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A comparison of correlation coefficients via a three-step bootstrap approach.

Maturi, T.A. and Elsayigh, A. (2010) 'A comparison of correlation coefficients via a three-step bootstrap approach.', Journal of mathematics research., 2 (2). pp. 3-10.

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.

Item Type:Article
Full text:(VoR) Version of Record
First Live Deposit - 07 November 2016
Available under License - Creative Commons Attribution.
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Status:Peer-reviewed
Publisher Web site:https://doi.org/10.5539/jmr.v2n2p3
Publisher statement:This work is licensed under a Creative Commons Attribution 4.0 International License.
Record Created:07 Nov 2016 12:05
Last Modified:07 Nov 2016 12:10

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