Section author: Danielle J. Navarro and David R. Foxcroft

Testing non-normal data with Wilcoxon tests

Okay, suppose your data turn out to be pretty substantially non-normal, but you still want to run something like a t-test? This situation occurs a lot in real life. For the AFL winning margins data (afl.margins from the aflsmall_margins data set), for instance, the Shapiro-Wilk test made it very clear that the normality assumption is violated. This is the situation where you want to use Wilcoxon tests.

Like the t-test, the Wilcoxon test comes in two forms, one-sample and two-sample, and they’re used in more or less the exact same situations as the corresponding t-tests. Unlike the t-test, the Wilcoxon test doesn’t assume normality, which is nice. In fact, they don’t make any assumptions about what kind of distribution is involved. In statistical jargon, this makes them nonparametric tests. While avoiding the normality assumption is nice, there’s a drawback: the Wilcoxon test is usually less powerful than the t-test (i.e., higher Type II error rate). I won’t discuss the Wilcoxon tests in as much detail as the t-tests, but I’ll give you a brief overview.

Two sample Mann-Whitney U test

I’ll start by describing the Mann-Whitney U test, since it’s actually simpler than the one sample version. Suppose we’re looking at the scores of 10 people on some test. Since my imagination has now failed me completely, let’s pretend it’s a “test of awesomeness” and there are two groups of people, “A” and “B”. I’m curious to know which group is more awesome. The data are included in the awesome data set, and there are two variables apart from the usual ID variable: scores continuous and group nominal.

As long as there are no ties (i.e., people with the exact same awesomeness score) then the test that we want to do is surprisingly simple. All we have to do is construct a table that compares every observation in group A against every observation in group B. Whenever the group A datum is larger, we place a check mark in the table:

  Group B
14.5 10.4 12.4 11.7 13.0
Group A 6.4          

We then count up the number of checkmarks. This is our test statistic, W.[1] The actual sampling distribution for W is somewhat complicated, and I’ll skip the details. For our purposes, it’s sufficient to note that the interpretation of W is qualitatively the same as the interpretation of t or z. That is, if we want a two-sided test then we reject the null hypothesis when W is very large or very small, but if we have a directional (i.e., one-sided) hypothesis then we only use one or the other.

In jamovi, if we run an Independent Samples T-Test with scores continuous as the dependent variable. and group as the grouping variable nominal, and then under the options for Tests check the option for Mann-Whitney U, we will get results showing that U = 3 (i.e., the same number of check marks as shown above), and a p-value = 0.05556.

One sample Wilcoxon test

What about the one sample Wilcoxon test (or equivalently, the paired samples Wilcoxon test)? Suppose I’m interested in finding out whether taking a statistics class has any effect on the happiness of students. The happiness data set contains the happiness of each student before taking the class ordinal and after taking the class ordinal. The change score is the difference between the two. Just like we saw with the t-test, there’s no fundamental difference between doing a paired-samples test using before and after, versus doing a one-sample test using the change scores. As before, the simplest way to think about the test is to construct a tabulation. The way to do it this time is to take those change scores that are positive differences, and tabulate them against all the complete sample. What you end up with is a table that looks like this:

  all differences
-24 -14 -10 7 -6 -38 2 -35 -30 5
positive differences 7 2 5         ✓ ✓ ✓    

Counting up the tick marks this time we get a test statistic of W = 7. As before, if our test is two-sided, then we reject the null hypothesis when W is very large or very small. As far as running it in jamovi goes, it’s pretty much what you’d expect. For the one-sample version, you specify the Wilcoxon rank option under Tests in the One Sample *t*-Test options panel.This gives you Wilcoxon W = 7, p-value = 0.03711. As this shows, we have a significant effect. Evidently, taking a statistics class does have an effect on your happiness. Switching to a paired samples version of the test won’t give us a different answer, of course; see Fig. 105.

Results for one sample and paired sample Wilcoxon non-parametric tests

Fig. 105 jamovi screen showing results for one sample and paired sample Wilcoxon non-parametric tests

[1]Actually, there are two different versions of the test statistic that differ from each other by a constant value. The version that I’ve described is the one that jamovi calculates.