Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations...

110
Two-sample tests

Transcript of Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations...

Page 1: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Two-sample tests

Page 2: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Binary or categorical outcomes (proportions)

Outcome Variable

Are the observations correlated? Alternative to the chi-square test if sparse cells:

independent correlated

Binary or categorical(e.g. fracture, yes/no)

Chi-square test: compares proportions between two or more groups

Relative risks: odds ratios or risk ratios

Logistic regression: multivariate technique used when outcome is binary; gives multivariate-adjusted odds ratios

McNemar’s chi-square test: compares binary outcome between correlated groups (e.g., before and after)

Conditional logistic regression: multivariate regression technique for a binary outcome when groups are correlated (e.g., matched data)

GEE modeling: multivariate regression technique for a binary outcome when groups are correlated (e.g., repeated measures)

Fisher’s exact test: compares proportions between independent groups when there are sparse data (some cells <5).

McNemar’s exact test: compares proportions between correlated groups when there are sparse data (some cells <5).

Page 3: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Recall: The odds ratio (two samples=cases and controls)

  Smoker (E) Non-smoker (~E)

 

Stroke (D) 15 35

No Stroke (~D) 8 42

 

50

50

25.28*35

42*15

bc

adOR

Interpretation: there is a 2.25-fold higher odds of stroke in smokers vs. non-smokers.

Page 4: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Inferences about the odds ratio…

Does the sampling distribution follow a normal distribution?

What is the standard error?

Page 5: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Simulation… 1. In SAS, assume infinite population of cases and

controls with equal proportion of smokers (exposure), p=.23 (UNDER THE NULL!)

2. Use the random binomial function to randomly select n=50 cases and n=50 controls each with p=.23 chance of being a smoker.

3. Calculate the observed odds ratio for the resulting 2x2 table.

4. Repeat this 1000 times (or some large number of times).

5. Observe the distribution of odds ratios under the null hypothesis.

Page 6: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Properties of the OR (simulation)(50 cases/50 controls/23% exposed)

Under the null, this is the expected variability of the sample ORnote the right skew

Page 7: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Properties of the lnOR

Normal!

Page 8: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Properties of the lnOR

From the simulation, can get the empirical standard error (~0.5) and p-value (~.10)

Page 9: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Properties of the lnOR

dcba

1111

Or, in general, standard error =

Page 10: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Inferences about the ln(OR)

  Smoker (E) Non-smoker (~E)

 

Stroke (D) 15 35

No Stroke (~D) 8 42

 

50

50

81.0)ln(

25.2

OR

OR

64.1494.0

81.0

421

351

151

81

0)25.2ln(

Z p=.10

Page 11: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Confidence interval…

  Smoker (E) Non-smoker (~E)

 

Stroke (D) 15 35

No Stroke (~D) 8 42

 

50

50

92.5,85.0, CI %95

78.1,16.0494.0*96.181.0ln CI %9578.116.

eeOR

OR

Final answer: 2.25 (0.85,5.92)

Page 12: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Practice problem:

Suppose the following data were collected in a case-control study of brain tumor and cell phone usage: 

  Brain tumor No brain tumor

Own a cell phone

20 60

Don’t own a cell phone

10 40

 

 Is there sufficient evidence for an association between cell phones and brain tumor?

Page 13: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Answer

1. What is your null hypothesis?Null hypothesis: OR=1.0; lnOR = 0Alternative hypothesis: OR 1.0; lnOR>0 2. What is your null distribution? lnOR~ N(0, ) ; =SD (lnOR) = .44 3. Empirical evidence: = 20*40/60*10 =800/600 = 1.33 lnOR = .288 4. Z = (.288-0)/.44 = .65p-value = P(Z>.65 or Z<-.65) = .26*2

5. Not enough evidence to reject the null hypothesis of no association

40

1

60

1

20

1

10

1

40

1

60

1

20

1

10

1

TWO-SIDED TEST

TWO-SIDED TEST: it would be just as extreme if the sample lnOR were .65 standard deviations or more below the null mean

