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ArtikelEmpirical Size, Coverage, and Power of Confidence Intervals for Spearman's Rho  
Oleh: Cliff, Norman ; Caruso, John C.
Jenis: Article from Journal - ilmiah internasional
Dalam koleksi: Educational and Psychological Measurement vol. 57 no. 4 (1997), page 637-654.
Topik: interval analysis; correlation analysis; statistical analysis; monte carlo simulation
Fulltext: 637.pdf (1.56MB)
  • Perpustakaan Pusat (Semanggi)
    • Nomor Panggil: EE30.1
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Isi artikelSeveral methods of constructing confidence intervals (Cls) for spearman's rho were tested in a monte carlo investigation. A total of 2,000 sampels of sizes 10, 50, and 200 were randomly drawn from bivariate normal populations with ps equal to 0,00 , 0,29 , 0.43 , 0.58 , 0,58 , 0,73 , 0,89. Each method for computing a 95% CI around ps was evaluated with regard to size in the null case and power and coverage in non - null cases. Fisher's z transformation of r(s) worked well provided N was not small and p (s) was not too large. The CIs constructed using the variance estimate for product - moment correlations had coverages that were consistently too liberal. Kraemer's method for establishing CIs produced coverages that were conservative. An empirical attempt to adjust the fisher CI maintained type I error rate near the nominal level in all cases with no loss of power. Arguments are made for the continued use of r (s) in behavioral research.
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