Exact p-values for pairwise comparison of Friedman rank sums, with application to comparing classifiers

Background The Friedman rank sum test is a widely-used nonparametric method in computational biology. In addition to examining the overall null hypothesis of no significant difference among any of the rank sums, it is typically of interest to conduct pairwise comparison tests. Current approaches to such tests rely on large-sample approximations, due to the numerical complexity of computing the exact distribution. These approximate methods lead to inaccurate estimates in the tail of the distribution, which is most relevant for p-value calculation. Results We propose an efficient, combinatorial exact approach for calculating the probability mass distribution of the rank sum difference statistic for pairwise comparison of Friedman rank sums, and compare exact results with recommended asymptotic approximations. Whereas the chi-squared approximation performs inferiorly to exact computation overall, others, particularly the normal, perform well, except for the extreme tail. Hence exact calculation offers an improvement when small p-values occur following multiple testing correction. Exact inference also enhances the identification of significant differences whenever the observed values are close to the approximate critical value. We illustrate the proposed method in the context of biological machine learning, were Friedman rank sum difference tests are commonly used for the comparison of classifiers over multiple datasets. Conclusions We provide a computationally fast method to determine the exact p-value of the absolute rank sum difference of a pair of Friedman rank sums, making asymptotic tests obsolete. Calculation of exact p-values is easy to implement in statistical software and the implementation in R is provided in one of the Additional files and is also available at http://www.ru.nl/publish/pages/726696/friedmanrsd.zip. Electronic supplementary material The online version of this article (doi:10.1186/s12859-017-1486-2) contains supplementary material, which is available to authorized users.

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PID urn:urn:nbn:nl:ui:22-2066/166111
PID handle:2066/166111
PID https://www.doi.org/10.1186/s12859-017-1486-2
PID pmid:28122501
PID pmc:PMC5267387
URL http://link.springer.com/content/pdf/10.1186/s12859-017-1486-2.pdf
URL https://www.narcis.nl/publication/RecordID/oai%3Arepository.ubn.ru.nl%3A2066%2F166111
URL https://bmcbioinformatics.biomedcentral.com/track/pdf/10.1186/s12859-017-1486-2
URL http://dx.doi.org/10.1186/s12859-017-1486-2
URL https://link.springer.com/article/10.1186/s12859-017-1486-2
URL https://repository.ubn.ru.nl/handle/2066/166111
URL http://europepmc.org/articles/PMC5267387
URL https://dx.doi.org/10.1186/s12859-017-1486-2
URL http://hdl.handle.net/2066/166111
URL https://paperity.org/p/79082796/exact-p-values-for-pairwise-comparison-of-friedman-rank-sums-with-application-to
URL https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5267387/
URL https://dblp.uni-trier.de/db/journals/bmcbi/bmcbi18.html#EisingaHPG17
URL https://europepmc.org/articles/PMC5267387/
URL https://core.ac.uk/display/79168937
URL https://academic.microsoft.com/#/detail/2581151820
URL https://bmcbioinformatics.biomedcentral.com/articles/10.1186/s12859-017-1486-2
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Author Rob Eisinga, 0000-0002-8349-5226
Author Tom Heskes
Author Ben Pelzer
Author Manfred Te Grotenhuis
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Collected From Europe PubMed Central; PubMed Central; Datacite; UnpayWall; NARCIS; Crossref; Microsoft Academic Graph; CORE (RIOXX-UK Aggregator)
Hosted By Europe PubMed Central; SpringerOpen; Radboud Repository; NARCIS; BMC Bioinformatics
Journal BMC Bioinformatics, 18,
Publication Date 2017-01-25
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Country Netherlands
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Language UNKNOWN
Resource Type Other literature type; Article; UNKNOWN
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Source https://science-innovation-policy.openaire.eu/search/publication?articleId=dedup_wf_001::a2329524334d4cf2a6c45659f97b0093
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Last Updated 25 December 2020, 14:17 (CET)
Created 25 December 2020, 14:17 (CET)