Page 14: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Key measures of relative risk: 95% CIs OR and RR:

dcbadcba

111196.1

111196.1

exp*OR ,exp*OR

c

dcc

a

baa

c

dcc

a

baa )/(1)/(196.1

)/(1)/(196.1

exp*RR ,exp*RR

For an odds ratio, 95% confidence limits:

For a risk ratio, 95% confidence limits:

Page 15: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Continuous outcome (means)

Outcome Variable

Are the observations independent or correlated?Alternatives if the normality assumption is violated (and small sample size):

independent correlated

Continuous(e.g. pain scale, cognitive function)

Ttest: compares means between two independent groups

ANOVA: compares means between more than two independent groups

Pearson’s correlation coefficient (linear correlation): shows linear correlation between two continuous variables

Linear regression: multivariate regression technique used when the outcome is continuous; gives slopes

Paired ttest: compares means between two related groups (e.g., the same subjects before and after)

Repeated-measures ANOVA: compares changes over time in the means of two or more groups (repeated measurements)

Mixed models/GEE modeling: multivariate regression techniques to compare changes over time between two or more groups; gives rate of change over time

Non-parametric statistics

Wilcoxon sign-rank test: non-parametric alternative to the paired ttest

Wilcoxon sum-rank test (=Mann-Whitney U test): non-parametric alternative to the ttest

Kruskal-Wallis test: non-parametric alternative to ANOVA

Spearman rank correlation coefficient: non-parametric alternative to Pearson’s correlation coefficient

Page 16: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

The two-sample t-test

Page 17: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

The two-sample T-test

Is the difference in means that we observe between two groups more than we’d expect to see based on chance alone?

Page 18: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

The standard error of the difference of two means

  

**First add the variances and then take the square root of the sum to get the standard error.

mnyx

yx

22

Recall, Var (A-B) = Var (A) + Var (B) if A and B are independent!

Page 19: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Shown by simulation:

91.30

5SE

91.30

5SE

91.30

5SE

91.30

5SE

29.130

25

30

25)( diffSE

One sample of 30 (with SD=5). One sample of

30 (with SD=5).

Difference of the two samples.

Page 20: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Distribution of differences

),(~22

mnNYX

yxyxmn

If X and Y are the averages of n and m subjects, respectively:

Page 21: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

But…

As before, you usually have to use the sample SD, since you won’t know the true SD ahead of time…

So, again becomes a T-distribution...

Page 22: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Estimated standard error of the difference….

m

s

n

s yxyx

22

Just plug in the sample standard deviations for each group.

Page 23: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Case 1: un-pooled variance

Question: What are your degrees of freedom here?

Answer: Not obvious!

Page 24: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Case 1: ttest, unpooled variances

It is complicated to figure out the degrees of freedom here! A good approximation is given as df ≈ harmonic mean (or SAS will tell you!):

t

m

s

n

s

YXT

yx

mn ~22

mn

112

Page 25: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Case 2: pooled variance

If you assume that the standard deviation of the characteristic (e.g., IQ) is the same in both groups, you can pool all the data to estimate a common standard deviation. This maximizes your degrees of freedom (and thus your power).

2

)()(

)()1( and 1

)(

)()1( and 1

)(

: variancespooling

1

2

1

2

2

1

221

2

2

1

221

2

2

mn

yyxx

s

yysmm

yy

s

xxsnn

xx

s

m

imi

n

ini

p

m

imiy

m

imi

y

n

inix

n

ini

x

2

)1()1( 222

mn

smsns yx

p

Degrees of Freedom!

Page 26: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Estimated standard error (using pooled variance estimate)

m

s

n

s ppyx

22

2

)()(

:

1

2

1

2

2

mn

yyxx

s

wherem

imi

n

ini

p

The degrees of freedom are n+m-2

Page 27: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Case 2: ttest, pooled variances

222

~

mn

pp

mn t

m

s

n

s

YXT

2

)1()1( 222

mn

smsns yx

p

Page 28: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Alternate calculation formula: ttest, pooled variance

2~

mn

p

mn t

mn

nms

YXT

)()()11

( 2222

mn

mns

mn

m

mn

ns

nms

n

s

m

sppp

pp

Page 29: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Pooled vs. unpooled variance

Rule of Thumb: Use pooled unless you have a reason not to.

