Comparing more than two groups

Rationale: We wish to compare means among more than two groups but either the underlying distribution is far from being normal distribution or we have ordinal data. A non-parametric alternative to the one-way ANOVA, Krushkal-Wallis Test, is used for this situation.

Example: We would like to compare the efficacy of three treatments to reduce levels of stress. Twenty one (21) patients known as stressed have been randomly assigned to one of the three therapies. Their levels of stress have been measured after two months of with treatment.

 

As we have already flagged, we use the Kruskal-Wallis test for this. It is the equivalent to a one-way analysis of variance, and in Stata, is called just like the Mann-Whitney test. Most statistical packages also allow you to undertake post-hoc testing if the Kruskal-Wallis test is statistically significant. In Stata, this requires the Dunn Test procedure be installed (st0381: Nonparametric pairwise multiple comparisons using Dunn's test). Adjustment for multiple comparisons is made if specified using different approaches such Bonferroni, Hochberg and Holm specifications.

kwallis Stress, by(groupvar)

Dunn's multiple-comparison test with adjustment using Bonferroni or Benjamimi-Hochberg corrections:

1. Bonferroni correction: dunntest Stress, by(groupvar) ma(bonferroni) nokwallis

2. Benjamin-Hochberg corrections: dunntest Stress, by(groupvar) ma(bh) nokwallis

Here, nokwallis is added to suppress the Kruskal-Wallis Chi-square test output.