Document Type
Article
Publication Title
Journal of Modern Applied Statistical Methods
Publication Date
11-2007
Volume
6
Issue
2
Disciplines
Mathematics
Abstract
A generalized method of defining and interpreting correlation coefficients is given. Seven correlation coefficients are defined — three for continuous data and four on the ranks of the data. A quick calculation of the rank based correlation coefficients using a 0-1 graph-matrix is shown. Examples and comparisons are given.
Keywords
Pearson, Spearman, Kendall, Gini, Greatest Deviation, median, absolute value, nonparametrics, correlation, tied values
DOI
10.22237/jmasm/1193890500
Rights
© 2007 JMASM, Inc.
Recommended Citation
Gideon, Rudy A. (2007) "The Correlation Coefficients," Journal of Modern Applied Statistical Methods: Vol. 6 : Iss. 2 , Article 16. DOI: 10.22237/jmasm/1193890500 Available at: http://digitalcommons.wayne.edu/jmasm/vol6/iss2/16
Comments
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