-Ranks Tests ‘Table of the Binomial Distribution, Individual Probabilities ‘Table of the Binomial Distribution, Cumulative Probabili ‘Table of Critical Values for the Single-Sample Runs Test Table of the F.,., Distribution ‘Table of the F Distribution ‘Table of Critical Values for Mann-Whitney U St ‘Table of Sandler's A Stati ‘Table of the Studentized Range Statistic ‘Table of Dunnett's Modified ¢ Statistic for a Control Group ‘Comparison Graphs of the Power Function for the A\ Table of Critical Values for Pearson r ‘Table of Fisher’s z, Transformation ‘Table of Critical Values for Spearman's Rho ‘Table of Critical Values for Kendall's Tau. I Values for Kendall's Coeff tof ‘Table of Critical Values for the Kolmogorov-Smirnoy Goodness-of-Fit Test for a Single Sample ‘Table of Critical Values for the Lilliefors test for Normality ‘Table of Critical Values for the Kolmogoroy-Smirnoy Test for ‘Two Independent Samples