On zeroes in sign and signed rank tests

Abstract

When zeroes (or ties within pairs) occur in data being analyzed with a sign test or a signed rank test, nonparametric methods textbooks and software consistently recommend that the zeroes be deleted and the data analyzed as though zeroes did not exist. This advice is not consistent with the objectives of the majority of applications. In most settings a better approach would be to view the tests as testing hypotheses about a population median. There are relatively simple p-values available that are consistent with this viewpoint of the tests. These methods produce tests with good properties for testing a different (often more appropriate) set of hypotheses than those addressed by tests that delete the zeroes.