Wilcoxon signedrank test  overview
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Wilcoxon signedrank test  Logistic regression  Two sample $t$ test  equal variances assumed 


Independent variable  Independent variables  Independent/grouping variable  
2 paired groups  One or more quantitative of interval or ratio level and/or one or more categorical with independent groups, transformed into code variables  One categorical with 2 independent groups  
Dependent variable  Dependent variable  Dependent variable  
One quantitative of interval or ratio level  One categorical with 2 independent groups  One quantitative of interval or ratio level  
Null hypothesis  Null hypothesis  Null hypothesis  
H_{0}: $m = 0$
Here $m$ is the population median of the difference scores. A difference score is the difference between the first score of a pair and the second score of a pair. 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.  Model chisquared test for the complete regression model:
 H_{0}: $\mu_1 = \mu_2$
Here $\mu_1$ is the population mean for group 1, and $\mu_2$ is the population mean for group 2.  
Alternative hypothesis  Alternative hypothesis  Alternative hypothesis  
H_{1} two sided: $m \neq 0$ H_{1} right sided: $m > 0$ H_{1} left sided: $m < 0$  Model chisquared test for the complete regression model:
 H_{1} two sided: $\mu_1 \neq \mu_2$ H_{1} right sided: $\mu_1 > \mu_2$ H_{1} left sided: $\mu_1 < \mu_2$  
Assumptions  Assumptions  Assumptions  


 
Test statistic  Test statistic  Test statistic  
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:
 Model chisquared test for the complete regression model:
The wald statistic can be defined in two ways:
Likelihood ratio chisquared test for individual $\beta_k$:
 $t = \dfrac{(\bar{y}_1  \bar{y}_2)  0}{s_p\sqrt{\dfrac{1}{n_1} + \dfrac{1}{n_2}}} = \dfrac{\bar{y}_1  \bar{y}_2}{s_p\sqrt{\dfrac{1}{n_1} + \dfrac{1}{n_2}}}$
Here $\bar{y}_1$ is the sample mean in group 1, $\bar{y}_2$ is the sample mean in group 2, $s_p$ is the pooled standard deviation, $n_1$ is the sample size of group 1, and $n_2$ is the sample size of group 2. The 0 represents the difference in population means according to the null hypothesis. The denominator $s_p\sqrt{\dfrac{1}{n_1} + \dfrac{1}{n_2}}$ is the standard error of the sampling distribution of $\bar{y}_1  \bar{y}_2$. The $t$ value indicates how many standard errors $\bar{y}_1  \bar{y}_2$ is removed from 0. Note: we could just as well compute $\bar{y}_2  \bar{y}_1$ in the numerator, but then the left sided alternative becomes $\mu_2 < \mu_1$, and the right sided alternative becomes $\mu_2 > \mu_1$.  
n.a.  n.a.  Pooled standard deviation  
    $s_p = \sqrt{\dfrac{(n_1  1) \times s^2_1 + (n_2  1) \times s^2_2}{n_1 + n_2  2}}$  
Sampling distribution of $W_1$ and of $W_2$ if H_{0} were true  Sampling distribution of $X^2$ and of the Wald statistic if H_{0} were true  Sampling distribution of $t$ if H_{0} were true  
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.  Sampling distribution of $X^2$, as computed in the model chisquared test for the complete model:
 $t$ distribution with $n_1 + n_2  2$ degrees of freedom  
Significant?  Significant?  Significant?  
For large samples, the table for standard normal probabilities can be used: Two sided:
 For the model chisquared test for the complete regression model and likelihood ratio chisquared test for individual $\beta_k$:
 Two sided:
 
n.a.  Waldtype approximate $C\%$ confidence interval for $\beta_k$  $C\%$ confidence interval for $\mu_1  \mu_2$  
  $b_k \pm z^* \times SE_{b_k}$ where the critical value $z^*$ is the value under the normal curve with the area $C / 100$ between $z^*$ and $z^*$ (e.g. $z^*$ = 1.96 for a 95% confidence interval).  $(\bar{y}_1  \bar{y}_2) \pm t^* \times s_p\sqrt{\dfrac{1}{n_1} + \dfrac{1}{n_2}}$
where the critical value $t^*$ is the value under the $t_{n_1 + n_2  2}$ 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 $\mu_1  \mu_2$ can also be used as significance test.  
n.a.  Goodness of fit measure $R^2_L$  Effect size  
  $R^2_L = \dfrac{D_{null}  D_K}{D_{null}}$ There are several other goodness of fit measures in logistic regression. In logistic regression, there is no single agreed upon measure of goodness of fit.  Cohen's $d$: Standardized difference between the mean in group $1$ and in group $2$: $$d = \frac{\bar{y}_1  \bar{y}_2}{s_p}$$ Cohen's $d$ indicates how many standard deviations $s_p$ the two sample means are removed from each other.  
n.a.  n.a.  Visual representation  
    
n.a.  n.a.  Equivalent to  
    One way ANOVA with an independent variable with 2 levels ($I$ = 2):
 
Example context  Example context  Example context  
Is the median of the differences between the mental health scores before and after an intervention different from 0?  Can body mass index, stress level, and gender predict whether people get diagnosed with diabetes?  Is the average mental health score different between men and women? Assume that in the population, the standard deviation of mental health scores is equal amongst men and women.  
SPSS  SPSS  SPSS  
Analyze > Nonparametric Tests > Legacy Dialogs > 2 Related Samples...
 Analyze > Regression > Binary Logistic...
 Analyze > Compare Means > IndependentSamples T Test...
 
Jamovi  Jamovi  Jamovi  
TTests > Paired Samples TTest
 Regression > 2 Outcomes  Binomial
 TTests > Independent Samples TTest
 
Practice questions  Practice questions  Practice questions  