Skip to main content

Part of the book series: Springer Series in Statistics ((SSS))

  • 1014 Accesses

Abstract

In many experiments, responses are influenced by more than one factor. A detailed discussion of factors and their properties can be found in Chap. 1 in Sect. 1.2.1. For simplicity, often two relevant factors are chosen, and their effect on the response is analyzed. In this section, methods for the analysis of such designs are presented. First, in Sect. 5.1, the basic ideas are illustrated using two examples. In Sect. 5.2, nonparametric effects and their relation to the effects in a linear model are explained. Section 5.3 shows some rather general results. Here, hypotheses regarding nonparametric effects are described, as well as statistics for testing them. Some particular computational aspects and software are considered in detail in Sect. 5.5. Confidence intervals and methods for patterned alternatives are briefly considered in Sect. 5.6, along with some explanations on how to use the general software considered in the preceding Sect. 5.5. We also consider procedures using stratified rankings in Sect. 5.7, and we demonstrate problems related to the non-transitivity of the relative effects if stratified ranks are used. Further, some issues regarding the well-known van Elteren test (Van Elteren, Bull Int Stat Inst 37:351–361, 1960), as well as the procedures by Mack and Skillings (J Am Stat Assoc 75:947–951, 1980) and by Boos and Brownie (Biometrics 48:61–72, 1992) are discussed in this section. The special case of a 2 × 2 design is treated separately in Sect. 5.8. Application of the procedures is demonstrated in Sect. 5.5.4 by means of a 5 × 2 design, and in Sect. 5.8 using a 2 × 2 design.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

eBook
USD 16.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Hardcover Book
USD 139.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  • Adichie JN (1978) Rank tests of sub-hypotheses in the general linear regression. Ann Stat 6:1012–1026

    Article  MathSciNet  Google Scholar 

  • Akritas MG (1990) The rank transform method in some two-factor designs. J Am Stat Assoc 85:73–78

    Article  MathSciNet  Google Scholar 

  • Akritas MG (1991) Limitations on the rank transform procedure: a study of repeated measures designs, Part I. J Am Stat Assoc 86:457–460

    Article  Google Scholar 

  • Akritas MG (1993) Limitations of the rank transform procedure: a study of repeated measures designs, Part II. Stat Probab Lett 17:149–156

    Article  Google Scholar 

  • Akritas MG, Arnold SF (1994) Fully nonparametric hypotheses for factorial designs I: multivariate repeated measures designs. J Am Stat Assoc 89:336–343

    Article  MathSciNet  Google Scholar 

  • Akritas MG, Arnold SF, Brunner E (1997) Nonparametric hypotheses and rank statistics for unbalanced factorial designs. J Am Stat Assoc 92:258–265

    Article  MathSciNet  Google Scholar 

  • Arnold SF (1981) The theory of linear models and multivariate analysis. Wiley, New York

    MATH  Google Scholar 

  • Aubuchon JC, Hettmansperger TP (1987) On the use of rank tests and estimates in the linear model. In: Krishnaiah PR, Sen PK (eds) Handbook of statistics, vol 4. North Holland. Amsterdam, pp 259–274

    Google Scholar 

  • Blair RC, Sawilowski SS, Higgens JJ (1987) Limitations of the rank transform statistic in tests for interactions. Commun Stat Ser B 16:1133–1145

    Article  Google Scholar 

  • Boos DD, Brownie C (1992) A rank-based mixed model approach to multisite clinical trials. Biometrics 48:61–72

    Article  Google Scholar 

  • Brunner E, Neumann N (1986) Rank tests in 2×2 designs. Statistica Neerlandica 40:251–272

    Article  MathSciNet  Google Scholar 

  • Brunner E, Puri ML (1996) Nonparametric methods in design and analysis of experiments. In: Ghosh S, Rao CR (eds) Handbook of Statistics, vol 13. Elsevier/North-Holland, New York/Amsterdam, pp 631–703

    MATH  Google Scholar 

  • Brunner E, Puri ML (2001) Nonparametric methods in factorial designs. Stat Pap 42:1–52

    Article  MathSciNet  Google Scholar 

  • Brunner E, Puri ML (2002) A class of rank-score tests in factorial designs. J Stat Plann Inference 103:331–360

    Article  MathSciNet  Google Scholar 

  • Brunner E, Puri ML (2013a) Letter to the Editor. WIREs Comput Stat 5:486–488. https://doi.org/10.1002/wics.1280

