Department of Biostatistics, Seattle, WA 98105, U.S.A.
Stat Med. 2010 Feb 10;29(3):391-400. doi: 10.1002/sim.3785.
Comparing two samples with a continuous non-negative score, e.g. a utility score over [0, 1], with a substantial proportion, say 50 per cent, scoring 0 presents distributional problems for most standard tests. A Wilcoxon rank test can be used, but the large number of ties reduces power. I propose a new test, the Wilcoxon rank-sum test performed after removing an equal (and maximal) number of 0's from each sample. This test recovers much of the power. Compared with a (directional) modification of a two-part test proposed by Lachenbruch, the truncated Wilcoxon has similar power when the non-zero scores are independent of the proportion of zeros, but, unlike the two-part test, the truncated Wilcoxon is relatively unaffected when these processes are dependent.
比较两个具有连续非负评分的样本,例如效用评分在[0,1]之间,有很大一部分,例如 50%,评分为 0,对于大多数标准检验来说存在分布问题。可以使用 Wilcoxon 秩检验,但大量的 ties 会降低功效。我提出了一种新的检验方法,即在从每个样本中删除相同(且最大)数量的 0 之后进行 Wilcoxon 秩和检验。该检验恢复了大部分功效。与 Lachenbruch 提出的两部分检验的(定向)修改相比,当非零评分与零分数的比例无关时,截断 Wilcoxon 具有相似的功效,但与两部分检验不同,当这些过程相互依赖时,截断 Wilcoxon 的影响相对较小。