Test statistic for Spearman correlation
Brett -
I can give you a further reference, but you may not
find it much help !
E. G. Olds. Distribution of sums of squares of rank
differences for small numbers of individuals. Annals
of Mathematical Statistics, v.9, pp. 133-148, 1938.
My source says that "Olds (1938) tabulated the exact
distribution of a quantity S related to rho by the
equation
R = 1 - 6 * S / (n^3 - n) ."
Olds must have been using a Comptometer or a Marchant
calculator, so presumably, this construct guarantees
always to be an integer. Algorithm AS 89 is certainly
available on line from Statlib.
HTH - tom blackwell - u michigan medical school - ann arbor -
On Thu, 1 May 2003, Brett Magill wrote:
In the ouput below, what is the "S" statistic (S = 96) that is used for Spearman? I don't have easy access to the books cited on the help page. Other texts and web sources that I have found use t or z as a test for Spearman, perhaps inappropriately. Can anyone tell me how S is computed or refer to a web resource? I see from the code for that: q <- as.integer((n^3 - n) * (1 - ESTIMATE)/6) STATISTIC <- c(S = q) I couldn't decipher the next part. Would appreciate some help. R 1.7.0 Windows 98.
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Spearman's rank correlation rho
data: x and y
S = 96, p-value = 0.2324
alternative hypothesis: true rho is not equal to 0
sample estimates:
rho
0.4181818