t-tests, non-parametric tests, and large studies-a paradox of statistical practice?

被引:290
|
作者
Fagerland, Morten W. [1 ]
机构
[1] Oslo Univ Hosp, Unit Biostat & Epidemiol, N-0407 Oslo, Norway
来源
关键词
T-test; Non-parametric test; Wilcoxon-Mann-Whitney test; Welch test; Sample size; Statistical practice; MANN-WHITNEY TEST; PREVALENCE;
D O I
10.1186/1471-2288-12-78
中图分类号
R19 [保健组织与事业(卫生事业管理)];
学科分类号
摘要
Background: During the last 30 years, the median sample size of research studies published in high-impact medical journals has increased manyfold, while the use of non-parametric tests has increased at the expense of t-tests. This paper explores this paradoxical practice and illustrates its consequences. Methods: A simulation study is used to compare the rejection rates of the Wilcoxon-Mann-Whitney (WMW) test and the two-sample t-test for increasing sample size. Samples are drawn from skewed distributions with equal means and medians but with a small difference in spread. A hypothetical case study is used for illustration and motivation. Results: The WMW test produces, on average, smaller p-values than the t-test. This discrepancy increases with increasing sample size, skewness, and difference in spread. For heavily skewed data, the proportion of p < 0.05 with the WMW test can be greater than 90% if the standard deviations differ by 10% and the number of observations is 1000 in each group. The high rejection rates of the WMW test should be interpreted as the power to detect that the probability that a random sample from one of the distributions is less than a random sample from the other distribution is greater than 50%. Conclusions: Non-parametric tests are most useful for small studies. Using non-parametric tests in large studies may provide answers to the wrong question, thus confusing readers. For studies with a large sample size, t-tests and their corresponding confidence intervals can and should be used even for heavily skewed data.
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页数:7
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