A Comparison of Correlation Coefficients via a Three-Step Bootstrap Approach

Maturi, T.A.; Elsayigh, A.

doi:10.5539/jmr.v2n2p3

A Comparison of Correlation Coefficients via a Three-Step Bootstrap Approach

Maturi, T.A.; Elsayigh, A.

Authors

T.A. Maturi

A. Elsayigh

Contributors

Dr Tahani Coolen-Maturi tahani.maturi@durham.ac.uk
Other

Abstract

In this paper we compare ten correlation coefficients using a three-step bootstrap approach (TSB). A three-step bootstrap is applied to determine the optimal repetitions, B, to estimate the standard error of the statistic with certain degree of accuracy. The coefficients in question are Pearson product moment (r), Spearman’s rho (ρ), Kendall’s tau (τ) , Spearman’s Footrule (Ft), Symmetric Footrule (C), the Greatest deviation (Rg), the Top - Down (rT ), Weighted Kendall’s tau (τw), Blest (ν), and Symmetric Blest’s coefficient (ν∗). We consider a standard error criterion for our comparisons. However, since the rank correlation coefficients suffer from the tied problem that results from the bootstrap technique, we use existing modified formulae for some rank correlation coefficients, otherwise, the randomization tied-treatment is applied.

Citation

Maturi, T., & Elsayigh, A. (2010). A Comparison of Correlation Coefficients via a Three-Step Bootstrap Approach. Journal of Mathematics Research, 2(2), 3-10. https://doi.org/10.5539/jmr.v2n2p3

Journal Article Type	Article
Online Publication Date	Apr 18, 2010
Publication Date	May 1, 2010
Deposit Date	Jan 22, 2014
Publicly Available Date	Nov 7, 2016
Journal	Journal of Mathematics Research
Print ISSN	1916-9795
Electronic ISSN	1916-9809
Publisher	Canadian Center of Science and Education (CCSE)
Peer Reviewed	Peer Reviewed
Volume	2
Issue	2
Pages	3-10
DOI	https://doi.org/10.5539/jmr.v2n2p3