Exact Power of the Rank-Sum Test for a Continuous Variable
Abstract
Accurate power calculations are essential in small studies containing expensive experimental units or high-stakes exposures. Herein, exact power of the Wilcoxon Mann-Whitney rank-sum test of a continuous variable is formulated using a Monte Carlo approach and defining P(X < Y) = p as a measure of effect size, where X and Y denote random observations from two distributions hypothesized to be equal under the null. Effect size p fosters productive communications because researchers understand p = 0.5 is analogous to a fair coin toss, and p near 0 or 1 represents a large effect. This approach is feasible even without background data. Simulations were conducted comparing the exact power approach to existing approaches by Rosner & Glynn (2009), Shieh et al. (2006), Noether (1987), and O'Brien-Castelloe (2006). Approximations by Noether and O'Brien-Castelloe are shown to be inaccurate for small sample sizes. The Rosner & Glynn and Shieh et al. approaches performed well in many small sample scenarios, though both are restricted to location-shift alternatives and neither approach is theoretically justified for small samples. The exact method is recommended and available in the R package wmwpow. KEYWORDS: Mann-Whitney test, Monte Carlo simulation, non-parametric, power analysis, Wilcoxon rank-sum test
Cite
@article{arxiv.1901.04597,
title = {Exact Power of the Rank-Sum Test for a Continuous Variable},
author = {Katie R. Mollan and Ilana M. Trumble and Sarah A. Reifeis and Orlando Ferrer and Camden P. Bay and Pedro L. Baldoni and Michael G. Hudgens},
journal= {arXiv preprint arXiv:1901.04597},
year = {2019}
}