The Analysis of Ranked Data Derived from Completely Randomized Factorial Designs

Author(s): C. James Scheirer, William S. Ray and Nathan Hare

Source: Biometrics, Vol. 32, No. 2 (Jun., 1976), pp. 429-434
Published by: International Biometric Society
Stable URL: https://www.jstor.org/stable/2529511
Accessed: 26-02-2019 03:20 UTC

JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide
range of content in a trusted digital archive. We use information technology and tools to increase productivity and
facilitate new forms of scholarship. For more information about JSTOR, please contact support@jstor.org.

Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at
https://about.jstor.org/terms

International Biometric Society is collaborating with JSTOR to digitize, preserve and extend
access to Biometrics

This content downloaded from 189.191.173.43 on Tue, 26 Feb 2019 03:20:26 UTC
All use subject to https://about.jstor.org/terms
BIOMETRICS 32, 429-434
June 1976

The Analysis of Ranked Data Derived from Completely

Randomized Factorial Designs'

C. JAMES SCHEIRER

Department of Psychology, State University of New York at Binghamton, Binghamton, New York 13901,
U.S.A.

WILLIAM S. RAY

Department of Psychology, Virginia Commonwealth University, Richmond, Virginia 23220

NATHAN HARE

Department of Psychology, State University of New York at Binghamton, Binghamton, New York 13901

Summary

This paper presents a method for the analysis of ranked data arising from completely random-
ized factorial designs. The procedure, which is an extension of the Kruskal-Wallis ranks test,
allows for the calculation of interaction effects and linear contrasts. A Monte Carlo study of the
convergence of the test and a worked example are presented.

1. Introduction

An examination of the literature concerning the analysis of ranked data reveals a

paucity of satisfactory methods for handling data arising from a factorial arrangement of
conditions in a completely randomized design. Several sources (Steel [1959, 1960], Dunn
[1964], Sherman [1965], McDonald and Thompson [1967], see Sills [1968], Vol. IX, p. 343ff
for a more complete reference list) have proposed post hoc analyses on ranked data which
might reasonably be generalized to the analysis of factorial designs. More recently Gore
[1971] and Patel and Hoel [1973] have discussed interaction in completely randomized
factorial designs while Mehra and Smith [1970] and Mehra and Sen [1969] have developed
tests for interaction when replicated pairings are available.
The purpose of this paper is to present a method, derived from the Kruskal-Wallis
ranks test (Kruskal and Wallis [1952]), which combines the computational efficiency and
versatility of the analysis of variance with the less demanding assumptions of a ranks test
for the analysis of data derived from a completely randomized factorial design. As part of
the development, the application of this method to linear contrasts will be noted.

2. Procedure

Consider a single-factor, multi-level, completely randomized design. That is, N subjects

are randomly selected and divided into k treatment groups. Treatment is then imposed and

Key Words: Kruskal-Wallis test; H-test; Ranked data; Linear contrasts on ranks; Interaction on ranks.

429

This content downloaded from 189.191.173.43 on Tue, 26 Feb 2019 03:20:26 UTC
All use subject to https://about.jstor.org/terms
 430 BIOMETRICS, JUNE 1976

a single score obtained for each subject. For the purpose of this paper it will be assumed
that there are n subjects in each of the k treatment groups so that N = nk. In general the
assumption of equal numbers of observations in each cell is not required for the Kruskal-
Wallis rank test; however, since the purpose of this paper is to present a method of analysis
for data arising from factorial designs and since the assumption of proportional cell fre-
quencies is necessary in that case (unless a more complex analysis is utilized), we proceed
with the assumption of equal numbers of observations in all cells.
Let Xi i be the ith score in the jth group of a single-factor completely randomized design.
Furthermore assume that the scores are distributed continuously so that ranks, R(Xi,),
can be assigned to the Xi unambiguously. If the null hypothesis of no treatment effects
is true (,j, = , = ... = pi = .. = /f) then the expected values of the rank totals,
R= Z=1 R(Xij), are all equal. This null hypothesis may be tested by computing the
Kruskal-Wallis H-statistic

12 (k 2
H E~ ( R2i/) - 3 (N + 1),

and comparing the obtained value with the value of x2 with k - 1 degrees of freedom (d.f.)
at the a level.
If the R(Xi i) are treated as the dependent variable in an ANOVA the algebra of ranks
shows that H is equivalent to the ratio of the sum of squares for treatment, calculated on
ranks (RSS), divided by a "mean square" for the total variability (RMS), also calculated
by ranks in the manner of the analysis of variance (ANOVA). That is

