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t-tests, non-parametric tests, and large studies--a paradox of statistical practice?
1Unit of Biostatistics and Epidemiology, Oslo University Hospital, Oslo, N-0407, Norway. morten.fagerland@medisin.uio.no
In large studies, non-parametric tests like the Wilcoxon-Mann-Whitney (WMW) test may yield misleading results. T-tests are more appropriate for large sample sizes, even with skewed data, for accurate statistical analysis.
Area of Science:
- Biostatistics
- Medical Research Methodology
Background:
- Increasing median sample sizes in high-impact medical journals over 30 years.
- Growing use of non-parametric tests at the expense of t-tests.
- Paradoxical trend of using non-parametric tests with increasing sample sizes.
Purpose of the Study:
- To explore the paradoxical practice of using non-parametric tests in large studies.
- To illustrate the consequences of using non-parametric tests with increasing sample sizes.
- To compare the performance of Wilcoxon-Mann-Whitney (WMW) and t-tests under various conditions.
Main Methods:
- Simulation study comparing rejection rates of WMW and two-sample t-tests.
- Samples drawn from skewed distributions with equal means/medians but differing spread.
- Analysis of test performance with increasing sample size, skewness, and spread differences.
Main Results:
- WMW test yields smaller p-values than t-tests, with discrepancies growing with sample size, skewness, and spread differences.
- For heavily skewed data (1000 observations/group, 10% std dev difference), WMW rejection rates can exceed 90%.
- High WMW rejection rates indicate power to detect differences in probability of one sample being less than another.
Conclusions:
- Non-parametric tests are best suited for small studies.
- Using non-parametric tests in large studies can lead to incorrect conclusions and reader confusion.
- T-tests and confidence intervals are recommended for large sample sizes, even with heavily skewed data.
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