Confidence Intervals for Partial Rank Correlations
偏秩相关的置信区间
A partial rank correlation coefficient T(n) XY|Z , based on comparing pairs for which the values of the conditioning variable follow each other in a numerical ordering, is studied. Simulation results show that it is possible to obtain reasonably good confidence intervals by estimating σ 2/(1 − τ 2 XY|Z ). The advantage of using the coefficient T(n) XY|Z is that it is always clear what this coefficient measures, in contrast to, for example, Pearson's, Spearman's, or Kendall's…