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RE: st: Spearman correlations with survey data


From   "Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Spearman correlations with survey data
Date   Thu, 8 Nov 2012 17:26:40 +0000

Amen!  In fact, tests on Spearman coefficients are notoriously sensitive to normality. An article by Egon Pearson in Biometrika in the 1970s showed this clearly.  Sorry i don't have the reference at hand.

Peter A. Lachenbruch,
Professor (retired)
________________________________________
From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] on behalf of Nick Cox [njcoxstata@gmail.com]
Sent: Thursday, November 08, 2012 1:58 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Spearman correlations with survey data

Spearman correlation is just Pearson correlation applied to ranks, so
ranking first (use -egen-) gets you from one to the other. Otherwise
P-values for correlations are over-rated in my view, whether in -svy-
contexts or otherwise.

Others should have comments on the -svy- aspects.

Nick

On Thu, Nov 8, 2012 at 5:42 AM, Lee Grenon <lgrenon@sfu.ca> wrote:

> I am interested in calculating Spearman correlations for complex survey data. As I understand, I can calculate Pearson correlations using corr with aweight for the coefficients and then calculate the p-values using svy: regress y x and svy: regress x y then selecting the larger p-value. Is there a way of calculating Spearman correlations using a survey weight and bootstrap weights?

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