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存在分组变量时的肯德尔和斯皮尔曼相关系数。

Kendall's and Spearman's correlation coefficients in the presence of a blocking variable.

作者信息

Taylor J M

出版信息

Biometrics. 1987 Jun;43(2):409-16.

PMID:3607205
Abstract

The use of a weighted sum of Kendall's taus or a weighted sum of Spearman's rhos for testing association in the presence of a blocking variable is discussed. In a Monte Carlo study the two are shown to have essentially the same power with the optimal choice of weights. In the presence of ties, the weighted sum of Spearman's rhos is preferred because its variance has a much simpler form. An example is given from the field of radiation therapy.

摘要

讨论了在存在区组变量的情况下,使用肯德尔tau系数的加权和或斯皮尔曼rho系数的加权和来检验关联性。在一项蒙特卡罗研究中,结果表明,在权重的最优选择下,二者具有基本相同的功效。在存在 ties 的情况下,斯皮尔曼rho系数的加权和更受青睐,因为其方差形式要简单得多。文中给出了一个放射治疗领域的例子。

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