Journal article
Confidence intervals for Kendall's tau
British journal of mathematical & statistical psychology, Vol.50(1), pp.31-41
Received 4 August 1995; revised version received 10 April 1996
05/1997
DOI: 10.1111/j.2044-8317.1997.tb01100.x
Abstract
A simulation study was conducted to examine the performance of several confidence intervals (CIs) for Kendall's tau (txy) under a variety of population conditions. Two normal population variables (N = 10,000) were transformed to have tau correlations, τ = 0, .19, .41, or .71. Samples (n = 10, 50, 200) were drawn from the transformed populations 2000 times under each level of correlation, and accompanying CIs were computed on each sample. The results show that the CI for τ based on a consistent estimate of the variance of txy has the best coverage and power among a number of alternatives. Kendall's txy is unaffected by non-normality induced by monotonic transformations and, with its consistent variance estimated from the sample, performs well under a wide range of conditions.
Details
- Title: Subtitle
- Confidence intervals for Kendall's tau
- Creators
- Jeffrey D. Long - University of Southern CaliforniaNorman Cliff - University of Southern California
- Resource Type
- Journal article
- Publication Details
- British journal of mathematical & statistical psychology, Vol.50(1), pp.31-41
- Edition
- Received 4 August 1995; revised version received 10 April 1996
- Publisher
- Blackwell Publishing Ltd
- DOI
- 10.1111/j.2044-8317.1997.tb01100.x
- ISSN
- 0007-1102
- eISSN
- 2044-8317
- Number of pages
- 11
- Language
- English
- Date published
- 05/1997
- Academic Unit
- Biostatistics; Psychiatry
- Record Identifier
- 9984280880902771
Metrics
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