Abstract #302079

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JSM 2003 Abstract #302079
Activity Number: 468
Type: Contributed
Date/Time: Thursday, August 7, 2003 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #302079
Title: New Results on Ties in Nonparametric Tests
Author(s): Alexis R. Gambis*+ and Knut M. Wittkowski and Somnauth Dayaram
Companies: student and Rockefeller University Hospital and Student
Address: 72-81 113th street, Forest Hills, NY, 11375,
Keywords: rank test ; u-statistic ; ordinal ; censored ; multivariate ; Fisher information
Abstract:

The problem of how to handle ties in nonparametric tests has recently been revisited. If ties are due to the nature of the phenomenon, conditioning on the presence of ties is appropriate. When ties are due to either rounding of a continuous variable or the use of a discrete surrogate variable for a continuous phenomenon, however, "correcting for ties" may yield anti-conservative results. We present numerical results showing how far both asymptotic and "exact" tests may exceed the nominal level when applied to inexact (rounded, surrogate) data. Changing from the conditional to the unconditional variance guarantees a conservative test. Except for the most simple test, the sign test, however, another problem arises. Observations tied between groups clearly have a lower information content than observations tied within a group. We compare different strategies to estimate the information content for tied observations.

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