Nonparametric Tests of Differences in Medians: Comparison of the Wilcoxonâ€“Mannâ€“Whitney and Robust Rank-Order Tests
AbstractThe nonparametric Wilcoxonâ€“Mannâ€“Whitney test is commonly used by experimental economists for detecting differences in central tendency between two samples. This test is only theoretically appropriate under certain assumptions concerning the population distributions from which the samples are drawn, and is often used in cases where it is unclear whether these assumptions hold, and even when they clearly do not hold. Fligner and Pollicello's (1981, Journal of the American Statistical Association. 76, 162â€“168) robust rank-order test is a modification of the Wilcoxonâ€“Mannâ€“Whitney test, designed to be appropriate in more situations than Wilcoxonâ€“Mannâ€“Whitney. This paper uses simulations to compare the performance of the two tests under a variety of distributional assumptions. The results are mixed. The robust rank-order test tends to yield too many false positive results for medium-sized samples, but this liberalness is relatively invariant across distributional assumptions, and seems to be due to a deficiency of the normal approximation to its test statistic's distribution, rather than the test itself. The performance of the Wilcoxonâ€“Mannâ€“Whitney test varies hugely, depending on the distributional assumptions; in some cases, it is conservative, in others, extremely liberal. The tests have roughly similar power. Overall, the robust rank-order test performs better than Wilcoxonâ€“Mannâ€“Whitney, though when critical values for the robust rank-order test are not available, so that the normal approximation must be used, their relative performance depends on the underlying distributions, the sample sizes, and the level of significance used. Copyright Kluwer Academic Publishers 2003
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Springer in its journal Experimental Economics.
Volume (Year): 6 (2003)
Issue (Month): 3 (November)
Contact details of provider:
Web page: http://www.springerlink.com/link.asp?id=102888
robust rank-order; Wilcoxonâ€“Mannâ€“Whitney; hypothesis testing; power; critical values;
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- John Duffy & Nick Feltovich, 1997.
"Does Observation of Others Affect Learning in Strategic Environments? An Experimental Study,"
Levine's Working Paper Archive
592, David K. Levine.
- Nick Feltovich & John Duffy, 1999. "Does observation of others affect learning in strategic environments? An experimental study," International Journal of Game Theory, Springer, vol. 28(1), pages 131-152.
This item has more than 25 citations. To prevent cluttering this page, these citations are listed on a separate page. reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F. Baum).
If references are entirely missing, you can add them using this form.