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RE: st: non parametric tests
I agree with Roger mostly, but this makes the Spearman
method just seem like an inferior and outdated alternative to
Kendall's tau. Once you focus on the fact that
Spearman = Pearson on ranks and so measures monotonicity
rather than linearity, you can see Spearman being useful
for some problems for which -ktau- is in turn inferior.
That is, despite their both being labelled rank
correlations, which is better depends on the problem.
A vignette of Sir Maurice Kendall giving his dates
can be found at [R] spearman.
> 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.)
> 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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