Statistical significance levels of nonparametric tests biased by heterogeneous variances of treatment groups.
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 asymptotically as sample size increases.
Zimmerman
D W
DW
Carleton University. zimmerma@direct.ca
D003198:Computer Simulation; D006801:Humans; D001523:Mental Disorders / Q000453:epidemiology*; D015233:Models, Statistical; D018709:Statistics, Nonparametric