Cochran's Q test

Cochran's Q test assumes that there are k > 2 experimental treatments and that the observations are arranged in b blocks; that is,

	Treatment 1	Treatment 2	${\displaystyle \cdots }$	Treatment k
Block 1	X11	X12	${\displaystyle \cdots }$	X1k
Block 2	X21	X22	${\displaystyle \cdots }$	X2k
Block 3	X31	X32	${\displaystyle \cdots }$	X3k
${\displaystyle \vdots }$	${\displaystyle \vdots }$	${\displaystyle \vdots }$	${\displaystyle \ddots }$	${\displaystyle \vdots }$
Block b	Xb1	Xb2	${\displaystyle \cdots }$	Xbk

Cochran's Q test is

Null hypothesis (H₀): the treatments are equally effective.

Alternative hypothesis (H_a): there is a difference in effectiveness between treatments.

The Cochran's Q test statistic is

${\displaystyle T=k\left(k-1\right){\frac {\sum \limits _{j=1}^{k}\left(X_{\bullet j}-{\frac {N}{k}}\right)^{2}}{\sum \limits _{i=1}^{b}X_{i\bullet }\left(k-X_{i\bullet }\right)}}}$

where

k is the number of treatments

X_• j is the column total for the j^th treatment

b is the number of blocks

X_i • is the row total for the i^th block

N is the grand total

For significance level α, the asymptotic critical region is

${\displaystyle T>\chi _{1-\alpha ,k-1}^{2}}$

where Χ²_{1 − α,k − 1} is the (1 − α)-quantile of the chi-squared distribution with k − 1 degrees of freedom. The null hypothesis is rejected if the test statistic is in the critical region. If the Cochran test rejects the null hypothesis of equally effective treatments, pairwise multiple comparisons can be made by applying Cochran's Q test on the two treatments of interest.

The exact distribution of the T statistic may be computed for small samples. This allows obtaining an exact critical region. A first algorithm had been suggested in 1975 by Patil[5] and a second one has been made available by Fahmy and Bellétoile[6] in 2017.

Cochran's Q test is based on the following assumptions:

1. If the large sample approximation is used (and not the exact distribution), b is required to be "large".
2. The blocks were randomly selected from the population of all possible blocks.
3. The outcomes of the treatments can be coded as binary responses (i.e., a "0" or "1") in a way that is common to all treatments within each block.

• The Friedman test or Durbin test can be used when the response is not binary but ordinal or continuous.
• When there are exactly two treatments the Cochran Q test is equivalent to McNemar's test, which is itself equivalent to a two-tailed sign test.

 This article incorporates public domain material from the National Institute of Standards and Technology website https://www.nist.gov.