Cochran's Q test  overview
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Cochran's Q test  Pearson correlation  One sample $t$ test for the mean  $z$ test for the difference between two proportions 


Independent/grouping variable  Variable 1  Independent variable  Independent/grouping variable  
One within subject factor ($\geq 2$ related groups)  One quantitative of interval or ratio level  None  One categorical with 2 independent groups  
Dependent variable  Variable 2  Dependent variable  Dependent variable  
One categorical with 2 independent groups  One quantitative of interval or ratio level  One quantitative of interval or ratio level  One categorical with 2 independent groups  
Null hypothesis  Null hypothesis  Null hypothesis  Null hypothesis  
H_{0}: $\pi_1 = \pi_2 = \ldots = \pi_I$
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 $I.$  H_{0}: $\rho = \rho_0$
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.  H_{0}: $\mu = \mu_0$
Here $\mu$ is the population mean, and $\mu_0$ is the population mean according to the null hypothesis.  H_{0}: $\pi_1 = \pi_2$
Here $\pi_1$ is the population proportion of 'successes' for group 1, and $\pi_2$ is the population proportion of 'successes' for group 2.  
Alternative hypothesis  Alternative hypothesis  Alternative hypothesis  Alternative hypothesis  
H_{1}: not all population proportions are equal  H_{1} two sided: $\rho \neq \rho_0$ H_{1} right sided: $\rho > \rho_0$ H_{1} left sided: $\rho < \rho_0$  H_{1} two sided: $\mu \neq \mu_0$ H_{1} right sided: $\mu > \mu_0$ H_{1} left sided: $\mu < \mu_0$  H_{1} two sided: $\pi_1 \neq \pi_2$ H_{1} right sided: $\pi_1 > \pi_2$ H_{1} left sided: $\pi_1 < \pi_2$  
Assumptions  Assumptions of test for correlation  Assumptions  Assumptions  



 
Test statistic  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: $\rho = 0$:
 $t = \dfrac{\bar{y}  \mu_0}{s / \sqrt{N}}$
Here $\bar{y}$ is the sample mean, $\mu_0$ is the population mean according to the null hypothesis, $s$ is the sample standard deviation, and $N$ is the sample size. 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 $\mu_0$.  $z = \dfrac{p_1  p_2}{\sqrt{p(1  p)\Bigg(\dfrac{1}{n_1} + \dfrac{1}{n_2}\Bigg)}}$
Here $p_1$ is the sample proportion of successes in group 1: $\dfrac{X_1}{n_1}$, $p_2$ is the sample proportion of successes in group 2: $\dfrac{X_2}{n_2}$, $p$ is the total proportion of successes in the sample: $\dfrac{X_1 + X_2}{n_1 + n_2}$, $n_1$ is the sample size of group 1, and $n_2$ is the sample size of group 2. Note: we could just as well compute $p_2  p_1$ in the numerator, but then the left sided alternative becomes $\pi_2 < \pi_1$, and the right sided alternative becomes $\pi_2 > \pi_1.$  
Sampling distribution of $Q$ if H_{0} were true  Sampling distribution of $t$ and of $z$ if H_{0} were true  Sampling distribution of $t$ if H_{0} were true  Sampling distribution of $z$ if H_{0} were true  
If the number of blocks (usually the number of subjects) is large, approximately the chisquared distribution with $k  1$ degrees of freedom  Sampling distribution of $t$:
 $t$ distribution with $N  1$ degrees of freedom  Approximately the standard normal distribution  
Significant?  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:
 Two sided:
 
n.a.  Approximate $C$% confidence interval for $\rho$  $C\%$ confidence interval for $\mu$  Approximate $C\%$ confidence interval for $\pi_1  \pi_2$  
  First compute the approximate $C$% confidence interval for $\rho_{Fisher}$:
Then transform back to get the approximate $C$% confidence interval for $\rho$:
 $\bar{y} \pm t^* \times \dfrac{s}{\sqrt{N}}$
where the critical value $t^*$ is the value under the $t_{N1}$ 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.  Regular (large sample):
 
n.a.  Properties of the Pearson correlation coefficient  Effect size  n.a.  
 
 Cohen's $d$: Standardized difference between the sample mean and $\mu_0$: $$d = \frac{\bar{y}  \mu_0}{s}$$ Cohen's $d$ indicates how many standard deviations $s$ the sample mean $\bar{y}$ is removed from $\mu_0.$    
n.a.  n.a.  Visual representation  n.a.  
      
Equivalent to  Equivalent to  n.a.  Equivalent to  
Friedman test, with a categorical dependent variable consisting of two independent groups.  OLS regression with one independent variable:
   When testing two sided: chisquared test for the relationship between two categorical variables, where both categorical variables have 2 levels.  
Example context  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 the average mental health score of office workers different from $\mu_0 = 50$?  Is the proportion of smokers different between men and women? Use the normal approximation for the sampling distribution of the test statistic.  
SPSS  SPSS  SPSS  SPSS  
Analyze > Nonparametric Tests > Legacy Dialogs > K Related Samples...
 Analyze > Correlate > Bivariate...
 Analyze > Compare Means > OneSample T Test...
 SPSS does not have a specific option for the $z$ test for the difference between two proportions. However, you can do the chisquared test instead. The $p$ value resulting from this chisquared test is equivalent to the two sided $p$ value that would have resulted from the $z$ test. Go to:
Analyze > Descriptive Statistics > Crosstabs...
 
Jamovi  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
 TTests > One Sample TTest
 Jamovi does not have a specific option for the $z$ test for the difference between two proportions. However, you can do the chisquared test instead. The $p$ value resulting from this chisquared test is equivalent to the two sided $p$ value that would have resulted from the $z$ test. Go to:
Frequencies > Independent Samples  $\chi^2$ test of association
 
Practice questions  Practice questions  Practice questions  Practice questions  