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How to compare small multivariate samples using nonparametric tests

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  • Bathke, Arne C.
  • Harrar, Solomon W.
  • Madden, Laurence V.

Abstract

In the life sciences and other research fields, experiments are often conducted to determine responses of subjects to various treatments. Typically, such data are multivariate, where different variables may be measured on different scales that can be quantitative, ordinal, or mixed. To analyze these data, we present different nonparametric (rank-based) tests for multivariate observations in balanced and unbalanced one-way layouts. Previous work has led to the development of tests based on asymptotic theory, either for large numbers of samples or groups; however, most experiments comprise only small or moderate numbers of experimental units in each individual group or sample. Here, we investigate several tests based on small-sample approximations, and compare their performance in terms of [alpha] levels and power for different simulated situations, with continuous and discrete observations. For positively correlated responses, an approximation based on [Brunner, E., Dette, H., Munk, A., 1997. Box-type approximations in nonparametric factorial designs. J. Amer. Statist. Assoc. 92, 1494-1502] ANOVA-Type statistic performed best; for responses with negative correlations, in general, an approximation based on the Lawley-Hotelling type test performed best. We demonstrate the use of the tests based on the approximations for a plant pathology experiment.

Suggested Citation

  • Bathke, Arne C. & Harrar, Solomon W. & Madden, Laurence V., 2008. "How to compare small multivariate samples using nonparametric tests," Computational Statistics & Data Analysis, Elsevier, vol. 52(11), pages 4951-4965, July.
  • Handle: RePEc:eee:csdana:v:52:y:2008:i:11:p:4951-4965
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    References listed on IDEAS

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    1. Thompson, G. L., 1990. "Asymptotic distribution of rank statistics under dependencies with multivariate application," Journal of Multivariate Analysis, Elsevier, vol. 33(2), pages 183-211, May.
    2. Harrar, Solomon W. & Bathke, Arne C., 2008. "Nonparametric methods for unbalanced multivariate data and many factor levels," Journal of Multivariate Analysis, Elsevier, vol. 99(8), pages 1635-1664, September.
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    6. Brunner, Edgar & Munzel, Ulrich & Puri, Madan L., 1999. "Rank-Score Tests in Factorial Designs with Repeated Measures," Journal of Multivariate Analysis, Elsevier, vol. 70(2), pages 286-317, August.
    7. Munzel, Ullrich, 1999. "Linear rank score statistics when ties are present," Statistics & Probability Letters, Elsevier, vol. 41(4), pages 389-395, February.
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    Cited by:

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    4. Gunawardana, Asanka & Konietschke, Frank, 2019. "Nonparametric multiple contrast tests for general multivariate factorial designs," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 165-180.
    5. Liu, Chunxu & Bathke, Arne C. & Harrar, Solomon W., 2011. "A nonparametric version of Wilks' lambda--Asymptotic results and small sample approximations," Statistics & Probability Letters, Elsevier, vol. 81(10), pages 1502-1506, October.
    6. Bathke, Arne C. & Harrar, Solomon W. & Wang, Haiyan & Zhang, Ke & Piepho, Hans-Peter, 2010. "Series of randomized complete block experiments with non-normal data," Computational Statistics & Data Analysis, Elsevier, vol. 54(7), pages 1840-1857, July.
    7. Konietschke, Frank & Bathke, Arne C. & Harrar, Solomon W. & Pauly, Markus, 2015. "Parametric and nonparametric bootstrap methods for general MANOVA," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 291-301.
    8. Rosa Arboretti & Riccardo Ceccato & Livio Corain & Fabrizio Ronchi & Luigi Salmaso, 2018. "Multivariate small sample tests for two-way designs with applications to industrial statistics," Statistical Papers, Springer, vol. 59(4), pages 1483-1503, December.
    9. Patrick B. Langthaler & Riccardo Ceccato & Luigi Salmaso & Rosa Arboretti & Arne C. Bathke, 2023. "Permutation testing for thick data when the number of variables is much greater than the sample size: recent developments and some recommendations," Computational Statistics, Springer, vol. 38(1), pages 101-132, March.
    10. Arnold, Barry C. & Castillo, Enrique & María Sarabia, José, 2009. "On multivariate order statistics. Application to ranked set sampling," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4555-4569, October.
    11. Dennis Dobler & Sarah Friedrich & Markus Pauly, 2020. "Nonparametric MANOVA in meaningful effects," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(4), pages 997-1022, August.
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    13. Alexander S. Long & Brian J. Reich & Ana‐Maria Staicu & John Meitzen, 2023. "A nonparametric test of group distributional differences for hierarchically clustered functional data," Biometrics, The International Biometric Society, vol. 79(4), pages 3778-3791, December.

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