Small Sample Properties of the Wilcoxon Signed Rank Test with Discontinuous and Dependent Observations

Nadine Chlaß and Jens J. Krueger ()
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Jens J. Krueger: Friedrich-Schiller-University Jena, Department of Economics
Authors registered in the RePEc Author Service: Jens J. Krüger ()

No 2007-032, Jena Economics Research Papers from Friedrich-Schiller-University Jena

Abstract: This Monte-Carlo study investigates sensitivity of the Wilcoxon signed rank test to certain assumption violations in small samples. Emphasis is put on within-sample-dependence, between-sample dependence, and the presence of ties. Our results show that both assumption violations induce severe size distortions and entail power losses. Surprisingly, these consequences do vary substantially with other properties the data may display. Results provided are particularly relevant for experimental settings where ties and within-sample dependence are frequently observed.

Keywords: Wilcoxon signed rank test; ties; dependent observations; size and power (search for similar items in EconPapers)
JEL-codes: C12 C14 C15 (search for similar items in EconPapers)
Date: 2007-07-05
New Economics Papers: this item is included in nep-cbe, nep-ecm and nep-exp
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Related works:
Working Paper: Small Sample Properties of the Wilcoxon Signed Rank Test with Discontinuous and Dependent Observations (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:jrp:jrpwrp:2007-032

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