Mann-Whitney U Significance Levels on ordinal data?

Question

I have rank data from a survey of Impact Assessments (IA). Each IA is ranked from A to F on a particular aspect (such as quality of introduction). These IAs come from 7 different sectors, but I don't have an equal number from each sector. The sectors and the number of IAs for each are as follows

Mining: 19

Transport: 9

Infrastructure: 10

Waste: 10

Energy:8

Manufacturing: 5

Environmental: 5

I ran 21 Mann-Whit U tests in SPSS to determine if the ranks received by each sector were significantly different from one another. Many of the tests produce a significant difference at a 0.05 significance level.

My question is, with such a big difference in the number number of observations for each IA sector, and in some cases only 5 observations (such as manufacturing and environment), would it be better for me to be to be only using results of a higher confidence interval such as 0.01? Especially considering that some aspects are not applicable to particular IA (approximately 7% of ranks were not applicable)

Answer 1

A standard approach would be to use a Kruskal-Wallis test to test for differences among the sectors, and then Dunns Test to see which pairs of sectors are different. This previous answer is relevant: Post-hoc tests after Kruskal-Wallis: Dunn's test or Bonferroni corrected Mann-Whitney tests?