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文章基本信息

  • 标题:Bias in Estimation and Hypothesis Testing of Correlation
  • 本地全文:下载
  • 作者:Donald W. Zimmerman ; Bruno D. Zumbo ; Richard H. Williams
  • 期刊名称:Psicológica
  • 印刷版ISSN:0211-2159
  • 电子版ISSN:1576-8597
  • 出版年度:2003
  • 卷号:24
  • 期号:1
  • 语种:English
  • 出版社:Universitat de València
  • 其他摘要:This study examined bias in the sample correlation coefficient, r, and its correction by unbiased estimators. Computer simulations revealed that the expected value of correlation coefficients in samples from a normal population is slightly less than the population correlation, ρ, and that the bias is almost eliminated by an estimator suggested by R.A. Fisher and is more completely eliminated by a related estimator recommended by Olkin and Pratt. Transformation of initial scores to ranks and calculation of the Spearman rank correlation, rS, produces somewhat greater bias. Type I error probabilities of significance tests of zero correlation based on the Student t statistic and exact tests based on critical values of rS obtained from permutations remain fairly close to the significance level for normal and several non-normal distributions. However, significance tests of non-zero values of correlation based on the r to Z transformation are grossly distorted for distributions that violate bivariate normality. Also, significance tests of non-zero values of rS based on the r to Z transformation are distorted even for normal distributions.
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