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Tips 111: signrank:Wilcoxon配对符号秩检验

(2012-08-10 10:57:43)
标签:

wilcoxon

配对符号秩检验

财经

分类: 描述统计

【问题】

有时候,对比两组非正态数据需要这个检验。

【方法】

signrank

【例子】

Wilcoxon signed-rank test

http://en.wikipedia.org/wiki/Wilcoxon_signed-rank_test

      http://upload.wikimedia.org/wikipedia/en/math/b/b/f/bbfe46136cfcc31cbd4e2dee1f242288.png111: signrank:Wilcoxon配对符号秩检验" />
http://upload.wikimedia.org/wikipedia/en/math/f/b/d/fbd23d9bba9dd9d0ecb6fc18a51387b3.png111: signrank:Wilcoxon配对符号秩检验" /> http://upload.wikimedia.org/wikipedia/en/math/2/0/2/2023b8707f9286513c0357dc80361df4.png111: signrank:Wilcoxon配对符号秩检验" /> http://upload.wikimedia.org/wikipedia/en/math/7/e/6/7e6c1f704398840876e1ffd6fc4f1865.png111: signrank:Wilcoxon配对符号秩检验" /> http://upload.wikimedia.org/wikipedia/en/math/d/7/9/d7939fe8d5c45ffb27651fbdf6b752c9.png111: signrank:Wilcoxon配对符号秩检验" /> http://upload.wikimedia.org/wikipedia/en/math/0/c/9/0c9683d28a6603306124663815e847b6.png111: signrank:Wilcoxon配对符号秩检验" />
1 125 110 1 15
2 115 122  –1 7
3 130 125 1 5
4 140 120 1 20
5 140 140   0
6 115 124  –1 9
7 140 123 1 17
8 125 137  –1 12
9 140 135 1 5
10 135 145  –1 10
order by absolute difference
      http://upload.wikimedia.org/wikipedia/en/math/b/b/f/bbfe46136cfcc31cbd4e2dee1f242288.png111: signrank:Wilcoxon配对符号秩检验" />
http://upload.wikimedia.org/wikipedia/en/math/f/b/d/fbd23d9bba9dd9d0ecb6fc18a51387b3.png111: signrank:Wilcoxon配对符号秩检验" /> http://upload.wikimedia.org/wikipedia/en/math/2/0/2/2023b8707f9286513c0357dc80361df4.png111: signrank:Wilcoxon配对符号秩检验" /> http://upload.wikimedia.org/wikipedia/en/math/7/e/6/7e6c1f704398840876e1ffd6fc4f1865.png111: signrank:Wilcoxon配对符号秩检验" /> http://upload.wikimedia.org/wikipedia/en/math/d/7/9/d7939fe8d5c45ffb27651fbdf6b752c9.png111: signrank:Wilcoxon配对符号秩检验" /> http://upload.wikimedia.org/wikipedia/en/math/0/c/9/0c9683d28a6603306124663815e847b6.png111: signrank:Wilcoxon配对符号秩检验" /> http://upload.wikimedia.org/wikipedia/en/math/6/0/c/60cc9655a5f88e01bc72f76307e01689.png111: signrank:Wilcoxon配对符号秩检验" /> http://upload.wikimedia.org/wikipedia/en/math/f/0/5/f05f7780455ca524e897fa4d43298411.png111: signrank:Wilcoxon配对符号秩检验" />
5 140 140   0    
3 130 125 1 5 1.5 1.5
9 140 135 1 5 1.5 1.5
2 115 122  –1 7 3  –3
6 115 124  –1 9 4  –4
10 135 145  –1 10 5  –5
8 125 137  –1 12 6  –6
1 125 110 1 15 7 7
7 140 123 1 17 8 8
4 140 120 1 20 9 9

http://upload.wikimedia.org/wikipedia/en/math/7/9/a/79ac57b9275f4dabb71a5e815554b469.png111: signrank:Wilcoxon配对符号秩检验" /> is the sign function, http://upload.wikimedia.org/wikipedia/en/math/0/c/9/0c9683d28a6603306124663815e847b6.png111: signrank:Wilcoxon配对符号秩检验" /> is the absolute value, and http://upload.wikimedia.org/wikipedia/en/math/6/0/c/60cc9655a5f88e01bc72f76307e01689.png111: signrank:Wilcoxon配对符号秩检验" /> is the rank. Notice that pairs 3 and 9 are tied in absolute value. They would be ranked 1 and 2, so each gets the average of those ranks, 1.5.

http://upload.wikimedia.org/wikipedia/en/math/4/2/7/427524afa4d36b05c840fd4a8842e167.png111: signrank:Wilcoxon配对符号秩检验" />

http://upload.wikimedia.org/wikipedia/en/math/6/7/4/674247ade761d55111cf1df33c348003.png111: signrank:Wilcoxon配对符号秩检验" />


http://upload.wikimedia.org/wikipedia/en/math/6/7/4/674247ade761d55111cf1df33c348003.png111: signrank:Wilcoxon配对符号秩检验" />

 

另注:

Stata里面的ranktest没有这一步

Exclude pairs with http://upload.wikimedia.org/wikipedia/en/math/7/1/d/71db34b688184238e611e67ec2d98f3a.png111: signrank:Wilcoxon配对符号秩检验" /> . Let http://upload.wikimedia.org/wikipedia/en/math/5/9/5/595cd2d067a202297f42b0cb7a20cce9.png111: signrank:Wilcoxon配对符号秩检验" /> be the reduced sample size。

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