Cochran's Q test - overview
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Cochran's Q test | Pearson correlation | Spearman's rho |
You cannot compare more than 3 methods |
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Independent/grouping variable | Variable 1 | Variable 1 | |
One within subject factor ($\geq 2$ related groups) | One quantitative of interval or ratio level | One of ordinal level | |
Dependent variable | Variable 2 | Variable 2 | |
One categorical with 2 independent groups | One quantitative of interval or ratio level | One of ordinal level | |
Null hypothesis | Null hypothesis | Null hypothesis | |
H0: $\pi_1 = \pi_2 = \ldots = \pi_I$
Here $\pi_1$ is the population proportion of 'successes' for group 1, $\pi_2$ is the population proportion of 'successes' for group 2, and $\pi_I$ is the population proportion of 'successes' for group $I.$ | 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. | 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. | |
Alternative hypothesis | Alternative hypothesis | Alternative hypothesis | |
H1: not all population proportions are equal | H1 two sided: $\rho \neq \rho_0$ H1 right sided: $\rho > \rho_0$ H1 left sided: $\rho < \rho_0$ | H1 two sided: $\rho_s \neq 0$ H1 right sided: $\rho_s > 0$ H1 left sided: $\rho_s < 0$ | |
Assumptions | Assumptions of test for correlation | Assumptions | |
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Test statistic | Test statistic | Test statistic | |
If a failure is scored as 0 and a success is scored as 1:
$Q = k(k - 1) \dfrac{\sum_{groups} \Big (\mbox{group total} - \frac{\mbox{grand total}}{k} \Big)^2}{\sum_{blocks} \mbox{block total} \times (k - \mbox{block total})}$ Here $k$ is the number of related groups (usually the number of repeated measurements), a group total is the sum of the scores in a group, a block total is the sum of the scores in a block (usually a subject), and the grand total is the sum of all the scores. Before computing $Q$, first exclude blocks with equal scores in all $k$ groups. | Test statistic for testing H0: $\rho = 0$:
| $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. | |
Sampling distribution of $Q$ if H0 were true | Sampling distribution of $t$ and of $z$ if H0 were true | Sampling distribution of $t$ if H0 were true | |
If the number of blocks (usually the number of subjects) is large, approximately the chi-squared distribution with $k - 1$ degrees of freedom | Sampling distribution of $t$:
| Approximately the $t$ distribution with $N - 2$ degrees of freedom | |
Significant? | Significant? | Significant? | |
If the number of blocks is large, the table with critical $X^2$ values can be used. If we denote $X^2 = Q$:
| $t$ Test two sided:
| Two sided:
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n.a. | Approximate $C$% confidence interval for $\rho$ | n.a. | |
- | 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. | Properties of the Pearson correlation coefficient | n.a. | |
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Equivalent to | Equivalent to | n.a. | |
Friedman test, with a categorical dependent variable consisting of two independent groups. | OLS regression with one independent variable:
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Example context | Example context | Example context | |
Subjects perform three different tasks, which they can either perform correctly or incorrectly. Is there a difference in task performance between the three different tasks? | Is there a linear relationship between physical health and mental health? | Is there a monotonic relationship between physical health and mental health? | |
SPSS | SPSS | SPSS | |
Analyze > Nonparametric Tests > Legacy Dialogs > K Related Samples...
| Analyze > Correlate > Bivariate...
| Analyze > Correlate > Bivariate...
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Jamovi | Jamovi | Jamovi | |
Jamovi does not have a specific option for the Cochran's Q test. However, you can do the Friedman test instead. The $p$ value resulting from this Friedman test is equivalent to the $p$ value that would have resulted from the Cochran's Q test. Go to:
ANOVA > Repeated Measures ANOVA - Friedman
| Regression > Correlation Matrix
| Regression > Correlation Matrix
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Practice questions | Practice questions | Practice questions | |