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CPS1442 Uzuke C.A. et al.
                      A test statistic for the null hypothesis of equation (i) based on W may be
                  developed by complete enumeration following the specifications in Equations
                  2 – 6. This approach is however tedious. A rather less cumbersome approach
                  based on the chi-square test for independence is adopted here.
                                            −
                                +
                      Now  let  t ,  t ,  and  t  be  respectively  the  number  of  1’s,  0’s  and  -1’s
                                   0
                                   j
                                j
                                            j
                  obtained in the frequency distribution of the r values of these numbers in U ij
                  of Equation 2; that is, the number of times observations  x in the jth level of
                                                                           ij
                  factor B are greater than , equal to or less than the common median M for i =
                  1, 2, …, r; j = 1, 2, …, c
                              0
                                      −
                          +
                      Let t  , t  and t  be respectively the total number of 1’s, 0’s and -1’s in
                  all the c levels of factor B. that is
                        c          c          c
                                                             −
                                     t ; t
                                                t
                  t +  =   j +  −  =   j −  0  =   j 0  = rc  − t +  − t               (7)
                          t , t
                       j =i        = j 1      = j 1
                                                                           −
                                                                      +
                                                                               0
                  The total number of 1’s, -1’s and 0’sin the data set is t + t + t =  rc
                  Note that the observed number of 1’s, -1’s and 0’s in the jth level of factor B
                  are respectively
                                 −
                         +
                                                           −
                  O  j 1  = t ;O 2  j  = t  and O 3  j  = t 0 j  = r  − t + j  − t               (8)
                                 j
                         j
                                                           j
                  The corresponding expected frequencies if the null hypothesis of Equation 1
                  is true are
                        rt +       rt −       rt  0  r (rc − t +  t −  − )
                  E =       ; E =     ;  E =     =                                        (9)
                     j 1
                         rc   2 j  rc     j 3  rc        rc
                  Also the proportions 1’s, -1’s and 0’s in the jth level of factor B are
                        t +      t −       t  0
                                                         −
                  P =     ;  P =    ;  P 0  =  =1 − P +  − P                                      (10)
                              −
                    +
                    j        j         j            j    j
                        r         r        r
                  The overall proportion of 1’s, -1’s and 0’s are
                        t +      t −       t 0
                              −
                                                          −
                  P =     ;  P =    ;  P 0  =  =1 − P +  − P                                          (11)
                    +
                        rc       rc        rc
                  Under the null hypothesis of equal factor B level effects the test statistic
                                                +  −  rt  +   2    −  −  rt −   2   t 0  −  rt 0   2
                                                       
                                                                                          
                                                                         
                                      )
                                                                t
                                              t
                                      2
                           c
                         r
                                                                               c
                                            c
                                                              c
                                                                                          
                                                                
                                              
                                                                                 
                                                       
                                                                         
                   2  =   (O ij  − E ij  =     j  rc     +     j  rc    +     j  rc  
                        = i 1  = j 1  E ij  = j 1  rt  +      = j 1  rt −      = j 1  rt  0
                                                  rc                rc                rc
                  has approximately a chi-square distribution with 2(c-1) degrees of freedom.
                  This expression when simplified using Equation 10 and 11 yields         2
                                     2
                                                     2
                                                            c
                                          c
                          c
                   2  = r  (P j +  − P + )  +  r  (P j −  − P − )   +  r   ( ( − P1  j +  − P j − ) ( −− 1  P +  − P − ))
                                 +
                                                                                 −
                                                  −
                                                                            +
                          = j 1  P        = j 1  P          = j 1      1 − P  − P
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