Pooled gives you more degrees of freedom.

Pooled has extra assumption: variances are equal between the two groups.

SAS automatically tests this assumption for you (“Equality of Variances” test). If p<.05, this suggests unequal variances, and better to use unpooled ttest.

Page 30: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Example: two-sample t-test In 1980, some researchers reported that

“men have more mathematical ability than women” as evidenced by the 1979 SAT’s, where a sample of 30 random male adolescents had a mean score ± 1 standard deviation of 436±77 and 30 random female adolescents scored lower: 416±81 (genders were similar in educational backgrounds, socio-economic status, and age). Do you agree with the authors’ conclusions?

Page 31: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Data Summary

n Sample

Mean

Sample Standard Deviation

Group 1:women

30 416 81

Group 2:men

30 436 77

Page 32: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Two-sample t-test

1. Define your hypotheses (null, alternative)H0: ♂-♀ math SAT = 0

Ha: ♂-♀ math SAT ≠ 0 [two-sided]

Page 33: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Two-sample t-test2. Specify your null distribution:

F and M have similar standard deviations/variances, so make a “pooled” estimate of variance.

624558

81)29(77)29(

2

)1()1( 22222

mn

smsns fm

p

)30

6245

30

6245,0(~ 583030 TFM 4.20

30

6245

30

6245

Page 34: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Two-sample t-test

3. Observed difference in our experiment = 20 points

Page 35: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Two-sample t-test

4. Calculate the p-value of what you observed

98.4.20

02058

T

data _null_;

pval=(1-probt(.98, 58))*2;

put pval;

run; 0.3311563454

5. Do not reject null! No evidence that men are better in math ;)

Page 36: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Example 2: Difference in means

Example: Rosental, R. and Jacobson, L. (1966) Teachers’ expectancies: Determinates of pupils’ I.Q. gains. Psychological Reports, 19, 115-118.

Page 37: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

The Experiment (note: exact numbers have been altered)

Grade 3 at Oak School were given an IQ test at the beginning of the academic year (n=90).

Classroom teachers were given a list of names of students in their classes who had supposedly scored in the top 20 percent; these students were identified as “academic bloomers” (n=18).

BUT: the children on the teachers lists had actually been randomly assigned to the list.

At the end of the year, the same I.Q. test was re-administered.

Page 38: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Example 2 Statistical question: Do students in the

treatment group have more improvement in IQ than students in the control group?

What will we actually compare? One-year change in IQ score in the

treatment group vs. one-year change in IQ score in the control group.

Page 39: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

“Academic bloomers”

(n=18)Controls (n=72)

Change in IQ score: 12.2 (2.0)  8.2 (2.0)

Results:

12.2 points 8.2 points

Difference=4 points

The standard deviation of change scores was 2.0 in both groups. This affects statistical significance…

Page 40: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

What does a 4-point difference mean?

Before we perform any formal statistical analysis on these data, we already have a lot of information.

Look at the basic numbers first; THEN consider statistical significance as a secondary guide.

Page 41: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Is the association statistically significant?

This 4-point difference could reflect a true effect or it could be a fluke.

The question: is a 4-point difference bigger or smaller than the expected sampling variability?

Page 42: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Hypothesis testing

Null hypothesis: There is no difference between “academic bloomers” and normal students (= the difference is 0%)

Step 1: Assume the null hypothesis.

Page 43: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Hypothesis Testing

These predictions can be made by mathematical theory or by computer simulation.

Step 2: Predict the sampling variability assuming the null hypothesis is true

Page 44: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Hypothesis Testing

Step 2: Predict the sampling variability assuming the null hypothesis is true—math theory:

0.42 p

s

)52.072

4

18

4,0(~ 88"" Tcontrolgifted

Page 45: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Hypothesis Testing

In computer simulation, you simulate taking repeated samples of the same size from the same population and observe the sampling variability.

