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Effect Size for Rank Based ANOVA

Source: R/rank_ANOVA.R
rank_epsilon_squared.Rd

Compute rank epsilon squared (\(E^2_R\)) or rank eta squared (\(\eta^2_H\)) (to accompany stats::kruskal.test()), and Kendall's W (to accompany stats::friedman.test()) effect sizes for non-parametric (rank sum) one-way ANOVAs.

Usage

rank_epsilon_squared(
  x,
  groups,
  data = NULL,
  ci = 0.95,
  alternative = "greater",
  iterations = 200,
  verbose = TRUE,
  ...
)

rank_eta_squared(
  x,
  groups,
  data = NULL,
  ci = 0.95,
  alternative = "greater",
  iterations = 200,
  verbose = TRUE,
  ...
)

kendalls_w(
  x,
  groups,
  blocks,
  data = NULL,
  blocks_on_rows = TRUE,
  ci = 0.95,
  alternative = "greater",
  iterations = 200,
  verbose = TRUE,
  ...
)

Arguments

x

Can be one of:

  • A numeric or ordered vector, or a character name of one in data.

  • A list of vectors (for rank_eta/epsilon_squared()).

  • A matrix of blocks x groups (for kendalls_w()) (or groups x blocks if blocks_on_rows = FALSE). See details for the blocks and groups terminology used here.

  • A formula in the form of:

    • DV ~ groups for rank_eta/epsilon_squared().

    • DV ~ groups | blocks for kendalls_w() (See details for the blocks and groups terminology used here).

groups, blocks

A factor vector giving the group / block for the corresponding elements of x, or a character name of one in data. Ignored if x is not a vector.

data

An optional data frame containing the variables.

ci

Confidence Interval (CI) level

alternative

a character string specifying the alternative hypothesis; Controls the type of CI returned: "two.sided" (default, two-sided CI), "greater" or "less" (one-sided CI). Partial matching is allowed (e.g., "g", "l", "two"...). See One-Sided CIs in effectsize_CIs.

iterations

The number of bootstrap replicates for computing confidence intervals. Only applies when ci is not NULL.

verbose

Toggle warnings and messages on or off.

...

Arguments passed to or from other methods. When x is a formula, these can be subset and na.action.

blocks_on_rows

Are blocks on rows (TRUE) or columns (FALSE).

Value

A data frame with the effect size and its CI.

Details

The rank epsilon squared and rank eta squared are appropriate for non-parametric tests of differences between 2 or more samples (a rank based ANOVA). See stats::kruskal.test. Values range from 0 to 1, with larger values indicating larger differences between groups.

Kendall's W is appropriate for non-parametric tests of differences between 2 or more dependent samples (a rank based rmANOVA), where each group (e.g., experimental condition) was measured for each block (e.g., subject). This measure is also common as a measure of reliability of the rankings of the groups between raters (blocks). See stats::friedman.test. Values range from 0 to 1, with larger values indicating larger differences between groups / higher agreement between raters.

Confidence (Compatibility) Intervals (CIs)

Confidence intervals for \(E^2_R\), \(\eta^2_H\), and Kendall's W are estimated using the bootstrap method (using the {boot} package).

Ties

When tied values occur, they are each given the average of the ranks that would have been given had no ties occurred. This results in an effect size of reduced magnitude. A correction has been applied for Kendall's W.

CIs and Significance Tests

"Confidence intervals on measures of effect size convey all the information in a hypothesis test, and more." (Steiger, 2004). Confidence (compatibility) intervals and p values are complementary summaries of parameter uncertainty given the observed data. A dichotomous hypothesis test could be performed with either a CI or a p value. The 100 (1 - \(\alpha\))% confidence interval contains all of the parameter values for which p > \(\alpha\) for the current data and model. For example, a 95% confidence interval contains all of the values for which p > .05.

Note that a confidence interval including 0 does not indicate that the null (no effect) is true. Rather, it suggests that the observed data together with the model and its assumptions combined do not provided clear evidence against a parameter value of 0 (same as with any other value in the interval), with the level of this evidence defined by the chosen \(\alpha\) level (Rafi & Greenland, 2020; Schweder & Hjort, 2016; Xie & Singh, 2013). To infer no effect, additional judgments about what parameter values are "close enough" to 0 to be negligible are needed ("equivalence testing"; Bauer & Kiesser, 1996).

Bootstrapped CIs

Some effect sizes are directionless–they do have a minimum value that would be interpreted as "no effect", but they cannot cross it. For example, a null value of Kendall's W is 0, indicating no difference between groups, but it can never have a negative value. Same goes for U2 and Overlap: the null value of \(U_2\) is 0.5, but it can never be smaller than 0.5; am Overlap of 1 means "full overlap" (no difference), but it cannot be larger than 1.

When bootstrapping CIs for such effect sizes, the bounds of the CIs will never cross (and often will never cover) the null. Therefore, these CIs should not be used for statistical inference.

Plotting with see

The see package contains relevant plotting functions. See the plotting vignette in the see package.

References

  • Kendall, M.G. (1948) Rank correlation methods. London: Griffin.

  • Tomczak, M., & Tomczak, E. (2014). The need to report effect size estimates revisited. An overview of some recommended measures of effect size. Trends in sport sciences, 1(21), 19-25.

See also

Other rank-based effect sizes: p_superiority(), rank_biserial()

Other effect sizes for ANOVAs: eta_squared()

Examples

# \donttest{
# Rank Eta/Epsilon Squared
# ========================

rank_eta_squared(mpg ~ cyl, data = mtcars)
#> Eta2 (rank) |       95% CI
#> --------------------------
#> 0.82        | [0.77, 1.00]
#> 
#> - One-sided CIs: upper bound fixed at [1.00].

rank_epsilon_squared(mpg ~ cyl, data = mtcars)
#> Epsilon2 (rank) |       95% CI
#> ------------------------------
#> 0.83            | [0.78, 1.00]
#> 
#> - One-sided CIs: upper bound fixed at [1.00].



# Kendall's W
# ===========
dat <- data.frame(
  cond = c("A", "B", "A", "B", "A", "B"),
  ID = c("L", "L", "M", "M", "H", "H"),
  y = c(44.56, 28.22, 24, 28.78, 24.56, 18.78)
)
(W <- kendalls_w(y ~ cond | ID, data = dat, verbose = FALSE))
#> Kendall's W |       95% CI
#> --------------------------
#> 0.11        | [0.11, 1.00]
#> 
#> - One-sided CIs: upper bound fixed at [1.00].

interpret_kendalls_w(0.11)
#> [1] "slight agreement"
#> (Rules: landis1977)
#> 
interpret(W, rules = "landis1977")
#> Kendall's W |       95% CI |   Interpretation
#> ---------------------------------------------
#> 0.11        | [0.11, 1.00] | slight agreement
#> 
#> - One-sided CIs: upper bound fixed at [1.00].
#> - Interpretation rule: landis1977
# }