The Kruskal Wallis test can not be recommended
Abstract
Although the Kruskal-Wallis (KW) test is widely used, it should not be recommended: it is not robust to arbitrary alternatives, it is only a global test without confidence intervals for the marginal hypotheses, it is inherently defined for two-sided hypotheses, it is not very suitable for pre/post hoc test combinations and hard to modified for factorial designs or the analysis of covariance. As an alternative a double maximum test is proposed: a maximum over multiple contrasts against the grand mean (approximating global power as a linear test statistics) and a maximum over three rank scores, sensitive for location, scale and shape effects. The joint distribution of this new test is achieved by the multiple marginal models approach. Related R-code is provided.
Keywords
Cite
@article{arxiv.2302.05647,
title = {The Kruskal Wallis test can not be recommended},
author = {Ludwig A. Hothorn},
journal= {arXiv preprint arXiv:2302.05647},
year = {2023}
}
Comments
Short paper, 2 figures