Wilcoxon signedrank test  overview
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Wilcoxon signedrank test  Friedman test  Marginal Homogeneity test / StuartMaxwell test 


Independent variable  Independent/grouping variable  Independent variable  
2 paired groups  One within subject factor ($\geq 2$ related groups)  2 paired groups  
Dependent variable  Dependent variable  Dependent variable  
One quantitative of interval or ratio level  One of ordinal level  One categorical with $J$ independent groups ($J \geqslant 2$)  
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.  H_{0}: 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.  H_{0}: 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 $j.$  
Alternative hypothesis  Alternative hypothesis  Alternative hypothesis  
H_{1} two sided: $m \neq 0$ H_{1} right sided: $m > 0$ H_{1} left sided: $m < 0$  H_{1}: the population scores in some of the related groups are systematically higher or lower than the population scores in other related groups  H_{1}: for some categories of the dependent variable, $\pi_j$ for the first paired group $\neq$ $\pi_j$ for the second paired group.  
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:
 $Q = \dfrac{12}{N \times k(k + 1)} \sum R^2_i  3 \times N(k + 1)$
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.  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.  
Sampling distribution of $W_1$ and of $W_2$ if H_{0} were true  Sampling distribution of $Q$ if H_{0} were true  Sampling distribution of the test statistic 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.  If the number of blocks $N$ is large, approximately the chisquared distribution with $k  1$ degrees of freedom.
For small samples, the exact distribution of $Q$ should be used.  Approximately the chisquared distribution with $J  1$ degrees of freedom  
Significant?  Significant?  Significant?  
For large samples, the table for standard normal probabilities can be used: Two sided:
 If the number of blocks $N$ is large, the table with critical $X^2$ values can be used. If we denote $X^2 = Q$:
 If we denote the test statistic as $X^2$:
 
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?  Is there a difference in depression level between measurement point 1 (preintervention), measurement point 2 (1 week postintervention), and measurement point 3 (6 weeks postintervention)?  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?  
SPSS  SPSS  SPSS  
Analyze > Nonparametric Tests > Legacy Dialogs > 2 Related Samples...
 Analyze > Nonparametric Tests > Legacy Dialogs > K Related Samples...
 Analyze > Nonparametric Tests > Legacy Dialogs > 2 Related Samples...
 
Jamovi  Jamovi  n.a.  
TTests > Paired Samples TTest
 ANOVA > Repeated Measures ANOVA  Friedman
   
Practice questions  Practice questions  Practice questions  