topic Signed rank test changed after rescaling in Statistical Procedures

Signed rank test changed after rescaling

janechou — Tue, 31 Oct 2017 17:42:47 GMT

Hi,

I used proc univariate to do signed rank test on a variable delta_1, which is the difference between two groups. I rescaled delta_1 to delta_2 where delta_2=delta_1*a constant and then did signed rank test on delta_2. I was expecting to obtain the same results. However both the signed rank and p value changed. I don't understand what drives the difference.

Thanks!

Re: Signed rank test changed after rescaling

Rick_SAS — Tue, 31 Oct 2017 20:27:54 GMT

The test statistics will be the same only when Mu0=0. For other values of the location parameter, there is no reason to expect that the signed-rank test is invariant to scaling.

If that doesn't solve the problem, post your PROC UNIVARIATE code.

Re: Signed rank test changed after rescaling

ballardw — Tue, 31 Oct 2017 22:57:25 GMT

Yes show the code, both for how you scaled the variable and the univariate code for both tests.