Compară metode
Examinează metodele selectate una lângă alta; rândurile care diferă sunt evidențiate.
| Corelația Pearson robustă× | Corelația rangurilor Tau Kendall× | Coeficientul de corelație moment-produs Pearson (r)× | Coeficientul de corelație a rangurilor Spearman× | |
|---|---|---|---|---|
| Domeniu | Statistică | Statistică | Statistică | Statistică |
| Familie | Hypothesis test | Hypothesis test | Hypothesis test | Hypothesis test |
| Anul apariției≠ | 1970s–1990s | 1938 | 1895 | 1904 |
| Autorul original≠ | Rand R. Wilcox and predecessors in robust statistics | Maurice G. Kendall | Karl Pearson | Charles Spearman |
| Tip≠ | Robust bivariate association measure | Rank-based association measure | Parametric correlation | Nonparametric rank-based correlation |
| Sursa seminală≠ | 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 ↗ | Cohen, J. (1988). Statistical Power Analysis for the Behavioral Sciences (2nd ed.). Lawrence Erlbaum Associates. DOI ↗ | Spearman, C. (1904). The proof and measurement of association between two things. The American Journal of Psychology, 15, 72–101. DOI ↗ |
| Denumiri alternative≠ | winsorized correlation, percentage bend correlation, robust r, outlier-resistant correlation | Kendall's tau, Kendall tau-b, tau correlation, Kendall Tau Korelasyonu | pearson r, product-moment correlation, bivariate correlation, Pearson Korelasyon Analizi | Spearman's rho, Spearman rank-order correlation, Spearman Sıra Korelasyonu |
| Înrudite≠ | 3 | 4 | 4 | 4 |
| Rezumat≠ | 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 Pearson product-moment correlation coefficient (r) is a parametric measure of the direction and strength of the linear association between two continuous variables. Introduced by Karl Pearson in 1895, it remains the most widely used bivariate correlation statistic in the social, health, and natural sciences. The coefficient ranges from −1 (perfect negative linear relationship) to +1 (perfect positive), with 0 indicating no linear association. | 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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