Marginal Homogeneity test / Stuart-Maxwell test - overview
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Marginal Homogeneity test / Stuart-Maxwell test | Spearman's rho | Pearson correlation |
You cannot compare more than 3 methods |
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Independent variable | Variable 1 | Variable 1 | |
2 paired groups | One of ordinal level | One quantitative of interval or ratio level | |
Dependent variable | Variable 2 | Variable 2 | |
One categorical with $J$ independent groups ($J \geqslant 2$) | One of ordinal level | One quantitative of interval or ratio level | |
Null hypothesis | Null hypothesis | Null hypothesis | |
H0: for each category $j$ of the dependent variable, $\pi_j$ for the first paired group = $\pi_j$ for the second paired group.
Here $\pi_j$ is the population proportion in category $j.$ | H0: $\rho_s = 0$
Here $\rho_s$ is the Spearman correlation in the population. The Spearman correlation is a measure for the strength and direction of the monotonic relationship between two variables of at least ordinal measurement level. In words, the null hypothesis would be: H0: there is no monotonic relationship between the two variables in the population. | H0: $\rho = \rho_0$
Here $\rho$ is the Pearson correlation in the population, and $\rho_0$ is the Pearson correlation in the population according to the null hypothesis (usually 0). The Pearson correlation is a measure for the strength and direction of the linear relationship between two variables of at least interval measurement level. | |
Alternative hypothesis | Alternative hypothesis | Alternative hypothesis | |
H1: for some categories of the dependent variable, $\pi_j$ for the first paired group $\neq$ $\pi_j$ for the second paired group. | H1 two sided: $\rho_s \neq 0$ H1 right sided: $\rho_s > 0$ H1 left sided: $\rho_s < 0$ | H1 two sided: $\rho \neq \rho_0$ H1 right sided: $\rho > \rho_0$ H1 left sided: $\rho < \rho_0$ | |
Assumptions | Assumptions | Assumptions of test for correlation | |
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Test statistic | Test statistic | Test statistic | |
Computing the test statistic is a bit complicated and involves matrix algebra. Unless you are following a technical course, you probably won't need to calculate it by hand. | $t = \dfrac{r_s \times \sqrt{N - 2}}{\sqrt{1 - r_s^2}} $ Here $r_s$ is the sample Spearman correlation and $N$ is the sample size. The sample Spearman correlation $r_s$ is equal to the Pearson correlation applied to the rank scores. | Test statistic for testing H0: $\rho = 0$:
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Sampling distribution of the test statistic if H0 were true | Sampling distribution of $t$ if H0 were true | Sampling distribution of $t$ and of $z$ if H0 were true | |
Approximately the chi-squared distribution with $J - 1$ degrees of freedom | Approximately the $t$ distribution with $N - 2$ degrees of freedom | Sampling distribution of $t$:
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Significant? | Significant? | Significant? | |
If we denote the test statistic as $X^2$:
| Two sided:
| $t$ Test two sided:
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n.a. | n.a. | Approximate $C$% confidence interval for $\rho$ | |
- | - | First compute the approximate $C$% confidence interval for $\rho_{Fisher}$:
Then transform back to get the approximate $C$% confidence interval for $\rho$:
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n.a. | n.a. | Properties of the Pearson correlation coefficient | |
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n.a. | n.a. | Equivalent to | |
- | - | OLS regression with one independent variable:
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Example context | Example context | Example context | |
Subjects are asked to taste three different types of mayonnaise, and to indicate which of the three types of mayonnaise they like best. They then have to drink a glass of beer, and taste and rate the three types of mayonnaise again. Does drinking a beer change which type of mayonnaise people like best? | Is there a monotonic relationship between physical health and mental health? | Is there a linear relationship between physical health and mental health? | |
SPSS | SPSS | SPSS | |
Analyze > Nonparametric Tests > Legacy Dialogs > 2 Related Samples...
| Analyze > Correlate > Bivariate...
| Analyze > Correlate > Bivariate...
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n.a. | Jamovi | Jamovi | |
- | Regression > Correlation Matrix
| Regression > Correlation Matrix
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Practice questions | Practice questions | Practice questions | |