P2010 Lecture Notes Chi-square Tests Example problem Suppose that the question of the handedness of psychology majors had arisen. Some persons believed that students who choose to major in psychology are more likely to be left-handed than persons in the general public. Suppose that in the population of persons of college age, 12% are left handed. The interest here is in the population of psychology majors: Is the percentage of left handed people in that population equal to 12% or not? Suppose a sample of 25 psychology majors was selected, and the handedness of each student was determined. To determine handedness, a series of tasks – writing, eating with a fork, throwing a ball overhand, etc – were described to each participant and the hand each participant reported using for the task determined. The hand used the most (with greater weight to writing and eating with a fork) was the “official” hand of each person. The (hypothetical) data were as follows. Person 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 Handedness R R R L R L R R R L R R R L R R L L R R R L R R R Biderman’s P201 Handouts The percentage of left handed people in the sample on the left is 28%, far above the population proportion of 12%. But it could be that large proportion was simply a samplespecific random deviation. So the question is . . . How likely would a sample proportion of 28% be when the population proportion was 12%? If it would be very Unlikely, then we could conclude that in the population of psych majors, the percentage of left handed people is more like 28% than 12%. On the other hand, if the probability of a sample proportion of 28% is fairly common, even when the population percentage is 12%, then we would conclude that psych majors are like the rest of the population. Topic 14: Chi-square Tests - 1 2/8/2016 Tests of hypotheses on population percentages: Introduction & Relationship to Past Work Tests for comparison of means 1) Suppose someone claims that psychology majors are more extraverted than the average of 4 on a 1-7 scale. Appropriate test: One Sample Z test or t-test Is the average of the extraversion scores equal to a specified value? 2) Suppose someone claims that psychology majors are less extraverted than engineering majors. Appropriate test: Independent Sample t-test or Paired Sample t-test Is the average of the extraversion scores in one population equal to the average of the extraversion scores in a second population? Problem Extraversion scores are quantities – they range from 1.0 to 7.0 on the scales we use. One person can have Extraversion = 2.3 (not very extraverted) while another can have extraversion = 5.7 (pretty extraverted) while another can have extraversion = 3.6 (about average) and so forth. What if we're working with a categorical variable - one whose values represent only qualitative, rather than quantitative distinctions between people? Example Opinion - Pro, Neutral, Con Performance – Success vs. failure Movie preference – Action, Comedy, or Slice-of-life Political Preference – Democrat vs. Independent vs. Republican Religious preference – Catholic, Protestant, Jewish For such variables, it makes no sense to ask - Is the average amount of the characteristic equal to some specific value. E.g., "Is the average amount of success equal to S.34?" or "Is the average Religion equal to Catholic and one half?" A new question For these variables, our interest will probably be in the percentage of persons at each value of the variable - e.g., “Is the percentage of left handed psych majors equal to 12% or not?”, "Are the percentages of movie preferences for action, comedy, and slice-of-life equal or not?” or "Are the percentages of persons in Chattanooga who are Catholic, Protestant, and Jewish equal or not?" Biderman’s P201 Handouts Topic 14: Chi-square Tests - 2 2/8/2016 A new statistics: The Chi-square Statistic For such questions - those involving numbers of persons - a test statistic different from the t statistic or Z statistic must be employed. The statistic is called the Chi-square. There are two types of chi-square problems: One population problems and Twopopulation problems. One way chi-square problems first - one population Categorical variable analog of the One-sample t-test The first type of problem concerns the number of persons in each category of a variable in one population. Here we're comparing percentages across the categories of a variable within a single population. For example, consider the handedness of psychology majors – Left vs. Right. "Is the percentage of psych majors who are left handed equal to 12% ?" For this problem we would compute the percentage or left-handed psych majors and test the hypothesis that the percentages were 12% Other types of problems Is a coin fair: Does the Percentage of Heads and Percentage of Tails equal 50%? Is a forest infected: Does the % of dying trees = 2.2%, the typical % in all forests? Car Safety: Does the % of Cars with defects in air bags equal .00000002%, the % that would be