On 16 Dec 2002 19:04:07 -0600, Brian Sandle <[EMAIL PROTECTED]> wrote:
> In talk.politics.drugs Rich Ulrich <[EMAIL PROTECTED]> wrote: [snip ] > > Perhaps you can point me to the derivation of how the long Pearson > recipe reduces to the much shorter Spearman when ranks are entered > rather than scores. [ snip, rest] JEH Shaw has posted (in sci.stat.edu), pointing to the derivation. Jim Clark has posted, and I hereby thank him for answering so completely the questions (directed to me) about the fundamentals of statistical vocabulary, looking at data with transformations, etc. Here is a reference in the literature that inspired me to focus on 'rank-transformation' as the alternative to saying 'nonparametric.' Conover's textbook is also a standard. - Conover, W.J., and R.L. Iman. 1981. Rank Transformations as a bridge between parametric and nonparametric statistics. The American Statistician 35:124-133. > > Now if you wish to do partial rank with significance I can supply a VAX > program based on Siegel and Castellan. I am not sure how reliable the > p-levels. We statisticians tend to be conservative -- in the direction of *not* wanting to use a procedure that is guaranteed to give 'significant' p-levels owing to artifact. I sure hope that S&C have packaged sufficient warning along with that. As it should be clear by now: anyone who wants to do a partial-correlation of a Spearman rho can rank-score the variables, and feed them into the corresponding programs for a Pearson correlation. - So long as the correlations are rather small, this should be reliable: as estimates of raw correlation or partial correlation, and of p-level. (Complication: What is 'rather small'?) -- Rich Ulrich, [EMAIL PROTECTED] http://www.pitt.edu/~wpilib/index.html . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
