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Multiple comparisons in a non parametric case

3 messages · Rolf Turner, Spencer Graves, Marco Chiarandini

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It looks to me like what you are doing is trying to judge
significance of differences by non-overlap of single-sample
confidence intervals.  While this is appealing, it's not quite
right.

I just looked into my copy of Applied Nonparametric Statistics
(second ed.) by Wayne W. Daniel (Duxbury, 1990) but that
only deals with the situation where there is a single replicate
per block-treatment combination (whereas you have 10 reps)
and block-treatment interaction is assumed to be non-existent.

The method that Daniel prescribes in this simple setting seems to be
no more than applying the Bonferroni method of multiple comparisons.
(Daniel does not say; his book is very much a cook-book.)  So you
might simply try Bonferroni --- i.e. do all k-choose-2 pairwise
comparisons between treatments (using the appropriate 2 sample method
for each comparison) doing each comparison at the alpha/k-choose-2
significance level.  Where k = the number of treatments = 4 in your
case.  This method is not going to be super-powerful but it is
sometimes surprizing how well Bonferroni stacks up against more
``sophisticated'' methods.

Daniel gives a reference to ``Nonparametric Statistical Methods'' by
Myles Hollander and Douglas A. Wolfe, New York, Wiley, 1973, for ``an
alternative multiple comparisons formula''.  I don't have this book,
and don't know what direction Hollander and Wolfe ride off in, but it
***might*** be worth trying to get your hands on it and see.

Finally --- in what way are the assumptions of Anova violated?  The
conventional wisdom is that Anova is actually quite robust to
non-normality.  Particularly when the sample size is large --- and 10
reps per treatment combination is pretty good.  Heteroskedasticity is
more of a worry, but it's not so much of a worry when the design is
nicely balanced.  As yours is.  And finally-finally --- have you
tried transforming your data to make them a bit more normal and/or
homoskedastic?

I hope this is some help.

				cheers,

					Rolf Turner
					rolf at math.unb.ca
Marco Chiarandini wrote:

            
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Great summary, Rolf. 

      Just one minor issue that recently bit me:  In a data mining 
application with hundred of p-values, people want to make subtle 
distinctions based on extremely small p-values.  In such applications, 
even a modest amount of skewness (to say nothing of outliers) might have 
a surprising (and not necessarily monotonic) impact on p-values. 

      Best Wishes,
      Spencer Graves
Rolf Turner wrote:

            

  
    
#
Thanks Rolf and Thomas,
Yes, this is what I am trying to do. Apparently, when the replicates are
the same for each experimental unit and the experiment is balanced the
CI should be the same for all sample-pairs, therefore it is somehow like
having single sample CI.
The problems (or instances of problems) are my blocking factor. But this
factor has significant interaction in the ANOVA model.
I knew about Bonferroni. But I am confused. I have actually two
references: Conover "Practical Nonparametric statistics" (page 371) and
Sheskin "Handbook and Nonparmetric statistical procedures" (page
675). Both these books deal with multiple comparison when the Friedman
test would be appropriate. But the formula given are different and the
CI I obtain are also different.

Sheskin, citing various sources (among them Daniel 1990), uses a formula
with the normal distribution z and adjust the alfa value according to
Bonferroni (strangely no sample statistic appears in the formula).
Conover (which is also a good reference) uses a formula with Student't
distribution but does not adjust alfa either in the example he provides
where 4 treatments are pairwise compared.

The CI I obtain are much smaller if I use the Conover procedure than the
Sheskin's. And this happens in spite of the p-adjustment in Sheskin.
Smaller CI are for me nicer because I can distinguish better differences
But the a factor of 3 between them let me doubt I can really use
Conover.

Which is your opinion?


Thansk again for the help,

Ragards,

	Marco




--
Marco Chiarandini, Fachgebiet Intellektik, Fachbereich Informatik,
Technische Universit??t Darmstadt, Hochschulstra??e 10,
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