Journal of Modern Applied Statistical Methods
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.
Pearson, Spearman, Kendall, Gini, Greatest Deviation, median, absolute value, nonparametrics, correlation, tied values
© 2007 JMASM, Inc.
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