expected due to normal manufacturing defects? Fairness of a die: Does % of 1s = % of 2s = % of 3s = % of 4s = % of 5s = % of 6s = 16.67%? Each problem involves comparison of % in a category or categories of an outcome with population percentages. Biderman’s P201 Handouts Topic 14: Chi-square Tests - 3 2/8/2016 One Way Chi-square Test: Overview The situation Each of the persons in a single population has been placed in one of the categories of a variable. We wish to test a hypothesis about the numbers or percentages of persons in the population in each of the categories of the variable. General procedure We'll take a sample from the population. Using the null hypothesis, we'll compute the number of persons in the sample which would be expected in each category of the variable. We'll compare these expected frequencies (symbolized with E) with the actual observed frequencies (symbolized with O) in the categories. If the observed and expected frequencies are "close", we'll retain the null hypothesis. But if the observed and expected frequencies are "far" from each other, we'll reject the null. Test Statistic: One way chi-square statistic (O – E)2 X2 = All categories The official “chi” symbol from Word: χ (O1-E1)2 (O2-E2)2 (Ok-Ek)2 -------- = ----- + ----- + . . . ----E E1 E2 Ek where . . . Summation is over all the categories of the variable. O represents the observed frequency in a category. E represents the expected frequency in a category. If the null hypothesis is true, the chi-square statistic has a Chi-square ( χ2) distribution with degrees of freedom equal to the Number of categories - 1. That is, df = No. of categories - 1. If the null is true, values of X2 should be close to the df value. But if the null is false, values of X2 should be much larger than df. Negative X2 values are impossible. Biderman’s P201 Handouts Topic 14: Chi-square Tests - 4 2/8/2016 One way chi-square: Worked out example problem Problem We’ll complete the problem used to introduce this section. The question is: Is the percentage of left handed psychology majors equal to 12%. The data are on the first page of this lecture handout. Statement of Hypotheses H0: In the population of psych majors, the percentage of those who are left handed is 12%. H1: In the population of psych majors, the percentage of those who are left handed is not 12%. Test Statistic: One way chi-square Most likely value of test statistic when Null is true If the null is true, the most likely value of X2 is df. That's because if the null is true, the Os will be close to the expected frequencies, either slightly larger or slightly smaller than the Es. Squaring the difference and dividing by the E yields a quantity which won't be 0, but will be slightly positive. Summing these small positive values yields a value close to degrees of freedom. Values likely when null is false. Extremely large positive values of the test statistic would be expected if the null were false. (Negative values will never occur.) Significance Level. As usual, we'll set alpha = .05 (5%) This means we'll reject the null if the probability of a chisquare as large as the obtained value if the null were true is less than or equal to .05. The results are as follows: Conclusion Category O Left handed: 7 E Right handed: 18 O-E (O-E)2 (O-E)2/E Left 7 12% of 25 = 3.00 4.00 16.00 16.00/ 3.00 = Right 18 88% of 25 = 22.00 -4.00 16.00 16.00/22.00 = 5.33 0.73 ----2 X = 6.06 Carry E to 2 decimal places. Conclusion: If the null were true the probability of obtaining a chi-square as extreme as 6.06 is quite small – approximately .014. (I used my tables of p-values to get this.) So 6.06 is a value which we would NOT expect to obtain if the null were true. So we'll reject the null. It appears that the percentage of left handed psychology majors is not 12% but somewhere closer to 28%. Biderman’s P201 Handouts Topic 14: Chi-square Tests - 5 2/8/2016 Completing the Corty Hypothesis Testing Answer Sheet . . . Give the name and the formula of the test statistic that will be employed to test the null hypothesis. One-Way Chi-square Test Check the assumptions of the test There are no distribution assumptions. Data must be categorical. Population Proportion of Ls = .12; Proportion of Rs = .88. Null Hypothesis:________________________________________________________________ Alternative Population Proportions are not equal to .12 / .88. Hypothesis:______________________________________________________________ What significance level will you use to separate "likely" value from "unlikely" values of the test statistic? Significance Level = _________________.05_______________________________________ What is the value of the test statistic computed from your data and the p-value? Chi-square = 6.06 p-value < .05 from Table of p-values What is your conclusion? Do you reject or not reject the null hypothesis? Reject the null. p-value is less than .050. What are the upper and lower limits of a 95% confidence interval appropriate for the problem? Present them in a