数量经济学课件-非参数统计法.pptVIP

优、缺点 Advantages of Nonparametric Testing No need to assume normality Avoids problems of transformation (e.g., interpretation) Can be used with ordinal data Because ranks can be found Can be much more efficient than parametric methods when distributions are not normal Disadvantage of Nonparametric Testing Less statistically efficient than parametric methods when distributions are normal Often, this loss of efficiency is slight 中位数的检验( Median) Without assuming a normal distribution Note: The number of sample data values below a continuous population’s median follows a binomial distribution where p = 0.5 and n is the sample size The Sign Test（符号检验） 1.Find the modified sample size m, the number of data values different from the reference value q0 2.Find the limits in the table for this modified sample size 3.Count how many data values fall below the reference value 4.Significant if the count (step 3) is outside the limits (step 2) Example: Family Income Comparing Local to National Family Income Survey median is $70,547, based on n = 25 families National median is $27,735 This is the reference value q0 Performing the sign test Modified sample size is m = 25, since all sampled families have incomes different from the reference value Limits from the table are 8 and 17 (for testing at the 5% level with m = 25) There are 6 families with income below the reference value Since 6 falls outside the limits (from 8 to 17), Median family income in the community is significantly higher than the national median 配对设计资料的检验 Sign Test for the Differences（符号检验） Two columns of data Reduce to a single column representing the differences (changes) between the two columns A similar approach to the two-sample paired t test, Chapter 10 Perform the sign test on these differences 1.Find the modified sample size m, the number of data values that change between columns 1 and 2 2.Find the limits in the table for this modified sample size 3.Count how many data values went down 4.Significant if t