MULTIPLE COMPARISON TEST

Learning Objective

Understand the definitions used

in multiple comparison test.

Determine which means differ,

using the multiple comparison
test if the null hypothesis is
rejected in the Kruskal-Wallis
non-parametric ANOVA.
Learning Outcome

Make inference to related sample using

multiple comparison test.
When we use multiple
comparison test?

When a hypothesis-testing procedure

such as Kruskal-Wallis test leads us to
reject the null hypothesis.

Thus to conclude that not all sampled

populations are identical.

This test use to answer the question which

populations are different from which
others.
Example 6.2

Cawson et al.* reported the data shown in Table

6.10 on cortisol levels in three groups of patients
who were delivered between 38 and 42 weeks
gestation. Group 1 was studied before the onset
of labor at elective Caesarean section, group 2
was studied at emergency Caesarean section
during induced labor, and group 3 consisted of
patients in whom spontaneous labor occurred
and who were delivered either vaginally or by
Caesarean section.
Example 6.2
We wish to know whether these data provide
sufficient evidence to indicate a difference in
median cortisol levels among the three
populations represented.
*Cawson, M. J., Anne B. M. Anderson, A. C. Turnbull, and
L. Lampe, Cortisol, Cortisone, and 11-Deoxycortisol
Levels in Human Umbilical and Maternal Plasma in
Relation to the Onset of Labour, J. Obstet. Gynaecol. Br.
Commonw., 81(1974), 737-745.
Table 6.10

Antecubital vein cortisol levels in three groups

of patients studied at time of delivery
Group 1 262 307 211 323 454 339 304 154 287 356
Group 2 465 501 455 355 468 362
Group 3 343 772 207 1048 838 687
Kruskal-Wallis One Way Analysis of Variance
by Ranks
Hypotheses
Ho: The three populations represented by

the data are identical.
H1: The three populations do not have the
same median.
Ranks corresponding to data of Table 6.10
Group Ranks Rank
sums
1
2
3
4 7 3 8 14 9 6
1 5 12
16 18 15 11 17 13
10 20 2 22 21 19
R1= 69
R2= 90
R3= 94

Test Statistic


H=
N =22
R1= 69
R2= 90
R3= 94
H
222 . 2 ) 2 22 ( 2
2
99
2
99
22
22
) 2 22 ( 22
22
2 2 2
+
1
]
1

+ +
+

Since the sample sizes all exceed 5, we use the

chi-square table to determine whether the
sample medians are significant different.
critical value:
k =3
degree of freedom = k -1, 3-1=2
by looking at table A.11, the critical value
is 9.210 for =0.01.
H= 9.232
critical value= 9.210
H> critical value
9.232 > 9.210
Decision :
We reject Ho at the level of significance.
Conclusion :
There is enough evident to support the claim that is the three
populations represented by the data are not identical. We conclude
that the medians of the populations represented are not all equal
that is the median cortisol levels are not the same for all three types
ofpatients.The P value is between 0.01 and 0.005.

As we reject Ho, we must continue with multiple

comparison test to see which populations are different
from which others.

When we apply this multiple-comparison procedure, we

use what is known as an experimentwise error rate.

The experimentwise error rate, which represents a

conservative approach in making multiple comparisons,
holds the probability of making only correct decisions at 1-
when the null hypothesis of no difference among
populations is true.
STEPS:
1) Obtain the mean of the ranks for each sample, and let Ri be the
mean of the ranks of the ith sample and Rj be the mean of the
rank of the jth sample.
2) Select an experimentwise error rate of , which we think of as an
overall level of significance.

Our choice of is determined in part by 2 k, the number of

samples involved, and is larger for larger k.

If we have k samples, there will be a total of

pairs of sample that can be compared a
pair of time.

We usually select a value of larger than 2

those customarily encountered in single-
comparison inference procedures-for
example, 0.15, 0.20,or 0.25 depending on the
size of k.
3) Find the value of z in Table A.2 that has area to its
right.
4) Form the inequality
If k samples are all of the different size



(6.7)
where N is the number of observations in all samples
combined. The probability that Inequality 6.7 holds for all
pairs of means, when H0 is true, is at least 1- . 2
) 2 ( k k
a

,
_

+
+

,
_

1
]
1

j i
k k
a
j i
n n
N N
Z R R
2 2
99
) 2 (
| |
) 2 (
2
If the k samples are all of the same size

(6.8)

Any difference that is larger than the
right- hand side of Inequality 6.7 (or Inequality
6.8 if applicable) is declared significant at the
level.
2
) 2 (
| |
) 2 (
2
+

,
_

1
]
1

N N
Z R R
k k
a
j i
Continue from Example 6.2
We will apply multiple comparison test to see
which populations are different from which
others.
1)Hypothesis
H
0
:
1
=
2
H
0
:
1
=
3
H
0
:
2
=
3
H
1
:
1

2
H
1
:
1

3
H
1
:
2

3

To make all possible comparisons in order to

locate where the differences occur, let choose
an error rate of =0.15.

Samples involved are k=3,so that there will

be

So there are 3 comparisons to make.

From table A.2, we find the z with 0.025 of

the area to its right to be 1.96.