sentence, with standard interpretive language. Confidence intervals are not required for chi-square problems State the implications of your conclusion for the problem you were asked to solve. That is, relate your statistical conclusion to the problem. Data suggest that the proportion of Left-handed persons in the population of Psych majors is greater than .12. Biderman’s P201 Handouts Topic 14: Chi-square Tests - 6 2/8/2016 Example problem 2: Preferences for product color. A manufacturer of an energy drink is trying to decide which color should be predominant on its drink labels. A number of cans of the drink are prepared with some predominantly red, some predominantly green, and some predominantly blue. The cans are arranged on a Walmart End-cap so that the colors are randomly distributed. A person is hired to maintain a random distribution throughout the day. A total of 250 cans is purchased. If color does not make a difference, then we would expect onethird of the purchased cans to be red, one-third to be green, and one-third to be blue. On the other hand, if color was important, we would expect most of the cans to be of the preferred color. The number of red cans purchased was 110. The number of green, 75, and the number of blue, 65. This is a One-way Chi-square test. The null hypothesis is that in the population of purchasers, the preference for red, green, and blue is 1/3. So out of 250 cans, we would expect 83.33 to be red, 83.33 to be green, and 83.33 to be blue. (Just as the arithmetic average of a bunch of whole numbers can be a decimal, the expected frequencies in chi-square problems can be fractional.) Working out the problem . . . Category O __E__ Red Green Blue 83.33 83.33 83.33 110 75 65 O-E (O-E)2 _______(O-E)2/E________ 26.67 -8.33 -18.33 711.29 69.39 335.99 711.29 / 83.33 = 69.39 / 83.33 = 335.99 / 83.33 = Chi-square = 8.54 + 0.83 + 4.03 = 13.40 From the Table of p-values with df = 2, p is less than .006 Biderman’s P201 Handouts Topic 14: Chi-square Tests - 7 2/8/2016 8.54 0.83 4.03 Completing the Corty Hypothesis Testing Answer Sheet for color preferences problem . . . Give the name and the formula of the test statistic that will be employed to test the null hypothesis. One-Way Chi-square Test Check the assumptions of the test There are no distribution assumptions. Data must be categorical. Population Preferences for Red, Green, and Blue are 1/3 each. Null Hypothesis:________________________________________________________________ Alternative Population Preferences are NOT equal to 1/3 each.. Hypothesis:______________________________________________________________ What significance level will you use to separate "likely" value from "unlikely" values of the test statistic? Significance Level = _________________.05_______________________________________ What is the value of the test statistic computed from your data and the p-value? Chi-square = 13.40 p-value < .05 from Table of p-values What is your conclusion? Do you reject or not reject the null hypothesis? Reject the null. p-value is less than .050. What are the upper and lower limits of a 95% confidence interval appropriate for the problem? Present them in a sentence, with standard interpretive language. Confidence intervals are not required for chi-square problems State the implications of your conclusion for the problem you were asked to solve. That is, relate your statistical conclusion to the problem. Data suggest that the shoppers preferred the Red coloring for cans of this energy drink. Biderman’s P201 Handouts Topic 14: Chi-square Tests - 8 2/8/2016 Two way chi-square problems - two or more populations Start here on Tuesday Categorical equivalent of the Independent Samples t-test. A second type of question that must be answered when dealing with categorical variables concerns a comparison of the number of persons in each category of one variable between populations identified by categories of a second variable? For example, "Are the percentages of persons who left handed and right handed in the population of Psychology Majors equal to the corresponding percentages of left handed and right handed persons in the population of Engineering Majors?" Here, the percentage of persons in each category of the Handedness variable are being compared between two populations identified by categories of the Major variable. Population of Psychology Majors Population of Engineering Majors Percentage of left handed Psych Majors vs. Percentage of left handed Eng. Majors Example problems Effects of a treatment for forest infestation Population of Trees Not Treated Population of Trees Treated with spray % of Trees dying vs % of trees dying Effects of two drugs on patient mortality Population who could be given Drug A % of patients dying Biderman’s P201 Handouts Population who could be given Drug B vs % of patients dying Topic 14: Chi-square Tests - 9 2/8/2016 Two Way Chi-square: Overview The Situation We have categorized persons with respect to some variable – that is we have a categorical