Correlation (Statistical Associates "Blue Book" Series Book 3)
A graduate-level illustrated introduction to and tutorial for Pearson correlation, Spearman's rank correlation (rho), Kendall's rank correlation (tau-b). polyserial correlation, biserial correlation, polychoric correlation, tetrachoric correlation, phi, point-biserial correlation, rank-biserial correlation (Somers' D), and more.<br /><br />New in the 2013 edition:<br /><br /> New and completely reworked sections on Pearson's, Spearman's, Kendall's, polyserial, polychoric, point biserial, rank biserial and phi correlations.<br /> Covers creation of appropriate correlation matrices for input to factor, structural equation modeling, and other procedures<br /> Covers SAS 9.3's new polyserial and polychoric correlation options.<br /> Covers SPSS, SAS, and Stata for all types of correlation.<br /> Shows how to reconcile output among statistical packages.<br /> Two dozen new illustrations. <br /><br />Below is the unformatted table of contents.<br /><br />CORRELATION<br />Overview6<br />Deviation7<br />Covariance8<br />Standardization8<br />Data example8<br />Pearson correlation (for interval data)10<br />Coefficient of determination, r210<br />Attenuation of correlation11<br />Spearman's rho (for ordinal data)26<br />Kendall's tau-b (for ordinal data)29<br />Polyserial correlation (for a continuous with an ordinal or binary variable)32<br />Polychoric correlation (for ordinal and binary variables)34<br />Other software for polychoric correlation40<br />Phi (for two binary variables)40<br />Other types of correlation41<br />Point-biserial correlation41<br />Converting point-biserial to biserial correlation42<br />Rank-biserial correlation (Somers' D)42<br />Correlation ratio, eta46<br />Coefficient of intraclass correlation (ICC)46<br />Assumptions46<br />Frequently