{ "cells": [ { "cell_type": "markdown", "id": "17aa2aac", "metadata": {}, "source": [ "In this tutorial, we are going to discuss the various R functions that can be used to perform **nonparametric** tests that we have learned in class.\n", "\n", "Remember that nonparametric tests are used as an alternative to parametric tests when the assumptions of the latter are not met. Here is a summary of the nonparametric tests that can be used as an alternative to the tests covered in this course:\n", "\n", "- Parametric: `t.test` $\\longleftrightarrow$ Nonparametric: `wilcox.test`\n", "- Parametric: `aov` $\\longleftrightarrow$ Nonparametric: `kruskal.test`\n", "- Parametric: `cor.test(..., method = \"pearson\")` $\\longleftrightarrow$ Nonparametric: `cor.test(..., method = \"spearman\")`" ] }, { "cell_type": "markdown", "id": "37f23c24", "metadata": {}, "source": [ "# Wilcoxon rank-sum and signed-rank tests\n", "\n", "The **Wilcoxon rank-sum test** is a nonparametric alternative to the **t-test** (one and two-sample). In the case of two samples, it is generally used to determine if they have the same distribution or not, based on their rank order. In some special cases, when both distributions have the same shape and only differ in their location, the test can be referred to as a test of the difference in medians.\n", "\n", "Similarly, for the two-sample case, the Wilcoxon rank-sum test is also known as the **Mann-Whitney U test**, and both terms are often used interchangeably.\n", "\n", "In the case of two paired samples, the **Wilcoxon signed-rank test** is an alternative to the **paired-sample t-test**.\n", "\n", "In R, we can perform both nonparametric tests using the `wilcox.test` built-in function." ] }, { "cell_type": "code", "execution_count": 1, "id": "950fdda5", "metadata": {}, "outputs": [], "source": [ "?wilcox.test" ] }, { "cell_type": "markdown", "id": "c228cd86", "metadata": {}, "source": [ "- If only one vector is supplied, we would run a one-sample Wilcoxon rank-sum test.\n", "- If two vectors are supplied instead, we would run a two-sample rank-sum test.- \n", "- In this last case, if we set the argument *paired* to TRUE, we would be assuming that both samples are paired, and it would correspond to the Wilcoxon signed-rank test." ] }, { "cell_type": "markdown", "id": "4a6a5936", "metadata": {}, "source": [ "Let's show the use of this function by means of the following datasets:" ] }, { "cell_type": "code", "execution_count": 2, "id": "acda973b", "metadata": {}, "outputs": [ { "name": "stderr", "output_type": "stream", "text": [ "── \u001b[1mAttaching packages\u001b[22m ─────────────────────────────────────── tidyverse 1.3.2 ──\n", "\u001b[32m✔\u001b[39m \u001b[34mggplot2\u001b[39m 3.4.0 \u001b[32m✔\u001b[39m \u001b[34mpurrr \u001b[39m 1.0.1 \n", "\u001b[32m✔\u001b[39m \u001b[34mtibble \u001b[39m 3.1.8 \u001b[32m✔\u001b[39m \u001b[34mdplyr \u001b[39m 1.0.10\n", "\u001b[32m✔\u001b[39m \u001b[34mtidyr \u001b[39m 1.2.1 \u001b[32m✔\u001b[39m \u001b[34mstringr\u001b[39m 1.5.0 \n", "\u001b[32m✔\u001b[39m \u001b[34mreadr \u001b[39m 2.1.3 \u001b[32m✔\u001b[39m \u001b[34mforcats\u001b[39m 0.5.2 \n", "── \u001b[1mConflicts\u001b[22m ────────────────────────────────────────── tidyverse_conflicts() ──\n", "\u001b[31m✖\u001b[39m \u001b[34mdplyr\u001b[39m::\u001b[32mfilter()\u001b[39m masks \u001b[34mstats\u001b[39m::filter()\n", "\u001b[31m✖\u001b[39m \u001b[34mdplyr\u001b[39m::\u001b[32mlag()\u001b[39m masks \u001b[34mstats\u001b[39m::lag()\n" ] } ], "source": [ "library(tidyverse)\n", "\n", "set.seed(1234)\n", "sample.1<-rnorm(15, 110, 15)\n", "sample.2<-rnorm(15, 124, 15)\n", "\n", "well.data<-rbind(data.frame(iq=sample.1, group=\"standard\"),\n", " data.frame(iq=sample.2, group=\"hyper IQ\"))\n", "well.data$type<-\"well\"\n", "\n", "outlier.data<-rbind(data.frame(iq=sample.1, group=\"standard\"),\n", " data.frame(iq=c(sample.2, 30), group=\"hyper IQ\"))\n", "outlier.data$type<-\"outlier\"\n", "\n", "ranksum.dat<-rbind(well.data, outlier.data)\n", "ranksum.dat$type<-as.factor(ranksum.dat$type)\n", "ranksum.dat$type<-relevel(ranksum.dat$type, \"well\")" ] }, { "cell_type": "markdown", "id": "a8b889e2", "metadata": {}, "source": [ "Both datasets are the same, with the only difference being that in the \"outlier\" dataset, we have added one outlier to the Hyper IQ group:" ] }, { "cell_type": "code", "execution_count": 3, "id": "f326a67d", "metadata": {}, "outputs": [ { "name": "stderr", "output_type": "stream", "text": [ "Warning message:\n", "“\u001b[1m\u001b[22mRemoved 2 rows containing missing values (`geom_segment()`).”