H = RSStreatment
R1V[Stotal

The numerator, RSStreatment , is that component of variability which is partitioned into

components by the use of linear contrasts or into main effects and interactions in an ANOVA.
One might suspect an analogous result for RSStreatnient so that the results of a partitioning,
RSSn, could be substituted for RSStreatment for use in an H-statistic, H,,,. Thus Zk- i Hm
would be equal to H in a manner analogous to the partitioning of the SStreatmcnt in an
ANOVA. A demonstration of these ideas follows.

2.2 Justification.

The derivation of the Kruskal-Wallis H-test (Kruskal and Wallis [1952]) is based on the
assumption that the rank sums, Rf , are the sums of n independent random variables and
therefore, for large n, the Central Limit Theorv may be applied. That is, the quantity

R- E(Rf)
Var ,(Rt)

is approximately distributed as a standard normal deviate and, therefore.

[R -E(Rj)]2
Var (Rf)

is approximately distributed as a chi-square variable with one d.f.

The overall value of H is the sum of k such variables, one for each group. Since 2Ri -
N(N + 1)/2, the k column sums (Rim) are not independent and therefore the sum of the k

This content downloaded from 189.191.173.43 on Tue, 26 Feb 2019 03:20:26 UTC
All use subject to https://about.jstor.org/terms
 THE ANALYSIS OF RANKED DATA 431

individual chi-square variables is not distributed as a chi-square variable with k d.f. Rather,
Kruskal [1952] has shown that if each term in the sum is multiplied by the correction factor
(N - n)/N, then the sum of the k non-independent chi-square variables is a random vari-
able, H, which is distributed asymptotically as a chi-square variable with c - 1 d.f.
Consider now the linear contrast Tfl = y cmRi . It follows that

27, -E(T1,,) E c4?,mR - E(E cA, sRj)

Vr(T,,) Var ( A c,^.R,)

which, taken over all possible assignments of scores to columns, is approximately distributed
as a normal deviate for large n. Furthermore it is clear that E(Zj ciRj) = 0 if the null
hypothesis, Ho: /A1 = = Ai = = Ak , is true.
If the R, were independent

Var ( n c/,R j) = (Var RD( C =2) =12 N - n)(N + 1.) z ci2

and the normal deviate above would be equivalent to

c,,,2 Var R,

and therefore

(Z c.,,,iR )2
_ 3 _ ____

t(N - n)(N + 1) E: c. 2
12

would be distributed as a chi-square variable with one d.f.

As indicated earlier, the Rfi are not independent since E fti = N(N + 1)/2. Follow-
ing Kruskal [1952], if each of k terms in this equation is multiplied by (N - n)/N, the
result will be a value which is asymptotically distributed as a chi-square variable with
k - 1 d.f. Application of this "correction" to each of the terms of the equation yields the
expression

H _ (I cmjR i)2 1
XI n E ci 2 N(N + 1)/12
Examination of this result shows that the denominator of the second factor of the expression
is exactly RMStOUI while the first factor is a linear contrast applied to rank totals (RSSM).

3. Further Considerations

3.1 Effects with Greater than a Single Degree of Freedom.

The statistic Hm is a chi-square variable with a single d.f. In practice, however, effects
with more than a single d.f. may be of interest. For example in a 2 X 3 factorial design, one
may be interested only in the main effects and the interaction effects.
Suppose B, an effect with 1 < r < k - 1 d.f. is of interest. RSSB , calculated on the
rank totals, can always be partitioned into X contrast sums of squares. Since each of these

This content downloaded from 189.191.173.43 on Tue, 26 Feb 2019 03:20:26 UTC
All use subject to https://about.jstor.org/terms
 432 BIOMETRICS. JUNE 1976

r sums of squares is a contra

Since each Hm is asymptotically distributed as a chi-square variable with one d.f., 11, is
distributed as a chi-square variable with r d.f. Furthermore, since XRSSm = RSSl? one
could calculate RSSB using analysis of variance procedures on marginal rank totals.

