Wilcoxon Test and Mean Ratios

On Thu, Sep 20, 2012 at 5:46 AM, Mohamed Radhouane Aniba

Hello All,

I am writing to ask your opinion on how to interpret this case. I have two vectors "a" and "b" that I am trying to compare.

The wilcoxon test is giving me a pvalue of 5.139217e-303 of a over b with the alternative "greater". Now if I make a summary on each of them I have the following

summary(a)

     Min.   1st Qu.    Median      Mean   3rd Qu.      Max.
0.0000000 0.0001411 0.0002381 0.0002671 0.0003623 0.0012910

summary(c)

     Min.   1st Qu.    Median      Mean   3rd Qu.      Max.
0.0000000 0.0000000 0.0000000 0.0004947 0.0002972 1.0000000

The mean ratio is then around 0.5399031 which naively goes in opposite direction of the wilcoxon test ( I was expecting to find a ratio >> 1)

There's nothing conceptually strange about the Wilcoxon test showing a
difference in the opposite direction to the difference in means.  It's
probably easiest to think about this in terms of the Mann-Whitney
version of the same test, which is based on the proportion of pairs of
one observation from each group where the `a' observation is higher.
Your 'c' vector has a lot more zeros, so a randomly chosen observation
from 'c' is likely to be smaller than one from 'a', but the non-zero
observations seem to be larger, so the mean of 'c' is higher.

The Wilcoxon test probably isn't very useful in a setting like this,
since its results really make sense only under 'stochastic ordering',
where the shift is in the same direction across the whole
distribution.

  -thomas

Thomas Lumley
Professor of Biostatistics
University of Auckland