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Activity Number: 281
Type: Topic Contributed
Date/Time: Tuesday, July 31, 2007 : 10:30 AM to 12:20 PM
Sponsor: Biopharmaceutical Section
Abstract - #310035
Title: Assessing the Accuracy of the WMWodds Method for the Wilcoxon-Mann-Whitney Test
Author(s): John Castelloe*+ and Ralph G. O'Brien
Companies: SAS Institute Inc. and The Cleveland Clinic
Address: SAS Campus Drive, Cary, NC, 27513,
Keywords: Wilcoxon two-sample test ; Mann-Whitney test ; power ; effect-size
Abstract:

A simple effect-size parameter, WMWodds, allows us to correctly state the hypotheses being tested by the Wilcoxon-Mann-Whitney test and compute associated point estimates, confidence intervals, p-values, and power probabilities. But the underlying theory is asymptotic (Central Limit Theorem, delta method). How well does it behave with moderate and even very small samples and with discrete (ordinal) distributions with just a few categories? We present an extensive Monte Carlo study of the WMWodds-based p-values, the coverage probabilities for its confidence intervals, and the WMWodds-based power probabilities for statistical planning involving the WMW test.

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Revised September, 2007