Does your data violate paired sign test assumptions?
If the
population
from which paired differences
to be analyzed by a sign test were sampled
violate one or more of
the sign test assumptions, the results of the analysis may be
incorrect or misleading. For example, if the assumption of
independence
for the paired differences is violated, then the sign
test is simply not appropriate.
Note that the two values that make up
each paired difference need not be independent, and in fact
are expected to be correlated, such as before and after measurements.
If you treat paired data as coming from two independent samples,
such as doing an inappropriate Mann-Whitney rank-sum
test instead of a paired sign test, then you may sacrifice
power.
Because it requires only the sign for each paired difference,
the sign test is quite resistant
to outliers.
However, it is often not the most
powerful
test available, and this could mean the difference
between detecting a true difference or not.
This is particularly true
if the underlying distribution for the paired differences is symmetric,
or if the data in fact come from a
normal distribution.
Another nonparametric
test, the paired two-sample t test,
or employing a transformation may
result in a more powerful test.
Often, the effect of an assumption violation on the sign test
result depends on the extent of the violation.
Some small violations may have little practical effect
on the analysis, while other violations may render the sign test
result uselessly incorrect or uninterpretable.
In particular, small
sample sizes can increase vulnerability to assumption violations.
A lack of independence
within a sample is often caused by
the existence of an implicit factor in the data. For example,
values collected over time may be serially
correlated
(here time is the implicit factor). If the data are in a
particular order, consider the possibility of dependence.
(If the row order of the data reflect the order in which
the data were collected,
an index plot of the data [data
value plotted against row number] can reveal patterns in
the plot that could suggest possible time effects.)
Values may not be identically distributed because of the
presence of outliers.
Outliers are anomalous values in the
data. They may be due to recording errors, which may be
correctable, or they may be due to the sample not being
entirely from the same population. Apparent outliers
may also be due to the values being from the same, but
skewed or
heavy-tailed
population.
Because the statistic for the sign test is
resistant,
it will not be substantially affected by the
presence of outliers.
However, you should remain alert to the possibility that
outliers may represent recording errors in the data.
Outliers
may appear as anomalous points in a graph of the paired differences
against their median.
A boxplot or
normal probability plot
of the paired differences can
also reveal suspected outliers.
If the number of non-zero paired differences is small, it may be difficult
to detect assumption violations.
With small sample size(s) there is less resistance to outliers, and less protection
against violation of assumptions.
Even if none of the test
assumptions are violated, a sign test with small sample
sizes may not have sufficient
power
to detect a significant
difference between the median of the paired differences and 0, even if
the medians are in fact different.
Power decreases as the significance
level is decreased (i.e., as the test is made
more stringent), and increases as the sample size
increases. With very small samples, even samples from
populations with very different means may not produce
a significant sign test statistic.
If a statistical significance test with small sample sizes
produces a surprisingly non-significant
P value, then a lack of power may be the reason.
The best time to avoid such problems is in the
design stage of an experiment, when appropriate
minimum sample sizes can be determined, perhaps in consultation
with a statistician, before data collection begins.
Because paired differences equal to 0 are ignored (omitted from the
analysis), having a relatively large number of paired differences equal to 0
can drastically reduce the effective sample size.
If there are many tied values in the data, the assumption
of continuity for the distribution of the paired differences
may be called into question. No correction for tied values
is made in performing the sign test.
Such a situation also raises questions
about the assumption of independence
for the paired differences as well as whether they come from
a continuous distribution.
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