Kruskal Wallis and Friedman Test: Table of Contents

StatisticsforHCIResearch:KruskalWallis
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KruskalWallisandFriedmantest
TableOfContents
1. Introduction
2. Effectsize
3. Rcodeexample(KruskalWallis)
4. Rcodeexample(Friedman)
5. Posthoctest
6. Howtoreport
Introduction
KruskalWallisisbasicallyanonparametricversionof ANOVA .Thus,ifyouhavethedatawhichcontainmorethantwogroupstocompare,
andyourdataareordinaloryourdatacannotassumethenormality,KruskalWallisisthewaytogo.Fortunately,inR,thewaytorunaKruskal
WallistestissimilartothewaytorunanANOVAtest.
ThereisalsoanonparametricversionofrepeatedmeasureANOVA,whichiscalledFriedmantest.Ifyouarecomparingthedataagainsta
betweensubjectfactor,youcanuseaKruskalWallistest.Otherwise,youneedtouseaFriedmantest.
Asyoucanseeintheexamplebelow,KruskalWallisandFriedmantestsonlysupportaonewayanalysis.Thismeansthatyoucancomparethe
dataonlyacrossonefactorandunfortunately,youcannoteasilyextendtheseteststotwowayormixeddesignaswecandowithANOVA.This
isoneofthecostsyouhavetopaywhenyouhavetouseanonparametrictest.Iwillpostnonparametricmethodsequivalenttotwoway
repeatedmeasureormixeddesignANOVAonceIfigurethemout.
Effectsize
Unfortunately,thereisnostraightwaytocalculatetheeffectsizeofKruskalWallistestorFriedmantest.Instead,youcancalculatetheeffectsize
intheposthoctestwithMannWhitneyorWilcoxontest.Theeffectsizeofthosetestsarecalculatedasfollows:
,
whereNisthetotalnumberofthesamples.Hereisthestandardvalueofrforsmall,medium,andlargesizes.
smallsize mediumsize largesize
abs(r) 0.1
0.3
0.5
KruskalWallisandFriedmantestsgiveyouachisquared.However,itsdegreeoffreedomismorethan1,andthusitisnotstraightforwardto
convertthechisquaredintotheeffectsize.Thus,wecalculatetheeffectsizefortheposthoccomparison.
Rcodeexample(KruskalWallis)
First,youneedtopreparethedata
> Value <- c(1,2,5,3,2,1,1,3,2,1,4,3,6,5,2,6,1,6,5,4,

+ 9,6,7,7,5,1,8,9,6,5)
> Group <- factor(c(rep(1,10),rep(2,10),rep(3,10)))
> data <- data.frame(Group, Value)
Then,runaKruskalWallistest.TheformatisprettymuchthesameasANOVA.
> kruskal.test(Value ~ Group, data=data)
Nowyougettheresult.
Kruskal-Wallis rank sum test

data: Value by Group
Kruskal-Wallis chi-squared = 13.6754, df = 2, p-value = 0.001073
So,wehaveasignificanteffectofGroup.
Rcodeexample(Friedman)
Let'susethesamedataasintheexampleofaKruskalWallistest.ButweneedtoformatthedatasothatGrouprepresentsawithinsubjectfactor.
> data2 <- cbind(data[data$Group==1,]$Value, data[data$Group==2,]$Value,

+ data[data$Group==3,]$Value)
> data2
[,1] [,2] [,3]

[1,]
[2,]
[3,]
[4,]
[5,]
[6,]
[7,]
[8,]
[9,]
[10,]
Therowsrepresentthevaluesfromeachparticipant.Now,yourunaFriedman"stest.
> friedman.test(data2)
Friedman rank sum test

data: data2
Friedman chi-squared = 15.6216, df = 2, p-value = 0.0004053
YouhaveasignificanteffectofGroup.
Posthoctest
SimilartoANOVA,youneedtodoaposthoctestafterKruskalWallisandFriedmanifyoufindasignificanteffect.Aswedomultiplettests
withBonferroniorHolmcorrection,wecandoMannWhitneyorWilcoxontestswiththesamecorrections.Ifyouhaveunpaired(factorial,or
nonrepeatedmeasure)data,youcandopairwisecomparisonwithaMannWhitneytest.First,takealookathowtodopairwisecomparisonwith
aMannWhitneytestwithBonferronicorrection.
> pairwise.wilcox.test(Value, Group, p.adj="bonferroni", exact=F)
Pairwise comparisons using Wilcoxon rank sum test