I used computer simulation to take 1000 samples of 18 treated and 72 controls

Step 2: Predict the sampling variability assuming the null hypothesis is true—computer simulation:

Page 46: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Computer Simulation Results

Standard error is about 0.52

Page 47: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

3. Empirical data

Observed difference in our experiment = 12.2-8.2 = 4.0

 

Page 48: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

4. P-value

t-curve with 88 df’s has slightly wider cut-off’s for 95% area (t=1.99) than a normal curve (Z=1.96) 

p-value <.0001

852.

4

52.

2.82.1288

t

Page 49: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

If we ran this study 1000 times, we wouldn’t expect to get 1 result as big as a difference of 4 (under the null hypothesis).

Visually…

Page 50: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

5. Reject null!

Conclusion: I.Q. scores can bias expectancies in the teachers’ minds and cause them to unintentionally treat “bright” students differently from those seen as less bright.

Page 51: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Confidence interval (more information!!)

95% CI for the difference: 4.0±1.99(.52) = (3.0 – 5.0)

t-curve with 88 df’s has slightly wider cut-off’s for 95% area (t=1.99) than a normal curve (Z=1.96)

Page 52: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

What if our standard deviation had been higher?

The standard deviation for change scores in treatment and control were each 2.0. What if change scores had been much more variable—say a standard deviation of 10.0 (for both)?

Page 53: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Standard error is 0.52 Std. dev in

change scores = 2.0

Std. dev in change scores = 10.0

Standard error is 2.58

Page 54: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

With a std. dev. of 10.0…LESS STATISICAL POWER!

Standard error is 2.58

If we ran this study 1000 times, we would expect to get +4.0 or –4.0 12% of the time.

P-value=.12

Page 55: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Don’t forget: The paired T-test Did the control group in the previous

experiment improveat all during the year?

Do not apply a two-sample ttest to answer this question!

After-Before yields a single sample of differences…

“within-group” rather than “between-group” comparison…

Page 56: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Continuous outcome (means);

Outcome Variable

Are the observations independent or correlated?Alternatives if the normality assumption is violated (and small sample size):

independent correlated

Continuous(e.g. pain scale, cognitive function)

Ttest: compares means between two independent groups

ANOVA: compares means between more than two independent groups

Pearson’s correlation coefficient (linear correlation): shows linear correlation between two continuous variables

Linear regression: multivariate regression technique used when the outcome is continuous; gives slopes

Paired ttest: compares means between two related groups (e.g., the same subjects before and after)

Repeated-measures ANOVA: compares changes over time in the means of two or more groups (repeated measurements)

Mixed models/GEE modeling: multivariate regression techniques to compare changes over time between two or more groups; gives rate of change over time

Non-parametric statistics

Wilcoxon sign-rank test: non-parametric alternative to the paired ttest

Wilcoxon sum-rank test (=Mann-Whitney U test): non-parametric alternative to the ttest

Kruskal-Wallis test: non-parametric alternative to ANOVA

Spearman rank correlation coefficient: non-parametric alternative to Pearson’s correlation coefficient

Page 57: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Data Summary

n Sample

Mean

Sample Standard Deviation

Group 1:Change

72 +8.2 2.0

Page 58: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Did the control group in the previous experiment improveat all during the year?

2829.

2.8

722

02.8271

t

p-value <.0001

Page 59: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Normality assumption of ttest

If the distribution of the trait is normal, fine to use a t-test.

But if the underlying distribution is not normal and the sample size is small (rule of thumb: n>30 per group if not too skewed; n>100 if distribution is really skewed), the Central Limit Theorem takes some time to kick in. Cannot use ttest.

Note: ttest is very robust against the normality assumption!

