Jason and I were discussing the Mann-Whitney test on IRC last week, which inspired me to look up the literature on it.
One interesting paper I found is Bergmann, Ludbrook and Spooren, "Different Outcomes of the Wilcoxon-Mann-Whitney Test from Different Statistics Packages", The American Statistician 54(1), 2000, pp 72-77 From their conclusion: "... statistics packages provide very inadequate documentation in their manuals... As a consequence, the results can be dangerously misleading. Investigators cannot rely on the popular, general purpose, microcomputer statistics programs ... to provide an accurate outcome of the WMW test." Earlier in the paper, they say the following about spss: "The second `exact' p value presumably results from Dineen and Blakeksley (1973) algorithm, even though this is invalid when there are ties." We ought to think very carefully therefore when implementing this in PSPP, and I rather agree with the authors that most stats programs' documentation is non-existent. J' -- PGP Public key ID: 1024D/2DE827B3 fingerprint = 8797 A26D 0854 2EAB 0285 A290 8A67 719C 2DE8 27B3 See http://pgp.mit.edu or any PGP keyserver for public key.
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