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Introduction to choosing the correct statistical test + Tests for Continuous Outcomes I
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Which test should I use? Outcome Variable Are the observations independent or correlated? Assumptions independentcorrelated Continuous (e.g. pain scale, cognitive function) Ttest ANOVA Linear correlation Linear regression Paired ttest Repeated-measures ANOVA Mixed models/GEE modeling Outcome is normally distributed (important for small samples). Outcome and predictor have a linear relationship. Binary or categorical (e.g. fracture yes/no) Relative risks Chi-square test Logistic regression McNemar’s test Conditional logistic regression GEE modeling Sufficient numbers in each cell (>=5) Time-to-event (e.g. time to fracture) Kaplan-Meier statistics Cox regression n/a Cox regression assumes proportional hazards between groups
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Which test should I use? Outcome Variable Are the observations independent or correlated? Assumptions independentcorrelated Continuous (e.g. pain scale, cognitive function) Ttest ANOVA Linear correlation Linear regression Paired ttest Repeated-measures ANOVA Mixed models/GEE modeling Outcome is normally distributed (important for small samples). Outcome and predictor have a linear relationship. Binary or categorical (e.g. fracture yes/no) Relative risks Chi-square test Logistic regression McNemar’s test Conditional logistic regression GEE modeling Sufficient numbers in each cell (>=5) Time-to-event (e.g. time to fracture) Kaplan-Meier statistics Cox regression n/a Cox regression assumes proportional hazards between groups 1. What is the dependent variable?
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Which test should I use? Outcome Variable Are the observations independent or correlated? Assumptions independentcorrelated Continuous (e.g. pain scale, cognitive function) Ttest ANOVA Linear correlation Linear regression Paired ttest Repeated-measures ANOVA Mixed models/GEE modeling Outcome is normally distributed (important for small samples). Outcome and predictor have a linear relationship. Binary or categorical (e.g. fracture yes/no) Relative risks Chi-square test Logistic regression McNemar’s test Conditional logistic regression GEE modeling Sufficient numbers in each cell (>=5) Time-to-event (e.g. time to fracture) Kaplan-Meier statistics Cox regression n/a Cox regression assumes proportional hazards between groups 2. Are the observations correlated?
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Which test should I use? Outcome Variable Are the observations independent or correlated? Assumptions independentcorrelated Continuous (e.g. pain scale, cognitive function) Ttest ANOVA Linear correlation Linear regression Paired ttest Repeated-measures ANOVA Mixed models/GEE modeling Outcome is normally distributed (important for small samples). Outcome and predictor have a linear relationship. Binary or categorical (e.g. fracture yes/no) Relative risks Chi-square test Logistic regression McNemar’s test Conditional logistic regression GEE modeling Sufficient numbers in each cell (>=5) Time-to-event (e.g. time to fracture) Kaplan-Meier statistics Cox regression n/a Cox regression assumes proportional hazards between groups 3. Are key model assumptions met?
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Are the observations correlated? 1. What is the unit of observation? person* (most common) limb half a face physician clinical center 2. Are the observations independent or correlated? Independent: observations are unrelated (usually different, unrelated people) Correlated: some observations are related to one another, for example: the same person over time (repeated measures), legs within a person, half a face
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Example: correlated data Split-face trial: Researchers assigned 56 subjects to apply SPF 85 sunscreen to one side of their faces and SPF 50 to the other prior to engaging in 5 hours of outdoor sports during mid- day. The outcome is sunburn (yes/no). Unit of observation = side of a face Are the observations correlated? Yes. Russak JE et al. JAAD 2010; 62: 348-349.
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Results ignoring correlation: Table I -- Dermatologist grading of sunburn after an average of 5 hours of skiing/snowboarding (P =.03; Fisher’s exact test) Sun protection factorSunburnedNot sunburned 85155 50848 Fisher’s exact test compares the following proportions: 1/56 versus 8/56. Note that individuals are being counted twice!
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Correct analysis of data: Table 1. Correct presentation of the data from: Russak JE et al. JAAD 2010; 62: 348-349. (P =.016; McNemar’s exact test). SPF-50 side SPF-85 sideSunburnedNot sunburned Sunburned10 Not sunburned748 McNemar’s exact test evaluates the probability of the following: In all 7 out of 7 cases where the sides of the face were discordant (i.e., one side burnt and the other side did not), the SPF 50 side sustained the burn.
