Ranks and Pseudo‐ranks—Surprising Results of Certain Rank Tests in Unbalanced Designs

Edgar Brunner, Frank Konietschke, Arne C. Bathke and Markus Pauly

International Statistical Review, 2021, vol. 89, issue 2, 349-366

Abstract: Rank‐based inference methods are applied in various disciplines, typically when procedures relying on standard normal theory are not justifiable. Various specific rank‐based methods have been developed for two and more samples and also for general factorial designs (e.g. Kruskal–Wallis test or Akritas–Arnold–Brunner test). It is the aim of the present paper (1) to demonstrate that traditional rank procedures for several samples or general factorial designs may lead to surprising results in case of unequal sample sizes as compared with equal sample sizes, (2) to explain why this is the case and (3) to provide a way to overcome these disadvantages. Theoretical investigations show that the surprising results can be explained by considering the non‐centralities of the test statistics, which may be non‐zero for the usual rank‐based procedures in case of unequal sample sizes, while they may be equal to 0 in case of equal sample sizes. A simple solution is to consider unweighted relative effects instead of weighted relative effects. The former effects are estimated by means of the so‐called pseudo‐ranks, while the usual ranks naturally lead to the latter effects. A real data example illustrates the practical meaning of the theoretical discussions.

Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://doi.org/10.1111/insr.12418

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:istatr:v:89:y:2021:i:2:p:349-366

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0306-7734

Access Statistics for this article

International Statistical Review is currently edited by Eugene Seneta and Kees Zeelenberg

More articles in International Statistical Review from International Statistical Institute Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().