Some Contributions to Average Rank Correlation Methods and to the Distribution of the Average Rank Correlation Coefficient
This report concerns the method and distribution of "average rho" or , the algebraic mean of M independent Spearman rank correlation coefficients based on equal N's of objects ranked on each of two variables. Included is a reference table of those values and probabilities of most clos...
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Veröffentlicht in: | Journal of the American Statistical Association 1963-09, Vol.58 (303), p.756-769 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
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Zusammenfassung: | This report concerns the method and distribution of "average rho" or
, the algebraic mean of M independent Spearman rank correlation coefficients based on equal N's of objects ranked on each of two variables.
Included is a reference table of those values and probabilities of
most closely associated with four conventional levels of significance, .01, .02, .05, and .10, two-tailed. Most of this table is derived from the construction of 58 exact frequency distributions of
for M's > 1.
Also presented are (a) general formulas for the computation of
, with comparisons between the method and distribution of
and Lyerly's "average Spearman rank correlation coefficient,"
(b) formulas for the computation of
corrected for continuity,
, and of the standard score z of
(c) a comparison of the results of exact computation and normal approximation which illustrates the tendency of the distribution of
to approach normality as M, N, and both M and N increase, but that caution should be used when M or N is small. |
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ISSN: | 0162-1459 1537-274X |
DOI: | 10.1080/01621459.1963.10500885 |