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Correlations Ignoring correlations will: overestimate p-values for within-person or within-cluster comparisons underestimate p-values for between- person or between-cluster comparisons
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Common statistics for various types of outcome data Outcome Variable Are the observations independent or correlated? Assumptions independentcorrelated Continuous (e.g. pain scale, cognitive function) Ttest ANOVA Linear correlation Linear regression Paired ttest Repeated-measures ANOVA Mixed models/GEE modeling Outcome is normally distributed (important for small samples). Outcome and predictor have a linear relationship. Binary or categorical (e.g. fracture yes/no) Relative risks Chi-square test Logistic regression McNemar’s test Conditional logistic regression GEE modeling Sufficient numbers in each cell (>=5) Time-to-event (e.g. time to fracture) Kaplan-Meier statistics Cox regression n/a Cox regression assumes proportional hazards between groups Are key model assumptions met?
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Key assumptions of linear models Assumptions for linear models (ttest, ANOVA, linear correlation, linear regression, paired ttest, repeated-measures ANOVA, mixed models): 1. Normally distributed outcome variable Most important for small samples; large samples are quite robust against this assumption. 2. Predictors have a linear relationship with the outcome Graphical displays can help evaluate this.
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Common statistics for various types of outcome data Outcome Variable Are the observations independent or correlated? Assumptions independentcorrelated Continuous (e.g. pain scale, cognitive function) Ttest ANOVA Linear correlation Linear regression Paired ttest Repeated-measures ANOVA Mixed models/GEE modeling Outcome is normally distributed (important for small samples). Outcome and predictor have a linear relationship. Binary or categorical (e.g. fracture yes/no) Relative risks Chi-square test Logistic regression McNemar’s test Conditional logistic regression GEE modeling Sufficient numbers in each cell (>=5) Time-to-event (e.g. time to fracture) Kaplan-Meier statistics Cox regression n/a Cox regression assumes proportional hazards between groups Are key model assumptions met?
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Key assumptions for categorical tests Assumptions for categorical tests (relative risks, chi-square, logistic regression, McNemar’s test): 1. Sufficient numbers in each cell (np>=5) In the sunscreen trial, “exact” tests (Fisher’s exact, McNemar’s exact) were used because of the sparse data.
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With sparse data Need to use “exact” tests Need to be cautious with regression modeling, as there is a risk of over- fitting
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Risk FactornNo.VTEs All14014 Pharmacologic prophylaxis during rehabilitation Tinzaparin 3500 units145 Tinzaparin 4500 units585 Enoxaparin684 Pharmacologic prophylaxis before admission None337 Enoxaparin 40 or 30 mg 2 × daily784 Heparin 5000 units 3 × daily243 Treatment doses LMWH † † 20 IVC filter Absent11311 Present273 AIS level Nontraumatic543 A, B, C, or D7811 Retrospective study comparing prophylaxis during rehabilitation and VTEs. Enoxaparin Versus Tinzaparin for Venous Thromboembolic Prophylaxis During Rehabilitation PM&R 2012; 4:11-17. Sparse Data, Example A much higher proportion of tinzaparin 3500 patients had VTEs. Could it be due to confounding?
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Risk FactornNo.VTEs All14014 Pharmacologic prophylaxis during rehabilitation Tinzaparin 3500 units145 Tinzaparin 4500 units585 Enoxaparin684 Pharmacologic prophylaxis before admission None337 Enoxaparin 40 or 30 mg 2 × daily784 Heparin 5000 units 3 × daily243 Treatment doses LMWH † † 20 IVC filter Absent11311 Present273 AIS level Nontraumatic543 A, B, C, or D7811 Retrospective study comparing prophylaxis during rehabilitation and VTEs. Enoxaparin Versus Tinzaparin for Venous Thromboembolic Prophylaxis During Rehabilitation PM&R 2012; 4:11-17. Note the sparse data due to low numbers of VTEs and low numbers of tinzaparin 3500-treated patients.
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CharacteristicTinzaparin 3500 units n = 14 AIS level, n (%) Nontraumatic1 A, B, or C13 D0 Not available0 Walk or use wheelchair, n (%) Use wheelchair 12 Walk 1 Not available 1 Pharmacologic prophylaxis before admission, n (%) None9 Enoxaparin 40 or 30 mg 2 × daily4 Heparin 5000 units 3 × daily1 Treatment doses LMWH0 Not available0 Dividing tinzaparin 3500 participants by their other characteristics identifies some of them uniquely. Authors ran regressions to adjust for confounding. But may be impossible to adjust for some confounders; and small numbers risk over-fitting.