3.2 Properties of Hr, when the Null Hypothesis is True.

In order to test the convergence properties of Hm a series of Monte Carlo simulations
were run. Pseudo-random sequences of the integers 1-16 were generated and partitioned
into four subsets of size four simulating the outcome of an experiment in which ranks are
assigned to the dependent variable in an experiment with four groups of four subjects and
a true null hypothesis. The pseudo-random sequences were generated by permuting the
integers 1-16 according to a series of pseudo-random numbers determined by the internal
RAND function of PL/C. This function generates pseudo-random numbers according to
the method of Coveyou and Macpherson [1967].
Four such replications of 5;000 sequences were generated; for comparison purposes two
replications of 5,000 sequences of the first 16 integers were partitioned into subsets of size
eight, two sequences of the first eight integers were partitioned into subsets of size four,
and the criterion value of H for two groups of size form for a = .05 was calculated in closed
form. For each of the Monte Carlo replications an H-statistic (or Hm) was calculated and
compared against the criterion value of x2 with the appropriate number of d.f. for a = .50,
.30, .20, .10, .05, .02 and .01. Hm was computed for the contrasts which compare Group 1
and Group 2 and which compare the means of Groups 1 and 2 with the means of Groups
3 and 4 (coefficients of -1, -1, 0, 0 and +1, +1, -1, -1). These results are presented
in Table 1.
An examination of Table 1 indicates that Hn. is closely approximated by the x2 distribu-
tion when the null hypothesis is true. For a = .05 in particular the values appear to be
quite acceptable. It would thus appear that four groups of size four is sufficiently large to
apply the statistic Ha, at a = .05. In fact, the convergence of Hm for two groups of size four
(comparison 1) appears to be more rapid than the convergence of H for four groups of size
four or for two groups of size four at this level of a. At a = .01 all tests appear to be nega-
tively biased.

Table 1
PROPORTION OF CASES WITH H OR H., < x FOR a AS INDICATED

Mean Proportion

50% 30% 20% 10% 5% 2% 1%

Four Groups of Size Four (Overall) 53.43 32.02 20.41 8.78 3.34 .56 .07

Four Groups of Size Four (Comparison 1) 49.85 33.40 20.13 9.39 4.67 1.39 .63

Four Groups of Size Four (Comparison 2) 50.51 32.98 20.00 10.70 5.12 1.25 .66

Two Groups of Size Eight 50.44 33.06 20.35 10.94 5.13 1.31 .67

Two Groups of Size Four 47.95 34.15 19.30 11.20 5.28a 0b 0b

aCalculated proportion in the 5% tail is 5.714%

bH = 5.33, .05 < p < .01, is the maximum possible H

This content downloaded from 189.191.173.43 on Tue, 26 Feb 2019 03:20:26 UTC
All use subject to https://about.jstor.org/terms
THE ANALYSIS OF RANKED DATA 433

Table 2
LATENCIES AND ASSOCIATED RANKS AND RANK TOTALS FOR DATA DISCUSSED IN TEXT

Brain Weight (BW)

LO Med Hi

9.60 ( 1) 1.98 (12) 0.77 (24)

8.00 ( 2) 1.81 (13) 0.66 (26)

5.14 ( 3) 1.37 (18) 0.37 (27)

0 0 3.50 ( 5) 0.98 (21) 0.40 (28)

3.23 ( 6) 0.27 (30) 0.19 (32)

0
2.66 ( 9) 0.00 (39.5) 0.13 (33)

0 1.44 (17) 0.00 (39.5) 0.00 (39.5)

U .

CU
7-4 4.36 ( 4) 2.61 (10) 2.95 ( 7)

8 .1.49 (15) 2.09 (11) 2.73 ( 8)

14 1.45 (16) 1.76 (14) 0.91 (22)

S 10 1.35 (19) 1.27 (20) 0.82 (23)

0.33 (29) 0.84 (35) 0.69 (25)

0.20 (31) 0.64 (36) 0.11 (34)

0.00 (39.5) 0.00 (39.5) 0.00 (39.5)

BW

LO MIed Hi

0 43 173 209.5 1 425.5

Env I
10 I 153.5 165.5 158.5 477.5

196.5 338.5 368.0 903

- N(N + 1)2 (42)(43)2 19414.5

4 4

RMS TOTAL = 12?1 -= 150.50

RMSTREATMENT = 43 173 . 158.5--

7
-C = 21677.57 - C' = 2263.07

RSSENV = 4255 + 477-.5 C'21= 19478.88 - C' = 64.38

RSSBW = 196.52 + 338 .52 + 368.02 - C' = 206.5.61 - C' = 1201.11

14

RSBL=(368.0 1-4.2
196 .5)2=10.4
RSSBWVXENV = RSSTREAT - RSSENV - RSSBTV = 997.58

RSSJJIVXENV = [(209.5 - 43) - (158.5 - 153.5)]2 = 931.51

7.4

Source df H,,
BW 2 7.98
BWL 1 6.98*
BWresidul 1 1.00
ENV 1 0.43
BW X ENV 2 6.63
BWL X ENV 1 6.19*
BWDT\ X ENV 1 0.43
Treatment ,5 15.()4
*p7 < .05

