Kruskal Wallis Test with JMP

What is Kruskal–Wallis One-Way Analysis of Variance?

The Kruskal Wallis one-way analysis of variance is a statistical hypothesis test to compare the medians among more than two groups.

• Null Hypothesis (H₀): η₁ = η₂ = … = η_k
• Alternative Hypothesis (H_a): at least one of the medians is different from others.
  Where:
• n_i is the median of population i
• k is the number of groups of our interest

It is an extension of the Mann–Whitney test. While the Mann–Whitney test allows us to compare the samples of two populations, the Kruskal-Wallis test allows us to compare the samples of more than two populations.
One key difference between this test and the Mann–Whitney test is the robustness of the test when the populations are not identically shaped. If this is the case, there is a different test, called Mood’s median, which is more appropriate.

Kruskal Wallis One-Way Analysis of Variance: Assumptions

• The sample data drawn from the populations of interest are unbiased and representative.
• The data of k populations are continuous or ordinal when the spacing between adjacent values is not constant.
• The k populations are independent of each other.
• The Kruskal–Wallis test is robust for the non-normally distributed population.

How Kruskal Wallis One-Way ANOVA Works

The Kruskal Wallis test works very similarly to the Mann–Whitney Test.
Step 1: Group the k samples from k populations (sample i is from population i) into one single data set and then sort the data in ascending order ranked from 1 to N, where N is the total number of observations across k groups.
Step 2: Add up the ranks for all the observations from sample i and call it r_i, where i can be any integer between 1 and k.

Step 3: Calculate the test statistic
Where:

• k is the number of groups
• n_i is the sample size of sample i
• N is the total number of all the observations across k groups
• r_ij  is the rank (among all the observations) of observation j from group i

Step 4: Make a decision on whether to reject the null hypothesis.

• Null Hypothesis (H₀): η₁ = η₂ = … = η_k
• Alternative Hypothesis (H_a): at least one of the medians is different from others

The test statistic follows a chi-square distribution when the null hypothesis is true. If T is greater than(the critical chi-square statistic), we reject the null and claim there is at least one median statistically different from other medians. If T is smaller than, we fail to reject the null and claim the medians of k groups are equal.

Use JMP to Run a Kruskal–Wallis One-Way ANOVA

Case study: We are interested in comparing customer satisfaction among three types of customers using a nonparametric (i.e., distribution-free) hypothesis test: Kruskal Wallis one-way ANOVA.
Data File: “Kruskal–Wallis.jmp”

• Null Hypothesis (H₀): η₁ = η₂ = … = η_k
• Alternative Hypothesis (H_a): at least one of the customer types has different overall satisfaction levels from the others

Steps to run a Kruskal Wallis One-Way ANOVA in JMP:

1. Click Analyze -> Fit Y by X
2. Select “Overall Satisfaction” as “Y, Response”
3. Select “Customer Type” as “X, Factor”
   
4. Click “OK”
5. Click on the red triangle button next to “One-Way Analysis of Overall Satisfaction by Customer Type”
6. Click Nonparametric -> Wilcoxon Test
   

Model summary: The p-value of the test is lower than the alpha level (0.05), and we reject the null hypothesis and conclude that at least the overall satisfaction median of one customer type is statistically different from the others. The test result is boxed in. The p-value is lower than the alpha value of 0.05; therefore, we must reject the null hypothesis and claim that at least one of the customer types has a different level of satisfaction than the others.