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Initial regression model VTE = intercept ( 1 parameter) + prophylaxis during rehabilitation (2 parameters) + AIS level (1 parameter) + age (1 parameter) + prophylaxis before rehabilitation (3 parameters) 14 events/8 parameters…high risk of over-fitting
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Continuous outcome (means) Outcome Variable Are the observations independent or correlated? Alternatives if the normality assumption is violated (and small sample size): independentcorrelated Continuous (e.g. pain scale, cognitive function) Ttest: compares means between two independent groups ANOVA: compares means between more than two independent groups Pearson’s correlation coefficient (linear correlation): shows linear correlation between two continuous variables Linear regression: multivariate regression technique used when the outcome is continuous; gives slopes Paired ttest: compares means between two related groups (e.g., the same subjects before and after) Repeated-measures ANOVA: compares changes over time in the means of two or more groups (repeated measurements) Mixed models/GEE modeling: multivariate regression techniques to compare changes over time between two or more groups; gives rate of change over time Non-parametric statistics Wilcoxon sign-rank test: non-parametric alternative to the paired ttest Wilcoxon sum-rank test (=Mann-Whitney U test): non- parametric alternative to the ttest Kruskal-Wallis test: non- parametric alternative to ANOVA Spearman rank correlation coefficient: non-parametric alternative to Pearson’s correlation coefficient
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Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if sparse cells: independentcorrelated Binary or categorical (e.g. fracture, yes/no) Chi-square test: compares proportions between more than two groups Relative risks: odds ratios or risk ratios Logistic regression: multivariate technique used when outcome is binary; gives multivariate-adjusted odds ratios McNemar’s chi-square test: compares binary outcome between correlated groups (e.g., before and after) Conditional logistic regression: multivariate regression technique for a binary outcome when groups are correlated (e.g., matched data) GEE modeling: multivariate regression technique for a binary outcome when groups are correlated (e.g., repeated measures) Fisher’s exact test: compares proportions between independent groups when there are sparse data (some cells <5). McNemar’s exact test: compares proportions between correlated groups when there are sparse data (some cells <5).
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Time-to-event outcome (survival data) Outcome Variable Are the observation groups independent or correlated?Modifications to Cox regression if proportional- hazards is violated: independentcorrelated Time-to- event (e.g., time to fracture) Kaplan-Meier statistics: estimates survival functions for each group (usually displayed graphically); compares survival functions with log-rank test Cox regression: Multivariate technique for time-to-event data; gives multivariate-adjusted hazard ratios n/a (already over time) Time-dependent predictors or time- dependent hazard ratios (tricky!)
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Tests for continuous outcomes I… To be continued next week…
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Continuous outcome (means) Outcome Variable Are the observations independent or correlated? Alternatives if the normality assumption is violated (and small sample size): independentcorrelated Continuous (e.g. pain scale, cognitive function) Ttest: compares means between two independent groups ANOVA: compares means between more than two independent groups Pearson’s correlation coefficient (linear correlation): shows linear correlation between two continuous variables Linear regression: multivariate regression technique used when the outcome is continuous; gives slopes Paired ttest: compares means between two related groups (e.g., the same subjects before and after) Repeated-measures ANOVA: compares changes over time in the means of two or more groups (repeated measurements) Mixed models/GEE modeling: multivariate regression techniques to compare changes over time between two or more groups; gives rate of change over time Non-parametric statistics Wilcoxon sign-rank test: non-parametric alternative to the paired ttest Wilcoxon sum-rank test (=Mann-Whitney U test): non- parametric alternative to the ttest Kruskal-Wallis test: non- parametric alternative to ANOVA Spearman rank correlation coefficient: non-parametric alternative to Pearson’s correlation coefficient
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Example: two-sample t-test In 1980, some researchers reported that “men have more mathematical ability than women” as evidenced by the 1979 SAT’s, where a sample of 30 random male adolescents had a mean score ± 1 standard deviation of 436±77 and 30 random female adolescents scored lower: 416±81 (genders were similar in educational backgrounds, socio-economic status, and age). Do you agree with the authors’ conclusions?
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Two sample ttest Statistical question: Is there a difference in SAT math scores between men and women? What is the outcome variable? Math SAT scores What type of variable is it? Continuous Is it normally distributed? Yes Are the observations correlated? No Are groups being compared, and if so, how many? Yes, two two-sample ttest
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Two-sample ttest mechanics…
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Data Summary nSample Mean Sample Standard Deviation Group 1: women 3041681 Group 2: men 3043677
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Two-sample t-test 1. Define your hypotheses (null, alternative) H 0 : ♂-♀ math SAT = 0 Ha: ♂-♀ math SAT ≠ 0 [two-sided]
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Two-sample t-test 2. Specify your null distribution: F and M have approximately equal standard deviations/variances, so make a “pooled” estimate of standard deviation/variance: The standard error of a difference of two means is: Differences in means follow a T-distribution for small samples; Z-distribution for large samples…
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T distribution A t-distribution is like a Z distribution, except has slightly fatter tails to reflect the uncertainty added by estimating the standard deviation. The bigger the sample size (i.e., the bigger the sample size used to estimate ), then the closer t becomes to Z. If n>100, t approaches Z.
