# Kruskal-Wallis test - overview

This page offers structured overviews of one or more selected methods. Add additional methods for comparisons by clicking on the dropdown button in the right-hand column. To practice with a specific method click the button at the bottom row of the table

Kruskal-Wallis test
Binomial test for a single proportion
Independent/grouping variableIndependent variable
One categorical with $I$ independent groups ($I \geqslant 2$)None
Dependent variableDependent variable
One of ordinal levelOne categorical with 2 independent groups
Null hypothesisNull hypothesis
If the dependent variable is measured on a continuous scale and the shape of the distribution of the dependent variable is the same in all $I$ populations:
• H0: the population medians for the $I$ groups are equal
Else:
Formulation 1:
• H0: the population scores in any of the $I$ groups are not systematically higher or lower than the population scores in any of the other groups
Formulation 2:
• H0: P(an observation from population $g$ exceeds an observation from population $h$) = P(an observation from population $h$ exceeds an observation from population $g$), for each pair of groups.
Several different formulations of the null hypothesis can be found in the literature, and we do not agree with all of them. Make sure you (also) learn the one that is given in your text book or by your teacher.
H0: $\pi = \pi_0$

Here $\pi$ is the population proportion of 'successes', and $\pi_0$ is the population proportion of successes according to the null hypothesis.
Alternative hypothesisAlternative hypothesis
If the dependent variable is measured on a continuous scale and the shape of the distribution of the dependent variable is the same in all $I$ populations:
• H1: not all of the population medians for the $I$ groups are equal
Else:
Formulation 1:
• H1: the poplation scores in some groups are systematically higher or lower than the population scores in other groups
Formulation 2:
• H1: for at least one pair of groups:
P(an observation from population $g$ exceeds an observation from population $h$) $\neq$ P(an observation from population $h$ exceeds an observation from population $g$)
H1 two sided: $\pi \neq \pi_0$
H1 right sided: $\pi > \pi_0$
H1 left sided: $\pi < \pi_0$
AssumptionsAssumptions
• Group 1 sample is a simple random sample (SRS) from population 1, group 2 sample is an independent SRS from population 2, $\ldots$, group $I$ sample is an independent SRS from population $I$. That is, within and between groups, observations are independent of one another
• Sample is a simple random sample from the population. That is, observations are independent of one another
Test statisticTest statistic

$H = \dfrac{12}{N (N + 1)} \sum \dfrac{R^2_i}{n_i} - 3(N + 1)$

Here $N$ is the total sample size, $R_i$ is the sum of ranks in group $i$, and $n_i$ is the sample size of group $i$. Remember that multiplication precedes addition, so first compute $\frac{12}{N (N + 1)} \times \sum \frac{R^2_i}{n_i}$ and then subtract $3(N + 1)$.

Note: if ties are present in the data, the formula for $H$ is more complicated.
$X$ = number of successes in the sample
Sampling distribution of $H$ if H0 were trueSampling distribution of $X$ if H0 were true

For large samples, approximately the chi-squared distribution with $I - 1$ degrees of freedom.

For small samples, the exact distribution of $H$ should be used.

Binomial($n$, $P$) distribution.

Here $n = N$ (total sample size), and $P = \pi_0$ (population proportion according to the null hypothesis).
Significant?Significant?
For large samples, the table with critical $X^2$ values can be used. If we denote $X^2 = H$:
• Check if $X^2$ observed in sample is equal to or larger than critical value $X^{2*}$ or
• Find $p$ value corresponding to observed $X^2$ and check if it is equal to or smaller than $\alpha$
Two sided:
• Check if $X$ observed in sample is in the rejection region or
• Find two sided $p$ value corresponding to observed $X$ and check if it is equal to or smaller than $\alpha$
Right sided:
• Check if $X$ observed in sample is in the rejection region or
• Find right sided $p$ value corresponding to observed $X$ and check if it is equal to or smaller than $\alpha$
Left sided:
• Check if $X$ observed in sample is in the rejection region or
• Find left sided $p$ value corresponding to observed $X$ and check if it is equal to or smaller than $\alpha$
Example contextExample context
Do people from different religions tend to score differently on social economic status? Is the proportion of smokers amongst office workers different from $\pi_0 = 0.2$?
SPSSSPSS
Analyze > Nonparametric Tests > Legacy Dialogs > K Independent Samples...
• Put your dependent variable in the box below Test Variable List and your independent (grouping) variable in the box below Grouping Variable
• Click on the Define Range... button. If you can't click on it, first click on the grouping variable so its background turns yellow
• Fill in the smallest value you have used to indicate your groups in the box next to Minimum, and the largest value you have used to indicate your groups in the box next to Maximum
• Continue and click OK
Analyze > Nonparametric Tests > Legacy Dialogs > Binomial...
• Put your dichotomous variable in the box below Test Variable List
• Fill in the value for $\pi_0$ in the box next to Test Proportion
JamoviJamovi
ANOVA > One Way ANOVA - Kruskal-Wallis
• Put your dependent variable in the box below Dependent Variables and your independent (grouping) variable in the box below Grouping Variable
Frequencies > 2 Outcomes - Binomial test
• Put your dichotomous variable in the white box at the right
• Fill in the value for $\pi_0$ in the box next to Test value
• Under Hypothesis, select your alternative hypothesis
Practice questionsPractice questions