“Spurious nonsignificance” in rank correlation

Spearman Rank Correlation Coefficient

Spearman’s Rank Order Correlation Coefficient

• In this lesson, we will learn how to measure the coefficient of correlation for two sets of ranking. • The coefficient of correlation, r, measures the strength of association or correlation between two sets of data that can be measured. Sometimes, the data is not measurable but can only be ordered, as in ranking. • For example, two students can be asked to rank toast, cereals, and dim sum in ...

A New Weighted Rank Correlation

Problem Statement: There have been many cases in real life where two independent sources have ranked n objects, with the interest focused on agreement in the top rankings. Spearman's rho and Kendall's tau coefficients assigned equal weights to all rankings. As a result, the literature proposed several weighted correlation coefficients with emphasis on the top rankings, including the top-down, w...

Spearman’s Rank Correlation Tests (Simulation)

2. Generate a random sample of points (X, Y) from the bivariate distribution specified by the alternative hypothesis. Calculate the test statistic from the simulated data and determine if the null hypothesis is accepted or rejected. These samples are used to calculate the power of the test. In the case of paired data, the individual values are simulated are constructed so that they exhibit the ...

Rank correlation under categorical confounding

Correspondence: [email protected] Department of Decision Sciences, HEC Montréal, 3000 chemin de la Côte-Sainte-Catherine, H3T 2A7 Montréal, Canada Abstract Rank correlation is invariant to bijective marginal transformations, but it is not immune to confounding. Assuming a categorical confounding variable is observed, the author proposes weighted coefficients of correlation for continuous variable...