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Student’s t Distribution t 0 t (df = 5) t (df = 13) t-distributions are bell- shaped and symmetric, but have ‘fatter’ tails than the normal Standard Normal (t with df = ) Note: t Z as n increases from “Statistics for Managers” Using Microsoft ® Excel 4 th Edition, Prentice-Hall 2004
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Student’s t Table Upper Tail Area df.25.10.05 11.0003.0786.314 2 0.8171.886 2.920 30.7651.6382.353 t 0 2.920 The body of the table contains t values, not probabilities Let: n = 3 df = n - 1 = 2 =.10 /2 =.05 /2 =.05 from “Statistics for Managers” Using Microsoft ® Excel 4 th Edition, Prentice-Hall 2004
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t distribution values With comparison to the Z value Confidence t t t Z Level (10 d.f.) (20 d.f.) (30 d.f.) ____.80 1.372 1.325 1.310 1.28.90 1.812 1.725 1.697 1.64.95 2.228 2.086 2.042 1.96.99 3.169 2.845 2.750 2.58 Note: t Z as n increases from “Statistics for Managers” Using Microsoft ® Excel 4 th Edition, Prentice-Hall 2004
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Two-sample t-test 2. Specify your null distribution: F and M have approximately equal standard deviations/variances, so make a “pooled” estimate of standard deviation/variance: The standard error of a difference of two means is: Differences in means follow a T-distribution; here we have a T-distribution with 58 degrees of freedom (60 observations – 2 means)…
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Two-sample t-test 3. Observed difference in our experiment = 20 points
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Two-sample t-test 4. Calculate the p-value of what you observed 5. Do not reject null! No evidence that men are better in math ;) Critical value for two-tailed p-value of.05 for T 58 =2.000 0.98.05
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Corresponding confidence interval… Note that the 95% confidence interval crosses 0 (the null value).
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Review Question 1 A t-distribution: a. Is approximately a normal distribution if n>100. b. Can be used interchangeably with a normal distribution as long as the sample size is large enough. c. Reflects the uncertainty introduced when using the sample, rather than population, standard deviation. d. All of the above.
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Review Question 2 In a medical student class, the 6 people born on odd days had heights of 64.6 4 inches; the 10 people born on even days had heights of 71.1 5 inches. Height is roughly normally distributed. Which of the following best represents the correct statistical test for these data? a. b. c. d.
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Continuous outcome (means) Outcome Variable Are the observations independent or correlated? Alternatives if the normality assumption is violated (and small sample size): independentcorrelated Continuous (e.g. pain scale, cognitive function) Ttest: compares means between two independent groups ANOVA: compares means between more than two independent groups Pearson’s correlation coefficient (linear correlation): shows linear correlation between two continuous variables Linear regression: multivariate regression technique used when the outcome is continuous; gives slopes Paired ttest: compares means between two related groups (e.g., the same subjects before and after) Repeated-measures ANOVA: compares changes over time in the means of two or more groups (repeated measurements) Mixed models/GEE modeling: multivariate regression techniques to compare changes over time between two or more groups; gives rate of change over time Non-parametric statistics Wilcoxon sign-rank test: non-parametric alternative to the paired ttest Wilcoxon sum-rank test (=Mann-Whitney U test): non- parametric alternative to the ttest Kruskal-Wallis test: non- parametric alternative to ANOVA Spearman rank correlation coefficient: non-parametric alternative to Pearson’s correlation coefficient
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Example: paired ttest DifferenceSignificance Before BTxnAAfter BTxnA Social skills5.905.84NS.293 Academic performance5.865.78.08.068 ** ** Date success5.175.30.13.014 * * Occupational success6.085.97.11.013 * * Attractiveness4.945.07.13.030 * * Financial success5.675.61NS.230 Relationship success5.68 NS.967 Athletic success5.155.38.23.000 ** ** * Significant at 5% level. ** Significant at 1% level. TABLE 1. Difference between Means of "Before" and "After" Botulinum Toxin A Treatment
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Paired ttest Statistical question: Is there a difference in date success after BoTox? What is the outcome variable? Date success What type of variable is it? Continuous Is it normally distributed? Yes Are the observations correlated? Yes, it’s the same patients before and after How many time points are being compared? Two paired ttest
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Paired ttest mechanics 1. Calculate the change in date success score for each person. 2. Calculate the average change in date success for the sample. (=.13) 3. Calculate the standard error of the change in date success. (=.05) 4. Calculate a T-statistic by dividing the mean change by the standard error (T=.13/.05=2.6). 5. Look up the corresponding p-values. (T=2.6 corresponds to p=.014). 6. Significant p-values indicate that the average change is significantly different than 0.