Page 60: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Alternative tests when normality is violated: Non-parametric tests

Page 61: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Continuous outcome (means);

Outcome Variable

Are the observations independent or correlated?Alternatives if the normality assumption is violated (and small sample size):

independent correlated

Continuous(e.g. pain scale, cognitive function)

Ttest: compares means between two independent groups

ANOVA: compares means between more than two independent groups

Pearson’s correlation coefficient (linear correlation): shows linear correlation between two continuous variables

Linear regression: multivariate regression technique used when the outcome is continuous; gives slopes

Paired ttest: compares means between two related groups (e.g., the same subjects before and after)

Repeated-measures ANOVA: compares changes over time in the means of two or more groups (repeated measurements)

Mixed models/GEE modeling: multivariate regression techniques to compare changes over time between two or more groups; gives rate of change over time

Non-parametric statistics

Wilcoxon sign-rank test: non-parametric alternative to the paired ttest

Wilcoxon sum-rank test (=Mann-Whitney U test): non-parametric alternative to the ttest

Kruskal-Wallis test: non-parametric alternative to ANOVA

Spearman rank correlation coefficient: non-parametric alternative to Pearson’s correlation coefficient

Page 62: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Non-parametric tests

t-tests require your outcome variable to be normally distributed (or close enough), for small samples.

Non-parametric tests are based on RANKS instead of means and standard deviations (=“population parameters”).

Page 63: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Example: non-parametric tests

10 dieters following Atkin’s diet vs. 10 dieters following Jenny Craig

Hypothetical RESULTS:Atkin’s group loses an average of 34.5 lbs.

J. Craig group loses an average of 18.5 lbs.

Conclusion: Atkin’s is better?

Page 64: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Example: non-parametric tests

BUT, take a closer look at the individual data…

Atkin’s, change in weight (lbs):+4, +3, 0, -3, -4, -5, -11, -14, -15, -300

J. Craig, change in weight (lbs)-8, -10, -12, -16, -18, -20, -21, -24, -26, -30

Page 65: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Jenny Craig

-30 -25 -20 -15 -10 -5 0 5 10 15 20

0

5

10

15

20

25

30

Percent

Weight Change

Page 66: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Atkin’s

-300 -280 -260 -240 -220 -200 -180 -160 -140 -120 -100 -80 -60 -40 -20 0 20

0

5

10

15

20

25

30

Percent

Weight Change

Page 67: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

t-test inappropriate…

Comparing the mean weight loss of the two groups is not appropriate here.

The distributions do not appear to be normally distributed.

Moreover, there is an extreme outlier (this outlier influences the mean a great deal).

Page 68: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Wilcoxon rank-sum test RANK the values, 1 being the least weight

loss and 20 being the most weight loss. Atkin’s +4, +3, 0, -3, -4, -5, -11, -14, -15, -300  1, 2, 3, 4, 5, 6, 9, 11, 12, 20 J. Craig -8, -10, -12, -16, -18, -20, -21, -24, -26, -30 7, 8, 10, 13, 14, 15, 16, 17, 18, 19

Page 69: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Wilcoxon rank-sum test Sum of Atkin’s ranks:  1+ 2 + 3 + 4 + 5 + 6 + 9 + 11+ 12 +

20=73 Sum of Jenny Craig’s ranks:7 + 8 +10+ 13+ 14+ 15+16+ 17+

18+19=137

Jenny Craig clearly ranked higher! P-value *(from computer) = .018

*For details of the statistical test, see appendix of these slides…

Page 70: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Binary or categorical outcomes (proportions)

Outcome Variable

Are the observations correlated? Alternative to the chi-square test if sparse cells:

independent correlated

Binary or categorical(e.g. fracture, yes/no)

Chi-square test: compares proportions between two or more groups

Relative risks: odds ratios or risk ratios

Logistic regression: multivariate technique used when outcome is binary; gives multivariate-adjusted odds ratios

McNemar’s chi-square test: compares binary outcome between two correlated groups (e.g., before and after)

Conditional logistic regression: multivariate regression technique for a binary outcome when groups are correlated (e.g., matched data)

GEE modeling: multivariate regression technique for a binary outcome when groups are correlated (e.g., repeated measures)

Fisher’s exact test: compares proportions between independent groups when there are sparse data (some cells <5).

McNemar’s exact test: compares proportions between correlated groups when there are sparse data (some cells <5).

