How are Spearman p values calculated?
6 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
The p-values from the corr function (Spearman), how are computed? Is there any refernce paper I could access?
0 Kommentare
Antworten (1)
Star Strider
am 17 Mai 2014
Wikipedia has a brief but thorough article that includes a section on Determining Significance of the Spearman Rank Correlation.
2 Kommentare
Star Strider
am 17 Mai 2014
Bearbeitet: the cyclist
am 1 Mär. 2021
Quoting:
- corr computes p-values for Pearson's correlation using a Student's t distribution for a transformation of the correlation. This correlation is exact when X and Y are normal. corr computes p-values for Kendall's tau and Spearman's rho using either the exact permutation distributions (for small sample sizes), or large-sample approximations.
- corr computes p-values for the two-tailed test by doubling the more significant of the two one-tailed p-values.
Is that what you’re looking for?
Siehe auch
Kategorien
Mehr zu Smoothing finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!