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Paired ttest example 2… PatientBP Before (diastolic)BP After 110092 28984 38380 49893 510898 69590
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Example problem: paired ttest PatientDiastolic BP BeforeD. BP AfterChange 110092-8 28984-5 38380-3 49893-5 510898-10 69590-5 Null Hypothesis: Average Change = 0
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Example problem: paired ttest Change -8 -5 -3 -5 -10 -5 With 5 df, T>2.571 corresponds to p<.05 (two-sided test) Null Hypothesis: Average Change = 0
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Example problem: paired ttest Change -8 -5 -3 -5 -10 -5 Note: does not include 0.
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Continuous outcome (means) Outcome Variable Are the observations independent or correlated? Alternatives if the normality assumption is violated (and small sample size): independentcorrelated Continuous (e.g. pain scale, cognitive function) Ttest: compares means between two independent groups ANOVA: compares means between more than two independent groups Pearson’s correlation coefficient (linear correlation): shows linear correlation between two continuous variables Linear regression: multivariate regression technique used when the outcome is continuous; gives slopes Paired ttest: compares means between two related groups (e.g., the same subjects before and after) Repeated-measures ANOVA: compares changes over time in the means of two or more groups (repeated measurements) Mixed models/GEE modeling: multivariate regression techniques to compare changes over time between two or more groups; gives rate of change over time Non-parametric statistics Wilcoxon sign-rank test: non-parametric alternative to the paired ttest Wilcoxon sum-rank test (=Mann-Whitney U test): non- parametric alternative to the ttest Kruskal-Wallis test: non- parametric alternative to ANOVA Spearman rank correlation coefficient: non-parametric alternative to Pearson’s correlation coefficient
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Using our class data… Hypothesis: Students who consider themselves street smart drink more alcohol than students who consider themselves book smart. Null hypothesis: no difference in alcohol drinking between street smart and book smart students.
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“Non-normal” class data…alcohol…
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Wilcoxon sum-rank test Statistical question: Is there a difference in alcohol drinking between street smart and book smart students? What is the outcome variable? Weekly alcohol intake (drinks/week) What type of variable is it? Continuous Is it normally distributed? No (and small n) Are the observations correlated? No Are groups being compared, and if so, how many? two Wilcoxon sum-rank test
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Results: Mean=1.6 drinks/week; median = 1.5 Book smart:Street smart: Mean=2.7 drinks/week; median = 3.0
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Wilcoxon rank-sum test mechanics… Book smart values (n=13): 0 0 0 0 1 1 2 2 2 3 3 4 5 Street Smart values (n=7): 0 0 2 3 3 5 6 Combined groups (n=20): 0 0 0 0 0 0 1 1 2 2 2 2 3 3 3 3 4 5 5 6 Corresponding ranks: 3.5* 3.5 3.5 3.5 3.5 3.5 7.5 7.5 10.5 10.5 10.5 10.5 14.5 14.5 14.5 14.5 17 18.5 18.5 20 *ties are assigned average ranks; e.g., there are 6 zero’s, so zero’s get the average of the ranks 1 through 6.
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Wilcoxon rank-sum test… Ranks, book smart: 3.5 3.5 3.5 3.5 7.5 7.5 10.5 10.5 10.5 14.5 14.5 17 18.5 Ranks, street smart: 3.5 3.5 10.5 14.5 14.5 18.5 20 Sum of ranks book smart: 3.5+3.5+3.5+3.5+7.5+7.5+10.5+10.5+10.5+ 14.5+14.5+17+18.5= 125 Sum of ranks street smart: 3.5+3.5+10.5+14.5 +14.5+18.5+20= 85 Wilcoxon sum-rank test compares these numbers accounting for the differences in sample size in the two groups. Resulting p-value (from computer) = 0.24 Not significantly different!
