Sample size requirements for estimating Pearson, Kendall and Spearman correlations

被引：632

作者：

Bonett, DG ^{[1
]}

Wright, TA

机构：

[1] Iowa State Univ, Dept Stat, Ames, IA 50011 USA

[2] Univ Nevada, Reno, NV 89557 USA

来源：

PSYCHOMETRIKA | 2000年 / 65卷 / 01期

关键词：

sample size; interval estimation; correlation; rank correlation;

D O I：

10.1007/BF02294183

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Interval estimates of the Pearson, Kendall tau-a and Spearman correlations are reviewed and an improved standard error for the Spearman correlation is proposed. The sample size required to yield a confidence interval having the desired width is examined. A two-stage approximation to the sample size requirement is shown to give accurate results.

引用

页码：23 / 28

页数：6

共 22 条

[1]

[Anonymous], 1994, Kendall's Advanced Theory of Statistics, Distribution theory

[2]

[Anonymous], APPL STAT, DOI DOI 10.2307/2346598

[3] Empirical size, coverage, and power of confidence intervals for Spearman's rho [J].