Abstract
Several methods of constructing confidence intervals (CIs) for Spearman's rho were tested in a Monte Carlo investigation. A total of 2,000 samples of sizes 10, 50, and 200 were randomly drawn from bivariate normal populations with p, equal to .00, .29, .43, .58, .73, and .89. Each method for computing a 95% CI around p 3 was evaluated with regard to size in the null case and power and coverage in non-null cases. Fisher's z transformation of r, worked well provided N was not small and Ps was not too large. The CIs constructed using the variance estimate for product-moment correlations had coverages that were consistently too liberal. Kraemer's method for establishing CIs produced coverages that were conservative. An empirical attempt to adjust the Fisher CI maintained Type I error rate near the nominal level in all cases with no loss of power. Arguments are made for the continued use of r, in behavioral research.
Keywords
StatisticsMathematicsConfidence intervalBivariate analysisType I and type II errorsNull hypothesisSpearman's rank correlation coefficientMonte Carlo methodNominal levelEconometricsSample size determination
Affiliated Institutions
Related Publications
Effect size, confidence interval and statistical significance: a practical guide for biologists
Abstract Null hypothesis significance testing (NHST) is the dominant statistical approach in biology, although it has many, frequently unappreciated, problems. Most importantly,...
MCMC Methods for Multi-Response Generalized Linear Mixed Models: The<b>MCMCglmm</b><i>R</i>Package
Generalized linear mixed models provide a flexible framework for modeling a range of data, although with non-Gaussian response variables the likelihood cannot be obtained in clo...
Randomization, Bootstrap and Monte Carlo Methods in Biology
Modern computer-intensive statistical methods play a key role in solving many problems across a wide range of scientific disciplines. This new edition of the bestselling Randomi...
Comparison of Bayesian and maximum-likelihood inference of population genetic parameters
Abstract Comparison of the performance and accuracy of different inference methods, such as maximum likelihood (ML) and Bayesian inference, is difficult because the inference me...
Treatment-effect estimates adjusted for small-study effects via a limit meta-analysis
Statistical heterogeneity and small-study effects are 2 major issues affecting the validity of meta-analysis. In this article, we introduce the concept of a limit meta-analysis,...
Publication Info
- Year
- 1997
- Type
- article
- Volume
- 57
- Issue
- 4
- Pages
- 637-654
- Citations
- 122
- Access
- Closed
External Links
Social Impact
Altmetric
PlumX Metrics
Social media, news, blog, policy document mentions
Citation Metrics
122
OpenAlex
4
Influential
79
CrossRef
Cite This
John C. Caruso,
Norman Cliff
(1997).
Empirical Size, Coverage, and Power of Confidence Intervals for Spearman's Rho.
Educational and Psychological Measurement
, 57
(4)
, 637-654.
https://doi.org/10.1177/0013164497057004009
Identifiers
- DOI
- 10.1177/0013164497057004009