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Re: st: non parametric tests
At 18:11 10/08/2005, Ronan M Conroy wrote:
I don't know what SPSS meant by "superior" in this context. However,
Kendall and Gibbons (1990) give a lot of reasons for preferring Kendall's
tau to Spearman's rho, with or without ties. It is easier to interpret, and
the central limit theorem works much faster for Kendall's tau than for
Spearman's rho. Spearman's rho mainly caught on because it is easier than
Kendall's tau to calculate without a computer, and this was an issue when
Maurice Kendall was alive. (I seem to recall that he died in the early 1980s.)
n j cox wrote:
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?
>>> 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.
Calculating confidence intervals for Kendall's tau-a was even more
difficult without computers. In fact, even Henry Daniels and Maurice
Kendall didn't manage to do it without making mistakes, when they gave a
worked example of the formulas in in their paper (Daniels and Kendall, 1947).
Daniels, H. E. and Kendall, M. G. 1947. The Significance of Rank
Correlation Where Parental Correlation Exists. Biometrika 34: 197-208.
Kendall, M. G. and J. D. Gibbons. 1990. Rank Correlation Methods. 5th edition.
New York: Oxford University Press.
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