IDAX.MWW_TEST - Mann-Whitney-Wilcoxon test of independence

The MWW_TEST stored procedure calculates the t-Student statistics of a numeric input column the values of which are split into two classes. The goal is to evaluate the significance of the difference of the mean values of the classes.

Syntax

IDAX.MWW_TEST(in parameter_string varchar(32672))

Parameter descriptions

parameter_string
Mandatory one-string parameter that contains pairs of <parameter>=<value> entries that are separated by a comma.
Data type: VARCHAR(32672)
The following list shows the parameter values:
intable
Mandatory.
The name of the input table.
Data type: VARCHAR(256)
incolumn
Mandatory.
The column of the input table.
This column does not have to be numerical but must be ordered in its domain.
Data type: VARCHAR(128)
class
Mandatory.
The column of the input table that splits the data into two classes.
The name of the CLASS column is followed by two class values that are preceded by a colon (:).
Data type: VARCHAR(ANY)
by
Optional.
The column of the input table that splits the data into groups for which the stored procedure is to be done.
Default: none
Data type: VARCHAR(128)
outtable
Optional.
The name of the output table to which the MWW statistics are written.
The output table contains the following columns:
  • N
  • N1
  • N2
  • USTAT0
  • U2STAT0
  • ALPHASUM
  • NORM1
  • USTAT1
  • NORM2
  • U2STAT1
  • MU_U1
  • SIGMA_U
  • ZSTAT
  • PP
  • USTAT
  • U2STAT
  • MU_U
  • NOGROUPS
  • MESSAGE
  • LOWER
If the by parameter is specified, an extra BY column is added to indicate for which group the MWW statistics are calculated.
If the value in the PP column is < 0.05, one of the two classes tends to have larger values than the other. The class that tends to have smaller values is indicated.
Data type: VARCHAR(ANY)

Returned information

A string as VARCHAR(200) that contains the test results or the number of rows in the output table.

The test result can contain following results:

  • USTAT
  • U2STAT
  • MU_U
  • SIGMA_U
  • ZSTAT
  • PP
  • LOWER

Example

CALL IDAX.MWW_TEST('intable=CENSUSINCOME,incolumn=wage_per_hour, class=gender');
CALL IDAX.MWW_TEST('intable=CENSUSINCOME,incolumn=wage_per_hour, class=gender, by=marital_status, outtable=MWW_TEST_RESULT');