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The Percentage Bend Correlation Coefficient

Published online by Cambridge University Press:  01 January 2025

Rand R. Wilcox
Rand R. Wilcox*
Affiliation:
University of Southern California
*
Requests for reprints should be sent to Rand R. Wilcox, Department of Psychology, University of Southern California, Los Angeles, CA 90089-1061.
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Abstract

A well-known result is that the usual correlation coefficient, ρ, is highly nonrobust: very slight changes in only one of the marginal distributions can alter ρ by a substantial amount. There are a variety of methods for correcting this problem. This paper identifies one particular method which is useful in psychometrics and provides a simple test for independence. It is not recommended that the new test replace the usual test of H0: ρ = 0, but the new test has important advantages over the usual test in terms of both Type I errors and power.

Keywords

robust methodstest of independence

Information

Type
Original Paper
Information
Psychometrika , Volume 59 , Issue 4 , December 1994 , pp. 601 - 616
Copyright
Copyright © 1994 The Psychometric Society

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