data: Value and Group
1
2 0.0418 3 0.0058 0.0791

P value adjustment method: bonferroni
Ifyouhaveanytiedvalueinyourdata,youcanonlycalculateanapproximatepvalue.(Youcantrytocalculatetheexactpvaluebychanging
theoptionto"exact=T",butwillgetwarningsifyouhaveties.)Unfortunately,itseemsthereisnowaytogetthisaround,butinmanycases,this
approximatepvalueiscloseenoughtotheexactpvalue,andwillnotcausealotoftroubles.Butifyoureallywanttobeveryprecise,youcan
calculatetheexactpvaluebyusingfunctionsincoinpackage,andmanuallyapplyBonferronicorrectionstothepvaluesyouhavegainedby
usingp.adjust()function.Fordoingthis,see MannWhitneypage or Wilcoxonpage .
InsteadofBonferronicorrection,youcanalsouseHolmcorrection.
> pairwise.wilcox.test(Value, Group, p.adj="holm", exact=F)

1
2 0.0279 3 0.0058 0.0279

P value adjustment method: holm
Ifyouhaveawithinfactor(orrepeatedmeasuredata),youneedtospecifypairedsothatyouwilluseaWilcoxontest.
> pairwise.wilcox.test(Value, Group, p.adj="bonferroni", exact=F, paired=T)

2 0.039 3 0.026 0.174

P value adjustment method: bonferroni
Forcalculatingtheeffectsize,youhavetodoaMannWhitneyorWilcoxontesttofindtheZvalue(whichisnecessaryforthecalculationofthe
effectsize).Inthisexample,wearegoingtouseaMannWhitneytest.IfyouneedtouseaWilcoxontest(i.e.,youhaveawithinsubjectfactor),
see thispage .
> library(coin)
> wilcox_test(Value ~ factor(Group), data=data[data$Group==1|data$Group==2,], distribution="exact")
Exact Wilcoxon Mann-Whitney Rank Sum Test

data: Value by factor(Group) (1, 2)
Z = -2.4975, p-value = 0.01177
alternative hypothesis: true mu is not equal to 0
Thus,theeffectsizeis
> 2.4975 / sqrt(20)
0.558458
Rememberthatyouhavetousethetotalsamplesize(10*2=20)tocalculatetheeffectsizer.
Howtoreport
YoucanreporttheresultsofKruskalWallisorFriedmantestasfollows:AKruskalWallistestrevealedasignificanteffectofGrouponValue(
(2)=13.7,p<0.01).AposthoctestusingMannWhitneytestswithBonferronicorrectionshowedthesignificantdifferencesbetween
GroupAandB(p<0.05,r=0.56)andbetweenGroupAandC(p<0.01,r=0.70).
Comments[Showthecommentform]
Couldyoumaybeaddthedateyouuploadedthisinformation,thenIcanusethisasareferenceinmypaper!
Anonymous(2013031603:52:04)
Iamgladtoknowthatyouarewillingtocitemywebsite.ButIdon'treallyrecommendanyonecitingawebsite(notjustmine)becauseitisnot
archivalinnature.
KruskalWallisandFriedmantestsarewellexplainedinmanyofentrylevelnonparametricstatisticalbooks.Justgraboneoftheminalibrary,and
makesurethatthecontenthereisnotwrong,andcitethatbookforyourpaper!
KojiYatani(2013031818:40:40)
Iwouldliketo,butI'musinginformationonthiswebsiteabouttheposthoctestsafterinvestigatedthatthenullhypethesisoftheFriedmanand
KruskalWallistestcanberejectedandtofindwhereexactlythedifferencescanbefound.Ihaven'tfoundanybooks/officialarticlesaboutposthoc
tests,that'swhyIneededthiswebsiteasareference.
Anonymous(2013032401:15:49)
Owner:KojiYatani
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StatisticsforHCIResearch:KruskalWallis

> Value <- c(1,2,5,3,2,1,1,3,2,1,4,3,6,5,2,6,1,6,5,4,

> data <- data.frame(Group, Value)

> kruskal.test(Value ~ Group, data=data)

Kruskal-Wallis rank sum test

> data2 <- cbind(data[data$Group==1,]$Value, data[data$Group==2,]$Value,

[,1] [,2] [,3]

Friedman rank sum test

> pairwise.wilcox.test(Value, Group, p.adj="bonferroni", exact=F)

Pairwise comparisons using Wilcoxon rank sum test

2 0.0418 3 0.0058 0.0791

> pairwise.wilcox.test(Value, Group, p.adj="holm", exact=F)

Pairwise comparisons using Wilcoxon rank sum test

2 0.0279 3 0.0058 0.0279

> pairwise.wilcox.test(Value, Group, p.adj="bonferroni", exact=F, paired=T)

Pairwise comparisons using Wilcoxon rank sum test

2 0.039 3 0.026 0.174

Exact Wilcoxon Mann-Whitney Rank Sum Test

> 2.4975 / sqrt(20)

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