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The Kruskal–Wallis tests are Cochran–Mantel–Haenszel mean score tests

J. C. W. Rayner () and Glen Livingston ()
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J. C. W. Rayner: University of Wollongong
Glen Livingston: University of Newcastle

METRON, 2020, vol. 78, issue 3, No 6, 353-360

Abstract: Abstract The Kruskal–Wallis tests are appropriate tests for the completely randomised design, both for when the data are untied ranks, and, with adjustment, for when there are ties and mid-ranks are used. Both these tests are shown to be Cochran–Mantel–Haenszel mean score tests. The relationship between the Kruskal–Wallis test statistic and the ANOVA F test statistic when there are no ties generalises to the same relationship between the Cochran–Mantel–Haenszel mean score test statistic and the ANOVA F test statistic. It thus also relates both Kruskal–Wallis test statistics to the ANOVA F test statistic. A small simulation study finds that p-values may be more accurately found using the F test.

Keywords: Completely randomised design test; Homosexual marriage example; Mid-ranks; Scores; Whiskey example; 62G; 62F (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s40300-020-00192-4

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