dependent variable. Suppose that variable is attitude toward abortion – categorized as "For", "Neutral", or "Against." We are interested in comparing the percentages of persons so categorized between two or more populations. Suppose we’re comparing Males vs Females. Now suppose we wonder whether Males attitudes and female attitudes are the same. That is we wish to test the null hypothesis that percentages of Males "For", "Neutral", and "Against" are equal to the percentages of Females "For", "Neutral", and "Against." Population of Males % of Males “For” % of Males “Neutral” % of Males “Against” Population of Females % of Females “For” % of Females “Neutral” % of Females “Against” vs vs vs Note the analogy to the independent groups t-test. However, here we are comparing percentages of persons in the categories of a variable rather than comparing mean amounts of a variable. For such problems, it’s common to conceptualize the situation in terms of a two way table of frequencies. The rows of the table represent the variable with respect to which the persons have been categorized. The columns represent the populations being compared. Populations being compared MALES FEMALES For: Category of Dependent Variable Neutral: Against: Biderman’s P201 Handouts Topic 14: Chi-square Tests - 10 2/8/2016 General Procedure 1. Take a sample from each population. 2. Arrange the observations in a two way table with Observed counts in each cell of the table. 3. Generate expected frequencies under the assumption that the null hypothesis of equality of percentages is true. (See below for how to compute expected frequencies for this problem.) 4. Compare Observed with Expected frequencies. If the Observed and Expected frequencies are "close" to each other, then retain the null hypothesis of equality of percentages across populations. But if the Observed and Expected frequencies are "far" from each other, reject the null hypothesis of equality of percentages across populations. Test Statistic The two way chi-square statistic. (O - E)2 X2 = -------- All cells E Expected frequencies are computed using the following rule: (The cell's row total) * (The cell's column total) Expected frequency for a cell = ----------------------------------------------------------The total number of observations in the table. Degrees of freedom = (No. of rows in table - 1) * (No. of columns in table - 1) If the null is true, the expected value of the chi-square statistic is the degrees of freedom value. We would not expect values larger than df if the null were true. Biderman’s P201 Handouts Topic 14: Chi-square Tests - 11 2/8/2016 Two-way Chi-square: Worked out example Suppose a sample of males and a sample of females were asked to categorize their attitudes toward abortion. The hypothetical data are presented in the following table. Two Way Table of Hypothetical Frequencies For MALES 5 FEMALES 15 TOTAL 20 Neutral 24 8 32 Against 8 20 28 TOTAL 37 43 80 Statement of Hypotheses: H0: The corresponding percentages in the two populations are equal. H1: The corresponding percentages in the two populations are not equal. Test Statistic: Two way chi-square statistic. Most likely value of test statistic when Null is true If the null is true, the most likely value of X2 is df. That's because if the null is true, the observed frequencies will be close to the expected frequencies, either slightly larger or slightly smaller than the expected's. Squaring the difference and dividing by the expected frequency yields a quantity which won't be 0, but will be slightly positive - about as big as the degrees of freedom value. df = (No. of rows in table - 1) * (No. of columns in table - 1) = (3 - 1) * (2 - 1) = 2 Values likely if the null is false. Extremely large positive values of the test statistic would be likely if the null were false and. Negative values will never occur. Significance Level. As usual, we'll set alpha = .05 (5%) This means we'll reject the null if the probability of a chisquare as large as the obtained value if the null were true is less than or equal to .05. Biderman’s P201 Handouts Topic 14: Chi-square Tests - 12 2/8/2016 Conclusion: The expected frequencies MALES O= 5 FOR O= 20*37 ------- = 9.25 80 24 E= ------- E= ------- O= 8 O= 20 E= ------- E= ------- E= Neutral Against TOTAL FEMALES O= 15 37 E= O= 20*43 ------- = 10.75 80 8 43 TOTAL 20 32 28 80 THE CHI-SQUARE STATISTIC IS THEN COMPUTED AS FOLLOWS FOR Neutral Against TOTAL MALES (5 - 9.25)2 ---------9.25 (24 - 14.80)2 ---------14.8 (8 - 12.95)2 ---------12.95 37 FEMALES (15 -10.75)2 ---------10.75 (8 - 17.20)2 ---------17.2 (20 - 15.05)2 ---------15.05 43 TOTAL 20 32 28 80 DF = (NO. OF ROWS - 1) * (NO. OF COLUMNS - 1) FOR OUR EXAMPLE, DF = (3 - 1) * (2 - 1) = 2 * 1 = 2. THE VALUE OF THE TEST STATISTIC IS X2 = 1.95+1.68+5.72+4.92+1.89+1.63 = 17.79 If the null were true, the probability of obtaining a chi-square as extreme as 17.79 would be nearly 0. So we'll reject the null hypothesis. There are differences between the percentages of males