\n", "Warning message:\n", "“\u001b[1m\u001b[22mRemoved 2 rows containing missing values (`geom_segment()`).”\n" ] }, { "data": { "image/png": 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"text/plain": [ "plot without title" ] }, "metadata": { "image/png": { "height": 600, "width": 1200 } }, "output_type": "display_data" } ], "source": [ "options(repr.plot.width=20, repr.plot.height=10)\n", "\n", "ggplot(ranksum.dat, \n", " aes(x = group,\n", " y = iq,\n", " color = group)) +\n", " geom_boxplot(outlier.color = NA) +\n", " geom_jitter(size = 3, width = 0.3) +\n", " stat_summary(fun = \"mean\",\n", " color = \"black\", shape = 8) +\n", " scale_color_manual(values =\n", " c(\"darkgreen\", \"darkblue\"),\n", " guide = NULL) +\n", " labs(x = \"\",\n", " y = \"IQ\",\n", " caption = \"* Mean\") + theme_bw(30) + facet_grid(~type)" ] }, { "cell_type": "markdown", "id": "32116c73", "metadata": {}, "source": [ "Since we generated the data from a Gaussian distribution, we can use the two-sample t-test to test whether there are significant differences in means:" ] }, { "cell_type": "code", "execution_count": 4, "id": "eb5ed33b", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "\n", "\tTwo Sample t-test\n", "\n", "data: iq by group\n", "t = 3.0282, df = 28, p-value = 0.005238\n", "alternative hypothesis: true difference in means between group hyper IQ and group standard is not equal to 0\n", "95 percent confidence interval:\n", " 4.926668 25.525651\n", "sample estimates:\n", "mean in group hyper IQ mean in group standard \n", " 120.1667 104.9405 \n" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "t.test(iq~group, data = well.data, var.equal = TRUE)" ] }, { "cell_type": "markdown", "id": "edc61231", "metadata": {}, "source": [ "As we can see, at the usual Type I error rate of $\\alpha=0.05$, we reject the null hypothesis that both groups have similar means in IQ.\n", "\n", "Now, let's see what happens if we use the same test on the dataset contaminated with one outlier:" ] }, { "cell_type": "code", "execution_count": 5, "id": "75e0e180", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "\n", "\tTwo Sample t-test\n", "\n", "data: iq by group\n", "t = 1.2637, df = 29, p-value = 0.2164\n", "alternative hypothesis: true difference in means between group hyper IQ and group standard is not equal to 0\n", "95 percent confidence interval:\n", " -5.930769 25.112250\n", "sample estimates:\n", "mean in group hyper IQ mean in group standard \n", " 114.5313 104.9405 \n" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "t.test(iq~group, data = outlier.data, var.equal = TRUE)" ] }, { "cell_type": "markdown", "id": "f7b8d933", "metadata": {}, "source": [ "Now the p-value is greater than 0.05, so we should stick to the null hypothesis, even though our data seemed to indicate that both groups differ in their IQ values!!! What is happening here is that the presence of the outlier is contaminating the estimation of the mean, and this is affecting the t-test since it is a test on the means. \n", "\n", "Let's see what happens if we instead run a Wilcoxon rank-sum test." ] }, { "cell_type": "code", "execution_count": 6, "id": "fbb67fee", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "\n", "\tWilcoxon rank sum exact test\n", "\n", "data: iq by group\n", "W = 175, p-value = 0.02975\n", "alternative hypothesis: true location shift is not equal to 0\n" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "wilcox.test(iq~group, data = outlier.data)" ] }, { "cell_type": "markdown", "id": "3ad1b29f", "metadata": {}, "source": [ "Since this test uses ranks instead of the actual observed values, it is not as sensitive to outliers and allows us to reject the null hypothesis, as we expected." ] }, { "cell_type": "markdown", "id": "8da6671b", "metadata": {}, "source": [ "
value | group | |
---|---|---|
<dbl> | <chr> | |
26 | 7.603590 | c |
27 | 11.649511 | c |
28 | 8.452689 | c |
29 | 10.469723 | c |
30 | 8.628103 | c |
31 | 50.000000 | a |