Median polish

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The median polish is a simple and robust exploratory data analysis procedure proposed by the statistician John Tukey. The purpose of median polish is to find an additively-fit model for data in a two-way layout table (usually, results from a factorial experiment) of the form row effect + column effect + overall median.

Median polish utilizes the medians obtained from the rows and the columns a two-way table to iteratively calculate the row effect and column effect on the data. The results are not meant to be sensitive to the outliers, as the iterative procedure uses the medians rather than the means.

Model for a two-way table[edit]

Suppose an experiment observes the variable Y under the influence of two variables. We can arrange the data in a two-way table in which one variable is constant along the rows and the other variable constant along the columns. Now let i and j denote the position of rows and columns (e.g. yij denotes the value of y at the ith row and the jth column), we can obtain a simple linear regression equation:

where b0, b1, b2 are constants, and xi and zj are values associated with rows and columns, respectively.

The equation can be further simplified if no xi and zj values are present for numerical analysis:

where ci and dj denotes row and column effects, respectively

Procedure[edit]

To carry out median polish:

(1) find the row medians for each row, find the median of the row medians, record this as the overall effect.

(2) subtract each element in a row by its row median, do this for all rows.

(3) subtract the overall effect from each row median.

(4) do the same for each column, and add the overall effect from column operations to the overall effect generated from row operations.

(5) repeat (1)-(4) until negligible change occur with row or column medians


References[edit]

  • Frederick Mosteller and John Tukey (1977). "Data Analysis and Regression". Reading, MA: Addison-Wesley. ISBN 0-201-04854-X.
  • J.D. Emerson and D.C. Hoaglin (1983). "Analysis of two-way tables by medians". In "Understanding Robust and Exploratory Data Analysis", eds D. C. Hoaglin, F. Mosteller and J. W. Tukey. New York City: John Wiley & Sons. ISBN 0-471-38491-7. pp. 165–210.
  • William N. Venables and Brian D. Ripley (2002). Statistics Complements to Modern Applied Statistics with S, p.4–5. ISBN 0-387-95457-0.
  • Anwar Fitrianto, Hari Wijayanto, Sohel Rana, and Cheong Yee Voon (2014). "Median Polish for Final Grades of MTH3000- and MTH4000- Level Courses". Applied Mathematical Sciences, Vol. 8, no. 126, pp. 6295-6302