Page 71: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Difference in proportions (special case of chi-square test)

Page 72: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Standard error of the difference of two proportions=

21

2211

212

22

1

11 )()(n where,

)1()1(or

)ˆ1(ˆ)ˆ1(ˆ

nn

pnpp

n

pp

n

pp

n

pp

n

pp

Standard error of a proportion=n

pp )1(

Null distribution of a difference in proportions

Standard error can be estimated by=

(still normally distributed)n

pp )ˆ1(ˆ

Analagous to pooled variance in the ttest

The variance of a difference is the sum of variances (as with difference

in means).

Page 73: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Null distribution of a difference in proportions

Difference of proportions ))1()1(

,(~21

21 n

pp

n

ppppN

Page 74: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Difference in proportions test

Null hypothesis: The difference in proportions is 0.

21

21

)1(*)1(*n

ppn

pp

ppZ

2 groupin number

1 groupin number

2 groupin proportion

1 groupin proportion

)proportion average(just

2

1

2

1

21

2211

n

n

p

p

nn

pnpnp

Recall, variance of a proportion is p(1-p)/n

Use average (or pooled) proportion in standard error formula, because under the null hypothesis, groups have equal proportions.

Follows a normal because binomial can be approximated with normal

Page 75: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Recall case-control example:

  Smoker (E) Non-smoker (~E)

 

Stroke (D) 15 35

No Stroke (~D) 8 42

 

50

50

Page 76: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Absolute risk: Difference in proportions exposed

%14%16%30

50/850/15)~/()/(

DEPDEP

  Smoker (E) Non-smoker (~E)

 

Stroke (D) 15 35

No Stroke (~D) 8 42

 

50

50

Page 77: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Difference in proportions exposed

67.1084.

14.

5077.*23.

5077.*23.

%0%14

Z

.31 to03.0084.*96.114 .0:CI %95

Page 78: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Example 2: Difference in proportions

Research Question: Are antidepressants a risk factor for suicide attempts in children and adolescents?

Example modified from: “Antidepressant Drug Therapy and Suicide in Severely Depressed Children and Adults ”; Olfson et al. Arch Gen Psychiatry.2006;63:865-872.

Page 79: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Example 2: Difference in Proportions Design: Case-control study Methods: Researchers used Medicaid

records to compare prescription histories between 263 children and teenagers (6-18 years) who had attempted suicide and 1241 controls who had never attempted suicide (all subjects suffered from depression).

Statistical question: Is a history of use of antidepressants more common among cases than controls?

Page 80: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Example 2 Statistical question: Is a history of use of

antidepressants more common among heart disease cases than controls?

What will we actually compare? Proportion of cases who used

antidepressants in the past vs. proportion of controls who did

Page 81: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

No (%) of cases

(n=263)

No (%) of controls (n=1241)

Any antidepressant drug ever 120 (46%)  448 (36%)

46% 36%

Difference=10%

Results

Page 82: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Is the association statistically significant?

This 10% difference could reflect a true association or it could be a fluke in this particular sample.

The question: is 10% bigger or smaller than the expected sampling variability?

Page 83: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Hypothesis testing

Null hypothesis: There is no association between antidepressant use and suicide attempts in the target population (= the difference is 0%)

Step 1: Assume the null hypothesis.

Page 84: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Hypothesis Testing

Step 2: Predict the sampling variability assuming the null hypothesis is true

)033.=1241

)1504

5681(

1504

568

+263

)1504

5681(

1504

568

=σ,0(N~p̂p̂ controlscases

Page 85: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Also: Computer Simulation Results

Standard error is about 3.3%

Page 86: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Hypothesis Testing

Step 3: Do an experiment

We observed a difference of 10% between cases and controls.

Page 87: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Hypothesis Testing

Step 4: Calculate a p-value

003.=p;0.3=033.

10.=Z

Page 88: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

When we ran this study 1000 times, we got 1 result as big or bigger than 10%.

P-value from our simulation…

We also got 3 results as small or smaller than –10%.

Page 89: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

P-valueP-value

From our simulation, we estimate the p-value to be:

4/1000 or .004

Page 90: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Here we reject the null.

Alternative hypothesis: There is an association between antidepressant use and suicide in the target population.

Hypothesis Testing

Step 5: Reject or do not reject the null hypothesis.

Page 91: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

What would a lack of statistical significance mean?

