Adaptive Procedures for the Wilcoxon-Mann-Whitney Test: Seven Decades of Advances

作者：Hao Li^*; Houser Daniel

来源：Communications in Statistics - Theory and Methods, 2015, 44(9): 1939-1957.

DOI：10.1080/03610926.2012.762394

• Adaptive procedure
• Central tendency
• Monte Carlo Simulation
• Non parametric test
• Wilcoxon-Mann-Whitney test

The Wilcoxon-Mann-Whitney test has dominated non parametric analyses in behavioral sciences for the past seven decades. Its widespread use masks the fact that there exist simple "adaptive" procedures which use data-dependent statistical decision rules to select an optimal non parametric test. This paper discusses key adaptive approaches for testing differences in locations in two-sample environments. Our Monte Carlo analysis shows that adaptive procedures often perform substantially better than t-tests, even with moderately sized samples (80 observations). We illustrate adaptive approaches using data from Gneezy and Smorodinsky (2006), and offer a Stata package to researchers interested in taking advantage of these techniques.

• 出版日期2015