A regression framework for rank tests based on the probabilistic index model

Authors

Jan De Neve, Ghent University, BelgiumFollow
Olivier Thas, University of WollongongFollow

RIS ID

106940

Publication Details

De Neve, J. & Thas, O. (2015). A regression framework for rank tests based on the probabilistic index model. Journal of the American Statistical Association, 110 (511), 1276-1283.

Abstract

We demonstrate how many classical rank tests, such as the Wilcoxon–Mann–Whitney, Kruskal–Wallis, and Friedman test, can be embedded in a statistical modeling framework and how the method can be used to construct new rank tests. In addition to hypothesis testing, the method allows for estimating effect sizes with an informative interpretation, resulting in a better understanding of the data. Supplementary materials for this article are available online.