Adaptive Procedures for the Wilcoxon–Mann–Whitney Test: Seven Decades of Advances

Li Hao and Daniel Houser

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 9, 1939-1957

Abstract: The Wilcoxon–Mann–Whitney test has dominated non parametric analyses in behavioral sciences for the past seven decades. Its widespread use masks the fact that there exist simple “adaptive” procedures which use data-dependent statistical decision rules to select an optimal non parametric test. This paper discusses key adaptive approaches for testing differences in locations in two-sample environments. Our Monte Carlo analysis shows that adaptive procedures often perform substantially better than t-tests, even with moderately sized samples (80 observations). We illustrate adaptive approaches using data from Gneezy and Smorodinsky (2006), and offer a Stata package to researchers interested in taking advantage of these techniques.

Date: 2015
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DOI: 10.1080/03610926.2012.762394

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