Spearman's rho and Kendall's tau

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SUMMARY

This discussion focuses on obtaining confidence tables for Spearman's rho and Kendall's tau for datasets containing up to 50 pairs. Critical values for Spearman's rho, applicable for sample sizes up to n=100, are sourced from Zar, J.H. in "Biostatistical Analysis." The values are derived from various distributions, including those by Owen (1962), de Jonge & van Montford (1972), Franklin (1988a), and Olds (1938). Key references for further reading include Zar (1972) and Franklin (1988a, 1988b).

PREREQUISITES
  • Understanding of Spearman's rho and Kendall's tau correlation coefficients
  • Familiarity with statistical analysis and confidence intervals
  • Knowledge of critical value tables and their applications
  • Access to statistical literature, specifically works by Zar and Franklin
NEXT STEPS
  • Research "Zar, J.H. Biostatistical Analysis" for critical values of Spearman's rho
  • Explore the distribution theories by Owen (1962) and Franklin (1988a)
  • Study the methodologies for calculating confidence intervals for non-parametric statistics
  • Investigate the differences between Spearman's rho and Kendall's tau in statistical applications
USEFUL FOR

Statisticians, data analysts, and researchers involved in non-parametric statistical analysis, particularly those working with correlation coefficients and confidence intervals.

choschech
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Hi,

does anyone know where to get confidence tables for Spearman's rho and Kendall's tau for up to 50 data pairs?
Which distributions are the values in these tables derived from?
 
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Hi

Don't know about Kendall's tau, but citical values (is that what you meant) of Spearmans rho for up to n=100 are given in Zar, J.H. Biostatistical analysis. Various distributions are used, depending on n, e.g. those of Owen 1962; de Jonge & van Montford (1972); Franklin (1988a) and Olds (1938). A good discussion of this topic is given in Zar, J.H. (1972) J. Amer. Statist. Assoc. 67: 578-580 and in Franklin (1988a) J. Statist. Computa. Simula. 29:255-269 & Franklin (1988b) Communic. Statist.-Theor. Meth. 17: 55-59.
 
Thanks,

these references have been a great help!
 

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