This content downloaded from 189.191.173.43 on Tue, 26 Feb 2019 03:20:26 UTC
All use subject to https://about.jstor.org/terms
 434 BIOMETRICS, JUNE 1976

4. Example
4.1 An Example.

The following example is from a paper by Hahn, Haber and Fuller [1973]. Forty-two
pairs of mice, selectively bred for brain weight (small, medium and large) were raised under
one of two environmental conditions. After maturation, pairs of subjects from the same
brain weight and environmental condition were paired and their fighting behavior noted.
The 3 X 2 table consists of scores of "seconds of tail rattling per second of fighting,"
a measure of aggressive behavior in mice. Table 2 presents the data and the results of the
analysis performed on these data. It might be noted that the use of ranks allows for simpli-
fied formulae for the calculation of C' and RMStotai.

Acknowledgments

The authors wish to thank Professors Richard Burright and Jane Connor for many
helpful suggestions during the formulation of this paper.

L'Analyse de Rangs sur les Donnees Provenant de Dispositifs

Factoriels Completement Randomisees

Resume
Cet article presented une methode d'analyse de rangs sur des donnees provenant de dispositifs
factoriels completement randomises. La procedure, qui est une extension du test de rang de
Kruskal-Willis, permet le calcul d'effets d'interaction et de contrastes lineaires. On presented une
etude de Monte Carlo pour la convergence du test et un exemple d'application.

References

Bradley, J. V. [1968]. Distribution-free Statistical Tests. Prentice Hall, Englewood Cliffs, New Jersey.
Coveyou, R. R. and Macpherson, R. D. [1967]. Fourier analysis of uniform random number generators.
Assoc. Comp. Mach. J. 14, 100-19.
Dunn, 0. J. [1964]. Multiple comparisons using rank sums. Technometrics, 6, 241-52.
Gore, A. P. [1971]. A nonparametric test based on the U-statistic for interaction in a two-way layout.
(Preliminary Rep.) Ann. Math. Statist. 42, 1486.
Hahn, M. E., Haber, S. B. and Fuller, J. L. [1973]. Differential anatogonistic behavior in mice selected
for brain weight. Phys. and Behavior 10, 759-62.
Kruskal, W. H. [1952]. A nonparametric test for the several sample problem. Ann. Math. Statist.
23, 525-40.
Kruskal, W. H. and Wallis, W. A. [1952]. Use of ranks on one-criterion variance analysis. J. Amer.
Statist. Assoc. 47, 583-621.
McDonald, B. J. and Thompson, W. A. [1967]. Rank sum multiple comparisons in one- and two-way
classifications. Biometrika 54, 487-98.
Mehra, K. L. and Sen, P. K. [1969]. Conditionally distribution free tests for interactions. Ann. Math.
Statist. 40, 658-64.
Mehra, K. L. and Smith, G. E. J. [1970]. On nonparametric estimation and testing for interactions
in factorial experiments. J. Amer. Statist. Assoc. 65, 1283-96.
Patel, K. M. and Hoel, D. G. [1973]. A nonparametric test for interaction in factorial experiments.
J. Amer. Statist. Assoc. 68, 615-20.
Sherman, E. [1965]. A note on multiple comparisons using rank sums. Technometrics 7, 255-6.
Sills, D. L. (ed). [1959]. International Encyclopedia of the Social Sciences, Vol. 9, Macmillan Co.,
New York.
Steel, R. G. D. [1959]. A multiple comparison rank sum test: Treatments versus control. Biometrics
15, 560-72.
Steel, R. G. D. [1960]. A rank sum test for comparing all pairs of treatments. Technometrics 2, 197-207.

Received June 1974, Revised June 1975

This content downloaded from 189.191.173.43 on Tue, 26 Feb 2019 03:20:26 UTC
All use subject to https://about.jstor.org/terms