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Title:Small sample properties of the Wilcoxon signed rank test with discontinuous and dependent observations PDF Logo
Authors:Chlaß, Nadine
Krüger, Jens J.
Issue Date:2007
Series/Report no.:Jena economic research papers 2007,032
Abstract:This Monte-Carlo study investigates sensitivity of the Wilcoxon signed rank test to certain assumption violations in small samples. Emphasis is put on within-sample-dependence, between-sample dependence, and the presence of ties. Our results show that both assumption violations induce severe size distortions and entail power losses. Surprisingly, these consequences do vary substantially with other properties the data may display. Results provided are particularly relevant for experimental settings where ties and within-sample dependence are frequently observed.
Subjects:Wilcoxon signed rank test
ties
dependent observations
size and power
JEL:C12
C14
C15
Document Type:Working Paper
Appears in Collections:Jena Economic Research Papers, MPI für Ökonomik

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