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Re: st: non parametric tests


From   Ronán Conroy <rconroy@rcsi.ie>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: non parametric tests
Date   Wed, 10 Aug 2005 18:11:55 +0100

n j cox wrote:

stefania_ottone

 >>> Is the spearman test run in stata corrected for ties?

In -spearman- the correlation is just the Pearson correlation
calculated on the ranks. Thus Stata does nothing special about
ties. I think Stata here shares in a widespread prejudice: if
ties are an issue for you, then either your sample is too small
or the data are too problematic for Spearman to be appropriate.
Getting the P-value exactly right if the main idea is dubious
is putting the emphasis in the wrong place. No doubt other
software can fill the gap.

The old SPSS manual (Nie, Hull et al) maintaned that Kendall's tau-b was superior to Spearman's rho when there were many ties or a small number of individual values in one of the variables. I am not sure of the evidence for this - does anyone know?

--

Ronan M Conroy (rconroy@rcsi.ie) Senior Lecturer in Biostatistics Royal College of Surgeons Dublin 2, Ireland +353 1 402 2431 (fax 2764) -------------------- Just say no to drug reps http://www.nofreelunch.org/

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