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Example 2, Wilcoxon sum-rank test… 10 dieters following Atkin’s diet vs. 10 dieters following Jenny Craig Hypothetical RESULTS: Atkin’s group loses an average of 34.5 lbs. J. Craig group loses an average of 18.5 lbs. Conclusion: Atkin’s is better?
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Example: non-parametric tests BUT, take a closer look at the individual data… Atkin’s, change in weight (lbs): +4, +3, 0, -3, -4, -5, -11, -14, -15, -300 J. Craig, change in weight (lbs) -8, -10, -12, -16, -18, -20, -21, -24, -26, -30
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Jenny Craig -30-25-20-15-10-505101520 0 5 10 15 20 25 30 P e r c e n t Weight Change
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Atkin’s -300-280-260-240-220-200-180-160-140-120-100-80-60-40-20020 0 5 10 15 20 25 30 P e r c e n t Weight Change
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Wilcoxon Rank-Sum test RANK the values, 1 being the least weight loss and 20 being the most weight loss. Atkin’s +4, +3, 0, -3, -4, -5, -11, -14, -15, -300 1, 2, 3, 4, 5, 6, 9, 11, 12, 20 J. Craig -8, -10, -12, -16, -18, -20, -21, -24, -26, -30 7, 8, 10, 13, 14, 15, 16, 17, 18, 19
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Wilcoxon Rank-Sum test Sum of Atkin’s ranks: 1+ 2 + 3 + 4 + 5 + 6 + 9 + 11+ 12 + 20=73 Sum of Jenny Craig’s ranks: 7 + 8 +10+ 13+ 14+ 15+16+ 17+ 18+19=137 Jenny Craig clearly ranked higher! P-value *(from computer) =.018
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Review Question 3 When you want to compare mean blood pressure between two groups, you should: a. Use a ttest b. Use a nonparametric test c. Use a ttest if blood pressure is normally distributed. d. Use a two-sample proportions test. e. Use a two-sample proportions test only if blood pressure is normally distributed.
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Continuous outcome (means) Outcome Variable Are the observations independent or correlated? Alternatives if the normality assumption is violated (and small sample size): independentcorrelated Continuous (e.g. pain scale, cognitive function) Ttest: compares means between two independent groups ANOVA: compares means between more than two independent groups Pearson’s correlation coefficient (linear correlation): shows linear correlation between two continuous variables Linear regression: multivariate regression technique used when the outcome is continuous; gives slopes Paired ttest: compares means between two related groups (e.g., the same subjects before and after) Repeated-measures ANOVA: compares changes over time in the means of two or more groups (repeated measurements) Mixed models/GEE modeling: multivariate regression techniques to compare changes over time between two or more groups; gives rate of change over time Non-parametric statistics Wilcoxon sign-rank test: non-parametric alternative to the paired ttest Wilcoxon sum-rank test (=Mann-Whitney U test): non- parametric alternative to the ttest Kruskal-Wallis test: non- parametric alternative to ANOVA Spearman rank correlation coefficient: non-parametric alternative to Pearson’s correlation coefficient
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DHA and eczema… Figure 3 from: Koch C, Dölle S, Metzger M, Rasche C, Jungclas H, Rühl R, Renz H, Worm M. Docosahexaenoic acid (DHA) supplementation in atopic eczema: a randomized, double-blind, controlled trial. Br J Dermatol. 2008 Apr;158(4):786-92. Epub 2008 Jan 30. P-values from Wilcoxon sign- rank tests
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Wilcoxon sign-rank test Statistical question: Did patients improve in SCORAD score from baseline to 8 weeks? What is the outcome variable? SCORAD What type of variable is it? Continuous Is it normally distributed? No (and small numbers) Are the observations correlated? Yes, it’s the same people before and after How many time points are being compared? two Wilcoxon sign-rank test
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Wilcoxon sign-rank test mechanics… 1. Calculate the change in SCORAD score for each participant. 2. Rank the absolute values of the changes in SCORAD score from smallest to largest. 3. Add up the ranks from the people who improved and, separately, the ranks from the people who got worse. 4. The Wilcoxon sign-rank compares these values to determine whether improvements significantly exceed declines (or vice versa).
