Abstract
NPSTAT compares the location (median), dispersion (variance), and overall shape of 2 or more groups of data (samples), using the Kruskal-Wallis and Van der Waerden tests (> 2 groups), Mann-Whitney and Kolmogorov-Smirnov tests (2 groups), and squared ranks test (2 or more groups). Exact or approximate significance levels of test statistics are calculated in all situations. Multivariate data are treated one variable at a time. NPSTAT reproduces results from textbooks despite previous inconsistencies with calculation and significance assessment methods. Commercial routines (e.g. in MINITAB, NAG) cover only 3 of the 5 tests programmed, but yield consistent results for these. NPSTAT is useful particularly for comparing nonnormally distributed data, multivariate data with missing values, and data measured only on an ordinal scale. It also can be used to assess outlying values.
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