    Article  Google Scholar 

  • Brunner E, Puri ML (2013b). Comments on the paper ‘Type I error and test power of different tests for testing interaction effects in factorial experiments’ by M. Mendes and S. Yigit (Statistica Neerlandica, 2013, pp. 1–26). Stat Neerl 67:390–396

    Article  MathSciNet  Google Scholar 

  • Brunner E, Puri ML, Sun S (1995) Nonparametric methods for stratified two-sample designs with application to multiclinic trials. J Am Stat Assoc 90:1004–1014

    Article  MathSciNet  Google Scholar 

  • Brunner E, Dette H, Munk A (1997) Box-type approximations in nonparametric factorial designs. J Am Stat Assoc 92:1494–1502

    Article  MathSciNet  Google Scholar 

  • Brunner E, Konietschke F, Pauly M, Puri ML (2017) Rank-based procedures in factorial designs: hypotheses about nonparametric treatment effects. J R Stat Soc Ser B 79:1463–1485

    Article  MathSciNet  Google Scholar 

  • Conover WJ (2012) The rank transformation – an easy and intuitive way to connect many nonparametric methods to their parametric counterparts for seamless teaching introductory statistics courses. WIREs Comput Stat 4:432–438

    Article  Google Scholar 

  • Conover WJ, Iman RL (1976) On some alternative procedures using ranks for the analysis of experimental designs. Commun Stat Ser A 14:1349–1368

    Article  Google Scholar 

  • Conover WJ, Iman RL (1981a) Rank transformations as a bridge between parametric and nonparametric statistics (with discussion). Am Stat 35:124–129

    MATH  Google Scholar 

  • De Kroon JPM, van der Laan P (1981) Distribution-free test procedures in two-way layouts: a concept of rank interaction. Stat Neerl 35:189–213

    Article  MathSciNet  Google Scholar 

  • Gao X, Alvo M (2005a). A nonparametric test for interaction in two-way layouts. Can J Stat 33:529–543

    Article  MathSciNet  Google Scholar 

  • Gao X, Alvo M (2005b) A unified nonparametric approach for unbalanced factorial designs. J Am Stat Assoc 100:926–941

    Article  MathSciNet  Google Scholar 

  • Gibbons JD, Chakraborti S (2011) Nonparametric statistical inference, 5th edn. Taylor & Francis/CRC Press, Boca Raton

    MATH  Google Scholar 

  • Hettmansperger TP (1984) Statistical inference based on ranks. Wiley, New York

    MATH  Google Scholar 

  • Hettmansperger TP, McKean W (1983) A geometric interpretation of inferences based on ranks in the linear model. J Am Stat Assoc 78:885–893

    Article  MathSciNet  Google Scholar 

  • Hettmansperger TP, McKean W (2011) Robust nonparametric statistical methods, 2nd edn. CRC Press, Chapman & Hall, Boca Raton

    MATH  Google Scholar 

  • Hodges JL Jr, Lehmann EL (1962) Rank methods for combination of independent experiments in analysis of variance. Ann Math Stat 33:482–497

    Article  MathSciNet  Google Scholar 

  • Hollander M, Wolfe DA, Chicken E (2014) Nonparametric statistical methods, 3rd edn. Wiley, New York

    MATH  Google Scholar 

  • Hora SC Conover WJ (1984) The Statistic in the two-way layout with rank-score transformed data. J Am Stat Assoc 79:668–673

    MathSciNet  MATH  Google Scholar 

  • Hora SC, Iman RL (1988) Asymptotic relative efficiencies of the rank-transformation procedure in randomized complete block designs. J Am Stat Assoc 83:462–470

    Article  MathSciNet  Google Scholar 

  • Jaeckel LA (1972) Estimating regression coefficients by minimizing the dispersion of the residuals. Ann Math Stat 43:1449–1458

    Article  MathSciNet  Google Scholar 

  • Kirk R (2013) Experimental design: procedures for the behavioral sciences, 4th edn. Sage, Thousand Oaks. ISBN:978-1-4129-7445-5

    Book  Google Scholar 

  • Koch GG (1969) Some aspects of the statistical analysis of ‘Split-Plot’ experiments in completely randomized layouts. J Am Stat Assoc 64:485–506

    MathSciNet  MATH  Google Scholar 

  • Koch GG, Sen PK (1968) Some aspects of the statistical analysis of the ‘Mixed Model’. Biometrics 24:27–48

    Article  MathSciNet  Google Scholar 

  • Lemmer HH, Stoker DJ (1967) A distribution-free analysis of variance for the two-way classification. S Afr Stat J 1:67–74