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Continuous outcome (means) Outcome Variable Are the observations independent or correlated? Alternatives if the normality assumption is violated (and small sample size): independentcorrelated Continuous (e.g. pain scale, cognitive function) Ttest: compares means between two independent groups ANOVA: compares means between more than two independent groups Pearson’s correlation coefficient (linear correlation): shows linear correlation between two continuous variables Linear regression: multivariate regression technique used when the outcome is continuous; gives slopes Paired ttest: compares means between two related groups (e.g., the same subjects before and after) Repeated-measures ANOVA: compares changes over time in the means of two or more groups (repeated measurements) Mixed models/GEE modeling: multivariate regression techniques to compare changes over time between two or more groups; gives rate of change over time Non-parametric statistics Wilcoxon sign-rank test: non-parametric alternative to the paired ttest Wilcoxon sum-rank test (=Mann-Whitney U test): non- parametric alternative to the ttest Kruskal-Wallis test: non- parametric alternative to ANOVA Spearman rank correlation coefficient: non-parametric alternative to Pearson’s correlation coefficient
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ANOVA example S1 a, n=28 aS2 b, n=25 bS3 c, n=21 cP-value d d Calcium (mg)Mean117.8158.7206.50.000 SD e e 62.470.586.2 Iron (mg)Mean2.0 0.854 SD0.6 Folate (μg)Mean26.638.742.60.000 SD13.114.515.1 Zinc (mg)Mean1.91.51.30.055 SD1.01.20.4 a School 1 (most deprived; 40% subsidized lunches). b School 2 (medium deprived; <10% subsidized). c School 3 (least deprived; no subsidization, private school). d ANOVA; significant differences are highlighted in bold (P<0.05). Mean micronutrient intake from the school lunch by school FROM: Gould R, Russell J, Barker ME. School lunch menus and 11 to 12 year old children's food choice in three secondary schools in England- are the nutritional standards being met? Appetite. 2006 Jan;46(1):86-92.
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ANOVA Statistical question: Does calcium content of school lunches differ by school type (privileged, average, deprived) What is the outcome variable? Calcium What type of variable is it? Continuous Is it normally distributed? Yes Are the observations correlated? No Are groups being compared and, if so, how many? Yes, three ANOVA
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ANOVA (ANalysis Of VAriance) Idea: For two or more groups, test difference between means, for normally distributed variables. Just an extension of the t-test (an ANOVA with only two groups is mathematically equivalent to a t-test).
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One-Way Analysis of Variance Assumptions, same as ttest Normally distributed outcome Equal variances between the groups Groups are independent
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Hypotheses of One-Way ANOVA
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ANOVA It’s like this: If I have three groups to compare: I could do three pair-wise ttests, but this would increase my type I error So, instead I want to look at the pairwise differences “all at once.” To do this, I can recognize that variance is a statistic that let’s me look at more than one difference at a time…
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The “F-test” Is the difference in the means of the groups more than background noise (=variability within groups)? Summarizes the mean differences between all groups at once. Analogous to pooled variance from a ttest.
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The F-distribution A ratio of variances follows an F-distribution: The F-test tests the hypothesis that two variances are equal. F will be close to 1 if sample variances are equal.
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ANOVA example 2 Randomize 33 subjects to three groups: 800 mg calcium supplement vs. 1500 mg calcium supplement vs. placebo. Compare the spine bone density of all 3 groups after 1 year.
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PLACEBO800mg CALCIUM1500 mg CALCIUM 0.7 0.8 0.9 1.0 1.1 1.2 S P I N E Between group variation Spine bone density vs. treatment Within group variability
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Group means and standard deviations Placebo group (n=11): Mean spine BMD =.92 g/cm 2 standard deviation =.10 g/cm 2 800 mg calcium supplement group (n=11) Mean spine BMD =.94 g/cm 2 standard deviation =.08 g/cm 2 1500 mg calcium supplement group (n=11) Mean spine BMD =1.06 g/cm 2 standard deviation =.11 g/cm 2
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The F-Test The size of the groups. The difference of each group’s mean from the overall mean. Between-group variation. The average amount of variation within groups. Each group’s variance. Large F value indicates that the between group variation exceeds the within group variation (=the background noise).
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Review Question 4 Which of the following is an assumption of ANOVA? a.The outcome variable is normally distributed. b.The variance of the outcome variable is the same in all groups. c.The groups are independent. d.All of the above. e.None of the above.
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ANOVA summary A statistically significant ANOVA (F-test) only tells you that at least two of the groups differ, but not which ones differ. Determining which groups differ (when it’s unclear) requires more sophisticated analyses to correct for the problem of multiple comparisons…
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Question: Why not just do 3 pairwise ttests? Answer: because, at an error rate of 5% each test, this means you have an overall chance of up to 1- (.95) 3 = 14% of making a type-I error (if all 3 comparisons were independent) If you wanted to compare 6 groups, you’d have to do 15 pairwise ttests; which would give you a high chance of finding something significant just by chance.
