The Percentage Bend Correlation Coefficient | Psychometrika | Cambridge Core (original) (raw)

Abstract

A well-known result is that the usual correlation coefficient, ρ, is highly nonrobust: very slight changes in only one of the marginal distributions can alter ρ by a substantial amount. There are a variety of methods for correcting this problem. This paper identifies one particular method which is useful in psychometrics and provides a simple test for independence. It is not recommended that the new test replace the usual test of H0: ρ = 0, but the new test has important advantages over the usual test in terms of both Type I errors and power.

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