If this study had sampled only 50 cases and 50 controls, the sampling variability would have been much higher—as shown in this computer simulation…

Page 92: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Standard error is about 10%

50 cases and 50 controls.

Standard error is about 3.3% 263 cases and

1241 controls.

Page 93: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

With only 50 cases and 50 controls…

Standard error is about 10%

If we ran this study 1000 times, we would expect to get values of 10% or higher 170 times (or 17% of the time).

Page 94: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Two-tailed p-value

Two-tailed p-value = 17%x2=34%

Page 95: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Practice problem…

An August 2003 research article in Developmental and Behavioral Pediatrics reported the following about a sample of UK kids: when given a choice of a non-branded chocolate cereal vs. CoCo Pops, 97% (36) of 37 girls and 71% (27) of 38 boys preferred the CoCo Pops. Is this evidence that girls are more likely to choose brand-named products?

Page 96: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Answer1. Hypotheses:

H0: p♂-p♀= 0

Ha: p♂-p♀≠ 0 [two-sided]

 

2. Null distribution of difference of two proportions:

 

 

3. Observed difference in our experiment = .97-.71= .26

 

4. Calculate the p-value of what you observed:

085.38

)16(.84.

37

)16(.84.

)38

)75

631(

75

63

37

)75

631(

75

63

,0(~ˆˆ

Npp mf

data _null_;

pval=(1-probnorm(3.06))*2;

put pval;

run;

0.0022133699

5. p-value is sufficiently low for us to reject the null; there does appear to be a difference in gender preferences here.

Null says p’s are equal so estimate standard error using overall observed p

06.3085.

026.

Z

Page 97: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Key two-sample Hypothesis Tests…

Test for Ho: μx- μy = 0 (σ2 unknown, but roughly equal):

Test for Ho: p1- p2= 0:

 

2

)1()1(;

222

222

n

snsns

n

s

n

s

yxt

yyxxp

y

p

x

p

n

21

2211

21

21 ˆˆ;

)1)(()1)((

ˆˆ

nn

pnpnp

n

pp

n

pp

ppZ

Page 98: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Corresponding confidence intervals…

For a difference in means, 2 independent samples (σ2’s unknown but roughly equal):

For a difference in proportions, 2 independent samples:

 

y

p

x

pn n

s

n

styx

22

2/,2)(

212/21

)1)(()1)(()ˆˆ(

n

pp

n

ppZpp

Page 99: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Appendix: details of rank-sum test…

Page 100: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Wilcoxon Rank-sum test

),min(12

)1(2

Z

2

)1(U

,10 ,01for 2

)1(U

)(n populationlarger thefrom ranks theof sum theis T

)(n populationsmaller from ranks theof sum theis T

n. to1 fromorder in nsobservatio theof allRank

210

2121

210

222

212

21111

211

22

11

UUU

nnnn

nnU

Tnn

nn

nnTnn

nn

Find P(U² U0) in Mann-Whitney U tablesWith n2 = the bigger of the 2 populations

Page 101: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Example

For example, if team 1 and team 2 (two gymnastic teams) are competing, and the judges rank all the individuals in the competition, how can you tell if team 1 has done significantly better than team 2 or vice versa?

Page 102: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Answer Intuition: under the null hypothesis of no difference between the

two groups… If n1=n2, the sums of T1 and T2 should be equal. But if n1 ≠n2, then T2 (n2=bigger group) should automatically be

bigger. But how much bigger under the null?

For example, if team 1 has 3 people and team 2 has 10, we could rank all 13 participants from 1 to 13 on individual performance. If team1 (X) and team2 don’t differ in talent, the ranks ought to be spread evenly among the two groups, e.g.…

1 2 X 4 5 6 X 8 9 10 X 12 13 (exactly even distribution if team1 ranks 3rd, 7th, and 11th)

(larger) 2 group of ranks of sum

(smaller) 1 group of ranks of sum

2

1

T

T

Page 103: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

2122112

2221121

21

2121

121

2

)1(

2

)1(

2

)(

2

)1)((21

nnnnnnnnnnnnnn

nnnniTT

nn

i

Remember this?

sum of within-group ranks for smaller group.