The mean of the rank for the three

samples:



222 . 2
) 2 ( 2
22 . 2
) 2 (

k k
a
2 . 2
22
22
2
R
99 . 99
2
99
2
R
22
2
22
2
R
TABLE A.2
2)Test to compare group
Compare groups 1 and 2
8.1 > 6.57

| 22 2 . 2 | | | j i R R
2 . 2

,
_

+
+

2
2
99
2
99
) 2 22 ( 22
22 . 2
22 . 2

,
_

+
+

,
_

1
]
1

j i
k k
a
n n
N N
Z
2 2
99
) 2 (
) 2 (
2
Compare group 1 and 3

8.77 > 6.57

,
_

+
+

2
2
99
2
99
) 2 22 ( 22
22 . 2
| 22 . 22 2 . 2 | | | j i R R
22 . 2
22 . 2

,
_

+
+

,
_

1
]
1

j i
k k
a
n n
N N
Z
2 2
99
) 2 (
) 2 (
2
Compare group 2 and 3

0.67 < 7.35


| 22 . 22 22 | | | j i R R
22 . 2
22 . 2

,
_

+
+

,
_

1
]
1

j i
k k
a
n n
N N
Z
2 2
99
) 2 (
) 2 (
2

,
_

+
+

2
2
2
2
99
) 2 22 ( 22
22 . 2
3) Decision
a) 8.10 > 6.57, reject the H
0
. This
comparison is significant.
b) 8.77 > 6.57, reject the H
0
. This
comparison is significant.
c) 0.67 < 7.35 , do not reject the H
0
. This
comparison is not significant.
4) Conclusion :
a)There is enough evident to support the claim
that there are different between median group 1
and 2, we conclude that subjects for elective
Caesarean section before the onset of labor
tend to have lower cortisol levels that women
experiencing induced labor at emergency
Caesarean section.
b)There is enough evident to support the claim that there
are different between median group 1 and 3. We
conclude that the women in population 1 also tend to
have lower cortisol values than the women in
population 3.
c)There is not enough evident to support the claim that
there are different between median group 2 and 3. We
cannot conclude that the populations represented by
samples 2 and 3 differ with respect to their median
cortisol levels.
Exercise 6.27, page 254
1)Four tour guides are employed at a state-operated
tourist attraction of historical interest. Each guide
conducts tours of exactly 20 persons each during
peak season. Each tour is timed. A researcher with
the state department of tourism conducted a study
compared the tour guides with respect to efficiency.
For each guide the researcher selected a simple
random sample of 6 tours conducted during the
month of June, and the required for each was
recorded. The results are shown in Table 6.32.
Time required to conduct tours by four
tour guides
Tour guide_________________________________
A B C
D______________________
37 36 38 30
31 33 38 34
33 38 39 31
30 36 36 30
39 37 38 35
31 39 37 34
Can the researcher conclude on the basis of these
data that the four tour guides differ with respect to
the average time it takes them to conduct a tour? Let
=0.05, use the Kruskal-Wallis test to determine the
P value and make all possible comparisons.
Exercise 6.12, page 249
2) Ali and Sweeney* determined the protoporphyrin levels in15 normal,
healthy laboratory workers and in 26 patients admitted with acute
alcoholism. Their results appear in Table 6.12. Can we conclude from
these data that the normal workers and the two groups of alcoholics differ
with respect to average protoporphyrin level? Let =0.15,
determine the P value and make all possible comparisons.
*Ali, M. A. M., and G. Sweney, Erythrocyte Corproporphyrin and
Photoporphyrin in Ethanol-Induced Sideroblastic Erythropoiesis, Blood,
43(1974), 291-295.
Protoporphyrin level, milligrams/100 ml RBC, in
three groups of subjects
Normal 22 27 47 30 38 78 28 58 72 56 30 39 53 50 36
Alcoholics
with ring
sideroblas
ts
in bone
marrow
78 172 286 82 453 513 174 915 84 153 780
Alcoholics
without
ring
sideroblas
ts
in bone
marrow
37 28 38 45 47 29 34 20 68 12 37 8 76 148 11
Exercise 6.13, page 249
3) Torre et al.* recorded the changes in rat cerebral and extracerebral (platelet)
serotomin (5-HT) after intraperitoneal administration of LSD-25 and 1-
methyl-d-lysergic acid butanolamide (UML). They also took measurements
on 11 controls. The results are shown in Table 6.13. Do these data provide
sufficient evidence to indicate a difference among the three groups? Let
=0.20, determine the P value and make all possible comparisons.
*Torre, Michele, Filippo Bogetto, and Eugenio Torre , Effect of LSD-25 and 1-Methyl-d-Lysergic
Acid Butanolamide on Rat Brain and Platelet Serotonin Levels, Psychopharmacologia,
36(1974), 117-122.
Brain serotonin (5-HT), nanograms per gram, in
three groups of mice
Controls 340 340 356 386 386 402 402
417 433 495 557
LSD, 0.5 mg/kg 294 325 325 340 356 371 385
402
UML, 0.5 mg/kg 263 309 340 356 371 371 402
417
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