Marginal Homogeneity test / Stuart-Maxwell test - overview
This page offers structured overviews of one or more selected methods. Add additional methods for comparisons (max. of 3) by clicking on the dropdown button in the right-hand column. To practice with a specific method click the button at the bottom row of the table
Marginal Homogeneity test / Stuart-Maxwell test | Friedman test | One sample Wilcoxon signed-rank test |
You cannot compare more than 3 methods |
---|---|---|---|
Independent variable | Independent/grouping variable | Independent variable | |
2 paired groups | One within subject factor ($\geq 2$ related groups) | None | |
Dependent variable | Dependent variable | Dependent variable | |
One categorical with $J$ independent groups ($J \geqslant 2$) | One of ordinal level | One of ordinal 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: the population scores in any of the related groups are not systematically higher or lower than the population scores in any of the other related groups
Usually the related groups are the different measurement points. Several different formulations of the null hypothesis can be found in the literature, and we do not agree with all of them. Make sure you (also) learn the one that is given in your text book or by your teacher. | H0: $m = m_0$
Here $m$ is the population median, and $m_0$ is the population median according to the null hypothesis. | |
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: the population scores in some of the related groups are systematically higher or lower than the population scores in other related groups | H1 two sided: $m \neq m_0$ H1 right sided: $m > m_0$ H1 left sided: $m < m_0$ | |
Assumptions | Assumptions | Assumptions | |
|
|
| |
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. | $Q = \dfrac{12}{N \times k(k + 1)} \sum R^2_i - 3 \times N(k + 1)$
Here $N$ is the number of 'blocks' (usually the subjects - so if you have 4 repeated measurements for 60 subjects, $N$ equals 60), $k$ is the number of related groups (usually the number of repeated measurements), and $R_i$ is the sum of ranks in group $i$. Remember that multiplication precedes addition, so first compute $\frac{12}{N \times k(k + 1)} \times \sum R^2_i$ and then subtract $3 \times N(k + 1)$. Note: if ties are present in the data, the formula for $Q$ is more complicated. | Two different types of test statistics can be used, but both will result in the same test outcome. We will denote the first option the $W_1$ statistic (also known as the $T$ statistic), and the second option the $W_2$ statistic.
In order to compute each of the test statistics, follow the steps below:
| |
Sampling distribution of the test statistic if H0 were true | Sampling distribution of $Q$ if H0 were true | Sampling distribution of $W_1$ and of $W_2$ if H0 were true | |
Approximately the chi-squared distribution with $J - 1$ degrees of freedom | If the number of blocks $N$ is large, approximately the chi-squared distribution with $k - 1$ degrees of freedom.
For small samples, the exact distribution of $Q$ should be used. | Sampling distribution of $W_1$:
If $N_r$ is large, $W_1$ is approximately normally distributed with mean $\mu_{W_1}$ and standard deviation $\sigma_{W_1}$ if the null hypothesis were true. Here $$\mu_{W_1} = \frac{N_r(N_r + 1)}{4}$$ $$\sigma_{W_1} = \sqrt{\frac{N_r(N_r + 1)(2N_r + 1)}{24}}$$ Hence, if $N_r$ is large, the standardized test statistic $$z = \frac{W_1 - \mu_{W_1}}{\sigma_{W_1}}$$ follows approximately the standard normal distribution if the null hypothesis were true. Sampling distribution of $W_2$: If $N_r$ is large, $W_2$ is approximately normally distributed with mean $0$ and standard deviation $\sigma_{W_2}$ if the null hypothesis were true. Here $$\sigma_{W_2} = \sqrt{\frac{N_r(N_r + 1)(2N_r + 1)}{6}}$$ Hence, if $N_r$ is large, the standardized test statistic $$z = \frac{W_2}{\sigma_{W_2}}$$ follows approximately the standard normal distribution if the null hypothesis were true. If $N_r$ is small, the exact distribution of $W_1$ or $W_2$ should be used. Note: if ties are present in the data, the formula for the standard deviations $\sigma_{W_1}$ and $\sigma_{W_2}$ is more complicated. | |
Significant? | Significant? | Significant? | |
If we denote the test statistic as $X^2$:
| If the number of blocks $N$ is large, the table with critical $X^2$ values can be used. If we denote $X^2 = Q$:
| For large samples, the table for standard normal probabilities can be used: Two sided:
| |
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 difference in depression level between measurement point 1 (pre-intervention), measurement point 2 (1 week post-intervention), and measurement point 3 (6 weeks post-intervention)? | Is the median mental health score of office workers different from $m_0 = 50$? | |
SPSS | SPSS | SPSS | |
Analyze > Nonparametric Tests > Legacy Dialogs > 2 Related Samples...
| Analyze > Nonparametric Tests > Legacy Dialogs > K Related Samples...
| Specify the measurement level of your variable on the Variable View tab, in the column named Measure. Then go to:
Analyze > Nonparametric Tests > One Sample...
| |
n.a. | Jamovi | Jamovi | |
- | ANOVA > Repeated Measures ANOVA - Friedman
| T-Tests > One Sample T-Test
| |
Practice questions | Practice questions | Practice questions | |