and females having pro, neutral, and con attitudes. Biderman’s P201 Handouts Topic 14: Chi-square Tests - 13 2/8/2016 P values for the chi-square test Tabled entries are the probabilities of a chi-square as large as the column header if the null were true. chi-square df 1 2 3 4 5 6 7 8 9 10 1.000 0.317 0.606 0.801 0.909 0.962 0.985 0.994 0.998 0.999 0.999 2.000 0.157 0.368 0.572 0.735 0.849 0.919 0.959 0.980 0.991 0.996 3.000 0.083 0.223 0.392 0.558 0.699 0.808 0.884 0.934 0.964 0.981 Biderman’s P201 Handouts 4.000 0.045 0.135 0.262 0.406 0.549 0.676 0.779 0.856 0.911 0.946 5.000 0.025 0.082 0.172 0.288 0.416 0.544 0.659 0.757 0.833 0.890 6.000 0.014 0.050 0.112 0.200 0.307 0.423 0.540 0.647 0.739 0.814 7.000 0.008 0.030 0.072 0.136 0.221 0.321 0.429 0.537 0.637 0.725 Topic 14: Chi-square Tests - 14 2/8/2016 8.000 0.004 0.018 0.046 0.092 0.157 0.239 0.333 0.434 0.534 0.628 9.000 0.002 0.011 0.029 0.061 0.110 0.174 0.253 0.343 0.438 0.532 10.00 0.001 0.006 0.018 0.041 0.076 0.125 0.189 0.266 0.351 0.441 Characterizing the difference Express each O as the percentage within its column. Males For ` Females 5 13.5% 15 34.9% 20 Neutral 24 64.9% 8 18.6% 32 Against 8 21.6% 20 46.5% 28 43 80 TOTAL 37 Female opinions are stronger than male opinions. Biderman’s P201 Handouts Topic 14: Chi-square Tests - 15 2/8/2016 Completing the Corty Hypothesis Testing Answer Sheet . . . Give the name and the formula of the test statistic that will be employed to test the null hypothesis. Two-way Chi-square test Check the assumptions of the test Data are categorical. Null Hypothesis:________________________________________________________________ Corresponding percentages are all equal across populations. Alternative Corresponding percentages are not all equal across populations. Hypothesis:______________________________________________________________ What significance level will you use to separate "likely" value from "unlikely" values of the test statistic? Significance Level = _________________.05_______________________________________ What is the value of the test statistic computed from your data and the p-value? X2 = 17.79 p-value L less than .006, so less than .050. What is your conclusion? Do you reject or not reject the null hypothesis? Reject the null. p-value is less than .050. What are the upper and lower limits of a 95% confidence interval appropriate for the problem? Present them in a sentence, with standard interpretive language. Confidence intervals are not required for chi-square problems State the implications of your conclusion for the problem you were asked to solve. That is, relate your statistical conclusion to the problem. The corresponding percentages are NOT equal across sexes. Female attitudes are more extreme. Biderman’s P201 Handouts Topic 14: Chi-square Tests - 16 2/8/2016 Chi-square Example problems. 1. (From Abelson, p. 48) In a study on the effects of saccharin on incidence of bladder cancer, scientists at the Food and Drug Administration conducted research in which 23 Experimental rats were fed a diet which consisted of 7.5% saccharin while 25 Control rats were given an equivalent diet containing no saccharin. After two years, 7 of the 23 Experimental rats but only 1 of the Control rats had contracted bladder cancer. Test the null hypothesis of equal %’s of rats with bladder cancer in the two populations. (Then think about the practical implications of this study, especially in view of the fact you would have to consume 800 cans of diet drink daily for your diet to contain 7.5% saccharin.) Expected Frequencies Saccharin No Saccharin Sach No Sac BC 7 1 8 3.83 4.17 No BC 16 24 40 19.17 20.83 23 25 48 2. A study investigating the effect of daily doses of aspirin on the incidence of heart attack was conducted. About half of a large sample of (male) doctors was given a small dose of aspirin daily over a period of months. The other half was given a placebo. The results are as follows: Observed Frequencies Heart Attack No Heart Attach Aspirin 104 10,933 11,037 Placebo 189 10,845 11,034 Marginal Totals 293 21,778 22,071 Expected Frequencies Heart Attack No Heart Attach Aspirin 146.5 10,890.5 11,037 Placebo 146.5 10,887.5 11,034 293 21,778 22,071 Chi-square computations X2 = (104-146.5)2/146.5 + (189-146.5)2/146.5 + (10,933-10,890.5)2/10,890.5 + (10,845-10,887.5)2/10,887.5 X2 = 12.33 + 12.33 + 0.17 + 0.17 = 25.00 With df = 1, p is < < .001. Heart attack rates within the two groups. Column proportions Aspirin Heart Attack .0094 No Heart Attach .9906 Placebo .0171 .9829 The probability of a heart attack within the Placebo group was about twice that of the Aspirin group. 3. A city council is considering offering benefits to same-sex partners. A council member decides that if there is a statistically significant preference in her district “For” same-sex benefits, she’ll vote for it. A survey of 150 persons from her district is taken. 92 are “For”; 58 are “Against”. What should she do? Biderman’s P201 Handouts Topic 14: Chi-square Tests - 17 2/8/2016