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Multiple comparisons
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Correction for multiple comparisons How to correct for multiple comparisons post-hoc… Bonferroni correction (adjusts p by most conservative amount; assuming all tests independent, divide p by the number of tests) Tukey (adjusts p) Scheffe (adjusts p)
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1. Bonferroni Obtained P-valueOriginal Alpha# testsNew AlphaSignificant?.001.055.010Yes.011.054.013Yes.019.053.017No.032.052.025No.048.051.050Yes For example, to make a Bonferroni correction, divide your desired alpha cut-off level (usually.05) by the number of comparisons you are making. Assumes complete independence between comparisons, which is way too conservative.
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2/3. Tukey and Sheffé Both methods increase your p-values to account for the fact that you’ve done multiple comparisons, but are less conservative than Bonferroni (let computer calculate for you!).
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Review Question 5 I am doing an RCT of 4 treatment regimens for blood pressure. At the end of the day, I compare blood pressures in the 4 groups using ANOVA. My p-value is.03. I conclude: a.All of the treatment regimens differ. b.I need to use a Bonferroni correction. c.One treatment is better than all the rest. d.At least one treatment is different from the others. e.In pairwise comparisons, no treatment will be different.
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Continuous outcome (means) Outcome Variable Are the observations independent or correlated? Alternatives if the normality assumption is violated (and small sample size): independentcorrelated Continuous (e.g. pain scale, cognitive function) Ttest: compares means between two independent groups ANOVA: compares means between more than two independent groups Pearson’s correlation coefficient (linear correlation): shows linear correlation between two continuous variables Linear regression: multivariate regression technique used when the outcome is continuous; gives slopes Paired ttest: compares means between two related groups (e.g., the same subjects before and after) Repeated-measures ANOVA: compares changes over time in the means of two or more groups (repeated measurements) Mixed models/GEE modeling: multivariate regression techniques to compare changes over time between two or more groups; gives rate of change over time Non-parametric statistics Wilcoxon sign-rank test: non-parametric alternative to the paired ttest Wilcoxon sum-rank test (=Mann-Whitney U test): non- parametric alternative to the ttest Kruskal-Wallis test: non- parametric alternative to ANOVA Spearman rank correlation coefficient: non-parametric alternative to Pearson’s correlation coefficient
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Non-parametric ANOVA (Kruskal-Wallis test) Statistical question: Do nevi counts differ by training velocity (slow, medium, fast) group in marathon runners? What is the outcome variable? Nevi count What type of variable is it? Continuous Is it normally distributed? No (and small sample size) Are the observations correlated? No Are groups being compared and, if so, how many? Yes, three non-parametric ANOVA
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Example: Nevi counts and marathon runners Richtig et al. Melanoma Markers in Marathon Runners: Increase with Sun Exposure and Physical Strain. Dermatology 2008;217:38-44.
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Non-parametric ANOVA Kruskal-Wallis one-way ANOVA (just an extension of the Wilcoxon Sum-Rank test for 2 groups; based on ranks)
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Example: Nevi counts and marathon runners Richtig et al. Melanoma Markers in Marathon Runners: Increase with Sun Exposure and Physical Strain. Dermatology 2008;217:38-44. By non-parametric ANOVA, the groups differ significantly in nevi count (p<.05) overall. By Wilcoxon sum-rank test (adjusted for multiple comparisons), the lowest velocity group differs significantly from the highest velocity group (p<.05)
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Review Question 6 I want to compare depression scores between three groups, but I’m not sure if depression is normally distributed. What should I do? a.Don’t worry about it—run an ANOVA anyway. b.Test depression for normality. c.Use a Kruskal-Wallis (non-parametric) ANOVA. d.Nothing, I can’t do anything with these data. e.Run 3 nonparametric ttests.
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Review Question 7 If depression score turns out to be very non-normal, then what should I do? a.Don’t worry about it—run an ANOVA anyway. b.Test depression for normality. c.Use a Kruskal-Wallis (non-parametric) ANOVA. d.Nothing, I can’t do anything with these data. e.Run 3 nonparametric ttests.
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Review Question 8 I measure blood pressure in a cohort of elderly men yearly for 3 years. To test whether or not their blood pressure changed over time, I compare the mean blood pressures in each time period using a one-way ANOVA. This strategy is: a.Correct. I have three means, so I have to use ANOVA. b.Wrong. Blood pressure is unlikely to be normally distributed. c.Wrong. The variance in BP is likely to greatly differ at the three time points. d.Correct. It would also be OK to use three ttests. e.Wrong. The samples are not independent.
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