Solved – How to deal with ties when conducting Wilcoxon signed rank test

paired-datarwilcoxon-signed-rank

I have a paired data with a small sample size of 21 and I'd like to conduct Wilcoxon signed rank test using R. wilcox.test from the base stat package gives results with a warning message that says that exact p-value cannot be computed with ties and zeroes. Since my data is small, I cannot afford to discard the ties. I'm also aware of coin package that has wilcoxsign_test function. I'm not sure if it gives the exact p-value.

This is how the data looks like:

Q1.response Q2.response avg_diff
1 2.5 2.0 -0.5
2 3.5 1.5 -2.0
3 2.0 2.0 0.0
4 1.5 4.0 2.5
5 4.0 3.5 -0.5
6 3.5 4.0 0.5
7 3.0 3.0 0.0
8 2.5 2.0 -0.5
9 4.0 3.5 -0.5
10 3.5 2.5 -1.0
11 3.5 3.5 0.0
12 2.5 1.5 -1.0
13 2.0 2.0 0.0
14 3.0 3.0 0.0
15 1.5 2.5 1.0
16 1.5 1.5 0.0
17 1.5 1.5 0.0
18 2.0 2.5 0.5
19 3.5 2.5 -1.0
20 1.5 1.5 0.0
21 3.0 2.0 -1.0

As you can see, there are several ties. Any suggestions on how to proceed would be greatly appreciated.

Thanks!

Best Answer

There are two obstacles to doing a Wilcoxon signed-rank test: (a) You have only 13 non-zero differences among 21. The 0 differences provide no evidence that Q1 and Q2 differ. You may hate to 'discard' these differences, but they were never really there. (b) There are many ties among the non-zero differences; only six unique differences among 13. Because the Wilcoxon test is based on ranks, the existence of so many ties makes it difficult to find a P-value. I simply don't think a Wilcoxon signed rank test is useful for analyzing your data.

In principle, a simulated permutation test can obtain a reasonable approximation of the P-value. However, that does not help find a significant difference for your data. P-values of permutation tests (one or two-sided) on your data are much too big to lead to rejection.

The root difficulty is that 4 of the 13 nonzero differences are positive and 9 are negative, and that is too well balanced an outcome to lead to rejection. (If a fair coin is flipped 13 times, there is better than 1 chance in 4 that it will show Heads either 4 or fewer times or 9 or more times.)

The bottom line is that your data are consistent with the null hypothesis that Q1 and Q2 do not differ.

Addendum: Here is one possible permutation test for your data.

First, a paired t test gives test statistic $T = -0.8495$ with P-value $0.4057.$

t.test(d)

        One Sample t-test

data:  d
t = -0.8495, df = 20, p-value = 0.4057
alternative hypothesis: true mean is not equal to 0
95 percent confidence interval:
 -0.5759201  0.2425867
sample estimates:
 mean of x 
-0.1666667

The legendary robustness of the t test notwithstanding, a t test may not be appropriate for your data because they are so discrete and because they fail a Shapiro-Wilk test of normality with P-value $0.02569.$

shapiro.test(d)

        Shapiro-Wilk normality test

data:  d
W = 0.89302, p-value = 0.02569

The usefulness of the t statistic as a measure of any shift from Q1 to Q2 is not in question. However, because the data are not normal, it is doubtful whether the distribution of the t statistic is Student's t distribution with 20 degrees of freedom.

A permutation test is based on the idea that if there is no shift in values from Q1 to Q2, we could change the signs of the differences without harm. If we change these signs at random many times, and compute the t statistic for each such 'permuted' sample, then we can approximate the 'permutation distribution' of the t statistic, and use that distribution to get a reliable P-value.

There are too many possible permutations to consider them all by combinatorial methods, but simulating many cases gives a serviceable result. The result will be slightly different on each run, but with 100,000 iterations not enough different to affect the conclusion whether to reject the null hypothesis. (Results from a program in R are shown below.)

The run below gave P-value 0.49, which is very much larger than 5%, so we cannot reject the null hypothesis. [The P-value is not enormously different from the P-value of the t test, but enough different that doing the permutation test was worthwhile.]

d = c(-.5, -2, 0, 2.5, -.5,  .5, 0, -.5, -.5, -1,   0, -1, 0 ,0, 1,  0, 0, .5, -1, 0, -1)
n = length(d)
set.seed(706);  m = 10^5
t.obs = t.test(d)$stat;  pv.obs = t.test(d)$p.val
t.prm = replicate(m, t.test(d*sample(c(-1,1), n, rep=T))$stat)
p.val = mean(abs(t.prm) >= abs(t.obs));  p.val
[1] 0.48816

The permutation distribution of the t statistic is highly discrete, but when plotted with only a few histogram bars it is seen not to differ greatly from Student's t distribution with 20 degrees of freedom, the density of which is shown in the figure below.

enter image description here

Reference: Eudey, et al. (2010) provides an elementary introduction to permutation tests; Sect. 3 deals with paired designs.

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