Re: Mann Whitney test.

[Jason Stover]

On Wed, Sep 24, 2008 at 01:37:49PM +0800, John Darrington wrote:
> Jason and I were discussing the Mann-Whitney test on IRC last week,
> which inspired me to look up the literature on it.
> 
> One interesting paper I found is Bergmann, Ludbrook and Spooren,
> "Different Outcomes of the Wilcoxon-Mann-Whitney Test from Different
> Statistics Packages", The American Statistician 54(1), 2000, pp 72-77
> 
> From their conclusion:
>  "... statistics packages provide very inadequate documentation in
>  their manuals... As a consequence, the results can be dangerously
>  misleading. 
>  Investigators cannot rely on the popular, general purpose,
>  microcomputer statistics programs ... to provide an accurate outcome
>  of the WMW test."
> 
> Earlier in the paper, they say the following about spss:
> 
>  "The second `exact' p value presumably results from Dineen and
>  Blakeksley (1973) algorithm, even though this is invalid when there
>  are ties."
> 
> 
> We ought to think very carefully therefore when implementing this in
> PSPP, and I rather agree with the authors that most stats programs'
> documentation is non-existent.

Then I think we should pick a "good" algorithm from the literature and
implement that. Then mention it in the manual, as well as the reason
for the discrepancy with the other software.

-Jason