A robust Spearman correlation coefficient permutation test

In this work, we show that Spearman's correlation coefficient test about H 0 : ρ s = 0 found in most statistical software is theoretically incorrect and performs poorly when bivariate normality assumptions are not met or the sample size is small. There is common misconception that the tests abo...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Communications in statistics. Theory and methods Jg. 53; H. 6; S. 2141 - 2153
Hauptverfasser: Yu, Han, Hutson, Alan D.
Format: Journal Article
Sprache:Englisch
Veröffentlicht: United States Taylor & Francis 18.03.2024
Taylor & Francis Ltd
Schlagworte:
Bivariate analysis
Correlation coefficients
non-normality
Normality
Permutations
Rank correlation
Robust control
small sample
Statistical analysis
studentized
non-normality
studentized
rank correlation
small sample
ISSN:0361-0926, 1532-415X
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:In this work, we show that Spearman's correlation coefficient test about H 0 : ρ s = 0 found in most statistical software is theoretically incorrect and performs poorly when bivariate normality assumptions are not met or the sample size is small. There is common misconception that the tests about ρ s = 0 are robust to deviations from bivariate normality. However, we found under certain scenarios violation of the bivariate normality assumption has severe effects on type I error control for the common tests. To address this issue, we developed a robust permutation test for testing the hypothesis H 0 : ρ s = 0 based on an appropriately studentized statistic. We will show that the test is asymptotically valid in general settings. This was demonstrated by a comprehensive set of simulation studies, where the proposed test exhibits robust type I error control, even when the sample size is small. We also demonstrated the application of this test in two real world examples.
Bibliographie:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
content type line 23
ISSN:0361-0926
1532-415X
DOI:10.1080/03610926.2022.2121144