2 messages · Paul H Artes, Peter Dalgaard
Dear R, I'm looking for exact p-values for Spearman's rank correlation in the presence of ties. This is available in StatXact and SPSS, but I haven't yet found it in R. Has anyone implemented this?
Paul H Artes Assist Prof, Ophth Vis Sci Dalhousie University, QEII Eye Care Centre Halifax, NS, CANADA
Paul H Artes <paul.h.artes at gmail.com> writes:
Dear R, I'm looking for exact p-values for Spearman's rank correlation in the presence of ties. This is available in StatXact and SPSS, but I haven't yet found it in R. Has anyone implemented this?
The algorithm used by those two (it's the same one -- SPSS licences it) does not seem to be openly available. It should be fairly easy to simulate the distribution of rho. Another matter is that we really ought to at least get the normal approximation right in the presence of ties.
O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907