|
|
Article: Statistical Significance Levels of Nonparametric Tests Biased by Heterogeneous Variances of Treatment Groups.
- Article from:
- The Journal of General Psychology
- Article date:
- October 1, 2000
- Author:
CopyrightCOPYRIGHT 2000 Heldref Publications. This material is published under license from the publisher through the Gale Group, Farmington Hills, Michigan. All inquiries regarding rights should be directed to the Gale Group. (Hide copyright information)
|
ABSTRACT. The statistical significance levels of the Wilcoxon--Mann--Whitney test and the Kruskal--Wallis test are substantially biased by heterogeneous variances of treatment groups--even when sample sizes are equal. Under these conditions, the Type I error probabilities of the nonparametric tests, performed at the .01, .05, and .10 significance levels, increase by as much as 40%-50% in many cases and sometimes as much as 300%. The bias increases systematically as the ratio of standard deviations of treatment groups increases and remains fairly constant for various sample sizes. There is no indication that Type I error probabilities approach the significance level ...