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Relating the Friedman test adjusted for ties, the Cochran–Mantel–Haenszel mean score test and the ANOVA F test

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posted on 2025-05-11, 23:48 authored by John RaynerJohn Rayner, Glen Livingston JrGlen Livingston Jr
The Friedman test is used to nonparametrically test the null hypothesis of equality of the treatment distributions in the randomized block design. The simple form of the test statistic is for data that is untied within blocks. When ties occur and mid-ranks are used, an adjustment to the simple form of the test statistic is needed. Here such adjustments are given, and it is shown that the Friedman tests, both with untied rank data and with tied data using mid-ranks, are Cochran–Mantel–Haenszel mean score tests. Additionally, for the randomized block design, the Cochran–Mantel–Haenszel mean score statistic is shown to be a simple function of the ANOVA F statistic. Using this relationship for the Friedman tests is shown to give more accurate p-values close to the nominal significance level. Moreover, since the ANOVA F test null hypothesis specifies equality of mean treatment ranks, so does the Friedman test. Therefore the null hypothesis of the Friedman test is sharper than equality of the treatment distributions.

History

Journal title

Communications i Statistics - Theory and Methods

Issue

5 November 2021

Publisher

Taylor & Francis

Language

  • en, English

College/Research Centre

College of Engineering, Science and Environment

School

School of Information and Physical Sciences

Rights statement

This is an Accepted Manuscript of an article published by Taylor & Francis in Gender and Education on 05/11/2021, available online: https://www.tandfonline.com/doi/full/10.1080/03610926.2021.1994606.

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