GLM on ranks? [Nonparametrics]

posted by Helmut Homepage – Vienna, Austria, 2014-09-24 22:00 (3494 d 11:32 ago) – Posting: # 13571
Views: 4,439

Dear Croosov,

❝ While I was reading the literature you recommended I wondered if it isn't possible to use a generalized linear model? If not why? :confused:


Before we apply any statistical method (not only a test, but already reporting the location and dispersion of a sample) we must understand the data-generating process and the original / resulting / observed distribution.
Dependent on the data structure particular transformations, tests, etc. are possible – and others are not. Simple example: You had 12 males and 10 females in a study. Would you code them with 1/2 and report “sex = 1.455”? It does not make sense (and statistically speaking it is not even allowed) to calculate the arithmetic mean of categorial data.

Although the distribution of the tmax in the population likely is continuous (actually a “ratio scale” with a true zero-point) what we get in a study is coming from a discrete distribution (due to our sampling schedule). Therefore, we can only apply statistics suitable for an ordinal scale (location: median, dispersion: percentiles, tests: Wilcoxon and its “relatives”). The late Carl Metzler once suggested to run a GLM not on the raw data but on their ranks, but I have never seen an example in the wild.

❝ I am still not so familiar with statistics so please apologize this question (if it is not an "intelligent" one)...


There are no unintelligent questions. Maybe some answers are. :smoke:

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