parametric test
Parametric statistics is a branch of statistics which assumes that sample data comes from a population that follows a probability distribution based on a fixed set of parameters.Most well-known elementary statistical methods are parametric
or
we can say that a parametric test is one that make assumptions about the parameters of the population distribution from which ones data is drawn
or
parametric test is a test in which we check if the simple is come from the certain population parameters which are drawn from population.
its focus on fixed population.
Non parametric test
non parametric test differs from parametric test it is mostly use when the assumption of parametric test does not fulfill and our data is not normal.
now what is meant by normal data the assumptions are given below(if the following assumptions does not fulfill then we use non parametric test)
- sample size
for parametric test the sample size should be large <50 we use z test
but if the sample size is >50 we can also use parametric test t test.
2. normal distribution
if our data is normally distributed then we use parametric test . this can be check by descriptive statistics. frequency distribution and from skewness and kurtises
·
Skewness and Kurtosis: To test the assumption of normal distribution, Skewness
should be within the range ±2. Kurtosis values should be within range of
±7
·
Shapiro-Wilk’s W test: Most of the researchers use this test to test the
assumption of normality. Wilk’s test should not be significant to meet
the assumption of normality.
·
Kolmogorov-Smirnov test: In the case of a large sample, most researchers use K-S
test to test the assumption of normality. This test should not be
significant to meet the assumption of normality.
Graphical method for test of
normality:
·
Q-Q plot: Most researchers use Q-Q plots to test the assumption of
normality. In this method, observed value and expected value are plotted
on a graph. If the plotted value varies more from a straight line, then
the data is not normally distributed. Otherwise data will be normally
distributed.
Assumptions of homogeneity of
variance:
·
Levene’s test: To test the assumption of homogeneity of variance,
Levene’s test is used. Levene’s test is used to asses if the groups have
equal variances. This test should not be significant to meet the
assumption of equality of variances
Homogeneity of
variance-covariance matrices assumption:
·
Box’s M test: This test is used to test the multivariate homogeneity of
variance-covariance matrices assumption. An insignificant value of Box’s
M test shows that those groups do not differ from each other and would meet the
assumption
Randomness: Most of the statistics assume that the sample observations
are random. Run Test is used to test the assumption of randomness.
Multicollinearity: Multicollinearity means that the variables of interest are
highly correlated, and high correlations should not be present among variables
of interest. To test the assumption of multicollinearity, VIF and
Condition indices can be used, especially in regression analyses. A value
of VIF >10 indicates multicollinearity is present and the assumption is
violated.
Comments
Post a Comment