2

)1( 11

1

1

nni

n

i

sum of within-group ranks for larger group.

2

)1( 22

1

2

nni

n

i

30655912

)14)(13(:here e.g.,

13

121

i

iTT

212211

21 2

)1(

2

)1(nn

nnnnTT

Take-home point:

Page 104: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

49655

62

)4(3

552

)11(10

3

1

10

1

i

i

i

T1 = 3 + 7 + 11 =21T2 = 1 + 2 + 4 + 5 + 6 + 8 + 9 +10 + 12 +13 = 70

70-21 = 49 Magic!

The difference between the sum of theranks within each individual group is 49.

The difference between the sum of theranks of the two groups is also equal to 49if ranks are evenly interspersed (null istrue).

It turns out that, if the null hypothesis is true, the difference between the larger-group sum of ranks and the smaller-group sum of ranks is exactly equal to the difference between T1 and T2

2

)1(

2

)1(

null, Under the

112212

nnnnTT

Page 105: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

. equal should sumTheir 2

)1( Udefine

2

)1( Udefine

22

)1(22

)1(

2

)1(

2

)1(2

)1(

2

)1(

21

12111

1

22122

2

21111

21222

112212

212211

12

nn

Tnnnn

Tnnnn

nnnnT

nnnnT

nnnnTT

nnnnnn

TT

From slide 23

From slide 24

Define new statistics

Here, under null:

U2=55+30-70

U1=6+30-21

U2+U1=30

Page 106: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

under null hypothesis, U1 should equal U2:

0 )]T()2

)1(

2

)1([()U- E(U 12

112212

T

nnnnE

The U’s should be equal to each other and will equal n1n2/2:  U1 + U2 = n1n2

Under null hypothesis, U1 = U2 = U0

E(U1 + U2) = 2E(U0) = n1n2

E(U1 = U2=U0) = n1n2/2

So, the test statistic here is not quite the difference in the sum-of-ranks of the 2 groups

It’s the smaller observed U value: U0

For small n’s, take U0, and get p-value directly from a U table.

Page 107: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

For large enough n’s (>10 per group)…

)(2

)(

)( Z

0

210

0

00

UVar

nnU

UVar

UEU

2)( 21

0

nnUE

12

)1()( 2121

0

nnnnUVar

Page 108: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Add observed data to the example…

Example: If the girls on the two gymnastics teams were ranked as follows:

Team 1: 1, 5, 7 Observed T1 = 13

Team 2: 2,3,4,6,8,9,10,11,12,13 Observed T2 = 78

 Are the teams significantly different?

Total sum of ranks = 13*14/2 = 91 n1n2=3*10 = 30 

Under the null hypothesis: expect U1 - U2 = 0 and U1 + U2 = 30 (each should equal about 15 under the null) and U0

= 15   

U1=30 + 6 – 13 = 23

U2= 30 + 55 – 78 = 7

 U0 = 7 

Not quite statistically significant in U table…p=.1084 (see attached) x2 for two-tailed test

Page 109: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Example problem 2

A study was done to compare the Atkins Diet (low-carb) vs. Jenny Craig (low-cal, low-fat). The following weight changes were obtained; note they are very skewed because someone lost 100 pounds; the mean loss for Atkins is going to look higher because of the bozo, but does that mean the diet is better overall? Conduct a Mann-Whitney U test to compare ranks.  Atkins Jenny Craig

-100 -11

-8 -15

-4 -5

+5 +6

+8 -20

+2  

 

Page 110: Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.

Answer Atkins Jenny Craig1 45 37 69 1011 28  

Sum of ranks for JC = 25 (n=5)Sum of ranks for Atkins=41 (n=6) n1n2=5*6 = 30

 under the null hypothesis: expect U1 - U2 = 0 and

U1 + U2 = 30 and U0 = 15

  U1=30 + 15 – 25 = 20

U2= 30 + 21 – 41 = 10

 U0 = 10; n1=5, n2=6

Go to Mann-Whitney chart….p=.2143x 2 = .42