Vertaile menetelmiä
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| Robust Pearsonin korrelaatio× | Kendallin taun järjestyskorrelaatio× | Spearmanin järjestyskorrelaatiokerroin× | |
|---|---|---|---|
| Tieteenala | Tilastotiede | Tilastotiede | Tilastotiede |
| Menetelmäperhe | Hypothesis test | Hypothesis test | Hypothesis test |
| Syntyvuosi≠ | 1970s–1990s | 1938 | 1904 |
| Kehittäjä≠ | Rand R. Wilcox and predecessors in robust statistics | Maurice G. Kendall | Charles Spearman |
| Tyyppi≠ | Robust bivariate association measure | Rank-based association measure | Nonparametric rank-based correlation |
| Alkuperäislähde≠ | Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838 | Kendall, M. G. (1938). A new measure of rank correlation. Biometrika, 30(1–2), 81–93. DOI ↗ | Spearman, C. (1904). The proof and measurement of association between two things. The American Journal of Psychology, 15, 72–101. DOI ↗ |
| Rinnakkaisnimet≠ | winsorized correlation, percentage bend correlation, robust r, outlier-resistant correlation | Kendall's tau, Kendall tau-b, tau correlation, Kendall Tau Korelasyonu | Spearman's rho, Spearman rank-order correlation, Spearman Sıra Korelasyonu |
| Liittyvät≠ | 3 | 4 | 4 |
| Tiivistelmä≠ | The robust Pearson correlation is an outlier-resistant measure of linear association between two continuous variables. By applying Winsorizing, trimming, or percentage-bend transformations before computing the classic Pearson r, it retains the interpretability of a correlation coefficient while dramatically reducing the distortion caused by extreme values. | Kendall Tau is a nonparametric rank correlation coefficient introduced by Maurice G. Kendall in 1938 to measure the strength and direction of a monotone association between two ordinal or continuous variables. It is particularly suited to small samples and datasets containing many tied ranks, where the Spearman coefficient can be less stable. | The Spearman rank correlation coefficient (ρ) is a nonparametric measure of the monotonic association between two variables. Introduced by Charles Spearman in 1904, it converts raw observations to ranks and measures how consistently one variable increases as the other increases, without assuming a normal distribution or a linear relationship. |
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