Skill Builder Non parametric tests€¦ · Skill Builder –Non parametric tests Pat Dunn, Ph.D....

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Skill Builder Non parametric tests Pat Dunn, Ph.D. Kim Palermo-Kielb

Transcript of Skill Builder Non parametric tests€¦ · Skill Builder –Non parametric tests Pat Dunn, Ph.D....

Page 1: Skill Builder Non parametric tests€¦ · Skill Builder –Non parametric tests Pat Dunn, Ph.D. Kim Palermo-Kielb

Skill Builder – Non

parametric tests

Pat Dunn, Ph.D. Kim Palermo-Kielb

Page 2: Skill Builder Non parametric tests€¦ · Skill Builder –Non parametric tests Pat Dunn, Ph.D. Kim Palermo-Kielb

Why is this important?

• You might not be working with parametric variables

• You might not have a normal distribution

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Page 3: Skill Builder Non parametric tests€¦ · Skill Builder –Non parametric tests Pat Dunn, Ph.D. Kim Palermo-Kielb

What do you need to know?

• When to use the appropriate non-parametric test.

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Page 4: Skill Builder Non parametric tests€¦ · Skill Builder –Non parametric tests Pat Dunn, Ph.D. Kim Palermo-Kielb

Parameter or Statistic

Parameter

• Based on the population

• An absolute number

• Example: Data in the form of birth certificates is collected on every person born in the U.S. Therefore, Natality Records are population level data and all information computed using that data are parameters.

Statistic

• Based on a sample of the population

• An estimate of the parameter it represents

• Example: Data in National Surveys such as NHANES or BRFSS is collected from a random sampling of the U.S. population. All information computed using that data are statistics.

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Distributions

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0

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Category 1 Category 2 Category 3 Category 4

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Frequency comparisons

• Chi-Square

– Goodness of Fit

– Test of independence

• Odds ratio

• Relative risk

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Page 8: Skill Builder Non parametric tests€¦ · Skill Builder –Non parametric tests Pat Dunn, Ph.D. Kim Palermo-Kielb

The Chi-Square Goodness of Fit

• A very commonly used test statistic in Public Health

• It compares the results OBSERVED to those EXPECTED based on

– Known theories

– Hypotheses

– Comparison Groups

• Question: Do the results we obtained differ significantly from those expected?

Page 9: Skill Builder Non parametric tests€¦ · Skill Builder –Non parametric tests Pat Dunn, Ph.D. Kim Palermo-Kielb

Chi-Square test of independence

Disease

Exposure

Yes No

Yes a b n

No c d n

n n N

Here is a 2x2 table:

• Suppose you want to determine if the two groups represented in the table are significantly different

• To do this you use the Chi Square Statistic:2 = (ad – bc)2 x N

(a+c)(b+d)(a+b)(c+d)

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Odds and Risk Ratios

• Odds Ratio (OR): The odds of exposure in the diseased group divided by the odds of exposure in the non-diseased group.

– Odds ratio=OR

• Risk Ratio (Relative Risk (RR): The ratio of the risk in the exposed group to the risk in the unexposed group.

– Risk=RR

• Both use 2x2 tables

Page 11: Skill Builder Non parametric tests€¦ · Skill Builder –Non parametric tests Pat Dunn, Ph.D. Kim Palermo-Kielb

2 by 2 Contingency Table

• Comparison data between two groups

– Used to show results of 2 groups

– Column 1 is data from group 1

– Column 2 is data from group 2

– Row 1 is positive outcomes

– Row 2 is negative outcomes

– Each row and column is added

– Used in many applications

Exposure to variable

of interest

Existence of Disease designated as case (yes disease) or control (no)

Case Control

Yes exposed a b All Exposed (a + b)

No not exposed c d All Not exposed (c + d)

Total All Cases (a + c) All Controls (b + d) Total sample

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Calculation of OR and RR

• OR = (odds for observing the outcome in the exposed group)/(odds for observing the outcome in the unexposed group) = (ad)/(bc)

• RR = (risk in the exposed group)/(risk in the unexposed group) = [a/(a + b)]/[c/(c + d)]

• OR used in retrospective studies; but can be used in prospective studies as well

• RR used in prospective studies only (RR uses incidence)

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Independent Samples

• Mann-Whitney U – 2 samples

• Kruskal-Wallis – More than 2 samples

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Page 14: Skill Builder Non parametric tests€¦ · Skill Builder –Non parametric tests Pat Dunn, Ph.D. Kim Palermo-Kielb

Mann-Whitney U testWilcoxon Rank-Sum test

• 2 independent samples

• Non parametric counterpart to the independent sample t test

• Comparing the medians

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Example

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Tx1 Tx2

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4 4

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6 6

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Tx1 Tx2

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2

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4.5 4.5

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7.5 7.5

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Tx1 7 5 6 4 12

Tx2 3 6 4 2 1

Order Rank

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U = n1n2+n1(n1+1)/2 – R

U = n1n2+n2(n2+1)/2 - R

U = 5(6) +5(5+1)/2 – 37 = 3 40-37=3

U = 5(6) +5(5+1)/2 – 18 = 22 40-18=22

Reject null if U<2

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Kruskal-Wallis

• Comparing more than 2 independent samples

• Non parametric counterpart to ANOVA

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H = (12/N(N+1) * Sum (Sum of ranks 2/N) ) -3(N+1)

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1 2 3 4

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46Sum of ranks 62 24 78

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H = (12/N(N+1) * Sum (Sum of ranks 2/N) ) -3(N+1)

12/20*21 (462/5 + 652/5 + 242/5 + 782/5 ) – 3(21) = 9.11

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Matched samples

• Wilcoxon Signed Rank Test

• Sign Test

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Example

Pre Post

85 75

70 50

40 50

65 40

80 20

75 65

55 40

20 25

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-10

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-5

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+

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-5

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Sign Wilcoxon

Result: Fail to reject Result: Reject the Null

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