    Google Scholar 

  • Mack GA, Skillings JH (1980) A Friedman-type rank test for main effects in a two-factor ANOVA. J Am Stat Assoc 75:947–951

    Article  MathSciNet  Google Scholar 

  • McKean JW, Hettmansperger TP (1976) Tests of hypotheses based on ranks in the general linear model. Commun Stat Ser A 5:693–709

    Article  MathSciNet  Google Scholar 

  • Patel KM, Hoel DG (1973) A nonparametric test for interaction in factorial experiments. J Am Stat Assoc 68:615–620

    Article  MathSciNet  Google Scholar 

  • Pauly M, Brunner E, Konietschke F (2015) Asymptotic permutation tests in general factorial designs. J R Stat Soc Ser B 77:461–473

    Article  MathSciNet  Google Scholar 

  • Peterson I (2002) Tricky dice revisited. Sci News 161. http://www.sciencenews.org/article/tricky-dice-revisited

  • Puri ML, Sen PK (1969) A class of rank order tests for a general linear hypothesis. Ann Math Stat 40:1325–1343

    Article  MathSciNet  Google Scholar 

  • Puri ML, Sen PK (1971) Nonparametric methods in multivariate analysis. Wiley, New York

    MATH  Google Scholar 

  • Puri ML, Sen PK (1973) A note on ADF-test for subhypotheses in multiple linear regression. Ann Stat 1:553–556

    Article  Google Scholar 

  • Puri ML, Sen PK (1985) Nonparametric methods in general linear models. Wiley, New York

    MATH  Google Scholar 

  • Ravishanker N, Dey DK (2002) A first course in linear model theory. Chapman & Hall/CRC Press, Boca Raton

    MATH  Google Scholar 

  • Rencher AC, Schaalje GB (2008) Linear models in statistics, 2nd edn. Wiley, Hoboken

    MATH  Google Scholar 

  • Rinaman WC Jr (1983) On distribution-free rank tests for two-way layouts. J Am Stat Assoc 78:655–659

    Article  MathSciNet  Google Scholar 

  • Searle SR, Gruber MHJ (2017) Linear models, 2nd edn. Wiley, Hoboken

    MATH  Google Scholar 

  • Sen PK (1968) On a class of aligned rank order tests in two-way layouts. Ann Math Stat 39:1115–1124

    Article  MathSciNet  Google Scholar 

  • Sen PK (1971) Asymptotic efficiency of a class of aligned rank order tests for multiresponse experiments in some incomplete block designs. Ann Math Stat 42:1104–1112

    Article  MathSciNet  Google Scholar 

  • Sen PK, Puri ML (1970) Asymptotic theory of likelihood ratio and rank order tests in some multivariate linear models. Ann Math Stat 41:87–100

    Article  MathSciNet  Google Scholar 

  • Sen PK, Puri ML (1977) Asymptotically distribution-free aligned rank order tests for composite hypotheses for general multivariate linear models. Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 39:175–186

    Article  MathSciNet  Google Scholar 

  • Shiraishi T (1989) Asymptotic equivalence of statistical inference based on aligned ranks and on within-block ranks. J Stat Plann Inference 2:153–172

    MathSciNet  MATH  Google Scholar 

  • Thangavelu K, Brunner E (2007). Wilcoxon Mann-Whitney test for stratified samples and Efron’s paradox dice. J Stat Plann Inference 137:720–737

    Article  MathSciNet  Google Scholar 

  • Thompson GL (1990) Asymptotic distribution of rank statistics under dependencies with multivariate applications. J Multivar Anal 33:183–211

    Article  MathSciNet  Google Scholar 

  • Thompson GL (1991a) A unified approach to rank tests for multivariate and repeated measures designs. J Am Stat Assoc 33:410–419

    Article  MathSciNet  Google Scholar 

  • Thompson GL (1991b) A note on the rank transform for interactions. Biomelrika 78:697–701

    Article  MathSciNet  Google Scholar 

  • Van Elteren PH (1960) On the combination of independent two-sample tests of Wilcoxon. Bull Int Stat Inst 37:351–361

    MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

Copyright information

© 2018 Springer Nature Switzerland AG

About this chapter

Check for updates. Verify currency and authenticity via CrossMark

Cite this chapter

Brunner, E., Bathke, A.C., Konietschke, F. (2018). Two-Factor Crossed Designs. In: Rank and Pseudo-Rank Procedures for Independent Observations in Factorial Designs . Springer Series in Statistics. Springer, Cham. https://doi.org/10.1007/978-3-030-02914-2_5

Download citation

Publish with us

Policies and ethics