UMBRELLA TESTS for one-way layouts Test whether or not medians of treatment groups increase to that of a particular treatment group and then decrease afterwards Two versions: Given peak and unknown peak Initializing random-number generator at 12345678 Number of permutations: 100000 SECOND DATA SET: Fasting metabolic rates in deer by month pairs (Jan-Feb, Mar-Apr, etc) Table 6.8 p215 in Hollander & Wolfe 2nd edn 6 treatment groups with 26 total observations: #1 (n=7): 36.0 33.6 26.9 35.8 30.1 31.2 35.3 #2 (n=3): 39.9 29.1 43.4 #3 (n=5): 44.6 54.4 48.2 55.7 50.0 #4 (n=4): 53.8 53.9 62.5 46.6 #5 (n=4): 44.3 34.1 35.7 35.6 #6 (n=3): 31.7 22.1 30.7 Ord, Values, Group, Midranks, Tiegroups: 1. 36.0 1 14.0 0 2. 33.6 1 8.0 0 3. 26.9 1 2.0 0 4. 35.8 1 13.0 0 5. 30.1 1 4.0 0 6. 31.2 1 6.0 0 7. 35.3 1 10.0 0 8. 39.9 2 15.0 0 9. 29.1 2 3.0 0 10. 43.4 2 16.0 0 11. 44.6 3 18.0 0 12. 54.4 3 24.0 0 13. 48.2 3 20.0 0 14. 55.7 3 25.0 0 15. 50.0 3 21.0 0 16. 53.8 4 22.0 0 17. 53.9 4 23.0 0 18. 62.5 4 26.0 0 19. 46.6 4 19.0 0 20. 44.3 5 17.0 0 21. 34.1 5 9.0 0 22. 35.7 5 12.0 0 23. 35.6 5 11.0 0 24. 31.7 6 7.0 0 25. 22.1 6 1.0 0 26. 30.7 6 5.0 0 Sample means and rank means for treatment groups: #1 (n=7): DataAv= 32.70 RankAv= 8.14 #2 (n=3): DataAv= 37.47 RankAv= 11.33 #3 (n=5): DataAv= 50.58 RankAv= 21.60 #4 (n=4): DataAv= 54.20 RankAv= 22.50 #5 (n=4): DataAv= 37.43 RankAv= 12.25 #6 (n=3): DataAv= 28.17 RankAv= 4.33 THE UMBRELLA TEST for KNOWN p=4 (Mack-Wolfe): Single-umbrella test: Is the data significant for a `peak` in treatment-group medians at p=4? First Step: Matrix of Mann-Whitney differences between treatment groups: 1. -1.0 15.0 35.0 28.0 21.0 5.0 2. 6.0 -1.0 15.0 12.0 6.0 2.0 3. 0.0 0.0 -1.0 12.0 0.0 0.0 4. 0.0 0.0 8.0 -1.0 0.0 0.0 5. 7.0 6.0 20.0 16.0 -1.0 0.0 6. 16.0 7.0 15.0 12.0 12.0 -1.0 Example of an Ap statistic: Ap(4) = U(1,2)+U(1,3)+U(1,4)+U(2,3)+U(2,4)+U(3,4) + U(5,4) The umbrella statistics Ap with normal approximations Astar: (P-values are one-sided normal.) p=1 Ap=125.0 Mean=138.0 Var= 493.17 Astar=-0.585 P=0.72086 p=2 Ap=111.0 Mean= 82.0 Var= 269.17 Astar= 1.768 P=0.03856 p=3 Ap=148.0 Mean= 83.0 Var= 291.50 Astar= 3.807 P=0.00007 p=4 Ap=157.0 Mean= 85.5 Var= 291.92 Astar= 4.185 P=0.00001 p=5 Ap=156.0 Mean=109.5 Var= 383.92 Astar= 2.373 P=0.00882 p=6 Ap=151.0 Mean=138.0 Var= 493.17 Astar= 0.585 P=0.27914 Simulating the P-value of Ap=157 given p=4 using 100000 permutations: Number greater-or-equal to old Ap(p) and number of permuations: Nge=0 nsims=100000 95% Conf.Int. for one-sided P-value bracketing estimate: 0 0 0 THE UMBRELLA TEST with UNKNOWN p (Chen-Wolfe): Multiple-umbrella test: Is there a `peak` in treatment-group medians at SOME p, and if so, at which treatment group? Note that the one-sided P-values in the table above are NOT multiple-comparison corrected. Max_Astar=4.18482 is attained at p=4 Simulating the P-value of Max_Astar=4.18482 using 100000 permutations: Number greater-or-equal to Max_Astar and number of permuations: 4 100000 95% Conf.Int. for one-sided P-value bracketing estimate: 0.00000 0.00004 0.00008