Friedman test - overview

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Friedman test
Binomial test for a single proportion
Paired sample $t$ test
You cannot compare more than 3 methods
Independent/grouping variableIndependent variableIndependent variable
One within subject factor ($\geq 2$ related groups)None2 paired groups
Dependent variableDependent variableDependent variable
One of ordinal levelOne categorical with 2 independent groupsOne quantitative of interval or ratio level
Null hypothesisNull hypothesisNull hypothesis
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: $\pi = \pi_0$

Here $\pi$ is the population proportion of 'successes', and $\pi_0$ is the population proportion of successes according to the null hypothesis.
H0: $\mu = \mu_0$

Here $\mu$ is the population mean of the difference scores, and $\mu_0$ is the population mean of the difference scores according to the null hypothesis, which is usually 0. A difference score is the difference between the first score of a pair and the second score of a pair.
Alternative hypothesisAlternative hypothesisAlternative hypothesis
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: $\pi \neq \pi_0$
H1 right sided: $\pi > \pi_0$
H1 left sided: $\pi < \pi_0$
H1 two sided: $\mu \neq \mu_0$
H1 right sided: $\mu > \mu_0$
H1 left sided: $\mu < \mu_0$
AssumptionsAssumptionsAssumptions
  • Sample of 'blocks' (usually the subjects) is a simple random sample from the population. That is, blocks are independent of one another
  • Sample is a simple random sample from the population. That is, observations are independent of one another
  • Difference scores are normally distributed in the population
  • Sample of difference scores is a simple random sample from the population of difference scores. That is, difference scores are independent of one another
Test statisticTest statisticTest statistic
$Q = \dfrac{12}{N \times k(k + 1)} \sum R^2_i - 3 \times N(k + 1)$

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.
$X$ = number of successes in the sample$t = \dfrac{\bar{y} - \mu_0}{s / \sqrt{N}}$
Here $\bar{y}$ is the sample mean of the difference scores, $\mu_0$ is the population mean of the difference scores according to the null hypothesis, $s$ is the sample standard deviation of the difference scores, and $N$ is the sample size (number of difference scores).

The denominator $s / \sqrt{N}$ is the standard error of the sampling distribution of $\bar{y}$. The $t$ value indicates how many standard errors $\bar{y}$ is removed from $\mu_0$.
Sampling distribution of $Q$ if H0 were trueSampling distribution of $X$ if H0 were trueSampling distribution of $t$ if H0 were true
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.
Binomial($n$, $P$) distribution.

Here $n = N$ (total sample size), and $P = \pi_0$ (population proportion according to the null hypothesis).
$t$ distribution with $N - 1$ degrees of freedom
Significant?Significant?Significant?
If the number of blocks $N$ is large, the table with critical $X^2$ values can be used. If we denote $X^2 = Q$:
  • Check if $X^2$ observed in sample is equal to or larger than critical value $X^{2*}$ or
  • Find $p$ value corresponding to observed $X^2$ and check if it is equal to or smaller than $\alpha$
Two sided:
  • Check if $X$ observed in sample is in the rejection region or
  • Find two sided $p$ value corresponding to observed $X$ and check if it is equal to or smaller than $\alpha$
Right sided:
  • Check if $X$ observed in sample is in the rejection region or
  • Find right sided $p$ value corresponding to observed $X$ and check if it is equal to or smaller than $\alpha$
Left sided:
  • Check if $X$ observed in sample is in the rejection region or
  • Find left sided $p$ value corresponding to observed $X$ and check if it is equal to or smaller than $\alpha$
Two sided: Right sided: Left sided:
n.a.n.a.$C\%$ confidence interval for $\mu$
--$\bar{y} \pm t^* \times \dfrac{s}{\sqrt{N}}$
where the critical value $t^*$ is the value under the $t_{N-1}$ distribution with the area $C / 100$ between $-t^*$ and $t^*$ (e.g. $t^*$ = 2.086 for a 95% confidence interval when df = 20).

The confidence interval for $\mu$ can also be used as significance test.
n.a.n.a.Effect size
--Cohen's $d$:
Standardized difference between the sample mean of the difference scores and $\mu_0$: $$d = \frac{\bar{y} - \mu_0}{s}$$ Cohen's $d$ indicates how many standard deviations $s$ the sample mean of the difference scores $\bar{y}$ is removed from $\mu_0.$
n.a.n.a.Visual representation
--
Paired sample t test
n.a.n.a.Equivalent to
--
  • One sample $t$ test on the difference scores.
  • Repeated measures ANOVA with one dichotomous within subjects factor.
Example contextExample contextExample context
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 proportion of smokers amongst office workers different from $\pi_0 = 0.2$?Is the average difference between the mental health scores before and after an intervention different from $\mu_0 = 0$?
SPSSSPSSSPSS
Analyze > Nonparametric Tests > Legacy Dialogs > K Related Samples...
  • Put the $k$ variables containing the scores for the $k$ related groups in the white box below Test Variables
  • Under Test Type, select the Friedman test
Analyze > Nonparametric Tests > Legacy Dialogs > Binomial...
  • Put your dichotomous variable in the box below Test Variable List
  • Fill in the value for $\pi_0$ in the box next to Test Proportion
Analyze > Compare Means > Paired-Samples T Test...
  • Put the two paired variables in the boxes below Variable 1 and Variable 2
JamoviJamoviJamovi
ANOVA > Repeated Measures ANOVA - Friedman
  • Put the $k$ variables containing the scores for the $k$ related groups in the box below Measures
Frequencies > 2 Outcomes - Binomial test
  • Put your dichotomous variable in the white box at the right
  • Fill in the value for $\pi_0$ in the box next to Test value
  • Under Hypothesis, select your alternative hypothesis
T-Tests > Paired Samples T-Test
  • Put the two paired variables in the box below Paired Variables, one on the left side of the vertical line and one on the right side of the vertical line
  • Under Hypothesis, select your alternative hypothesis
Practice questionsPractice questionsPractice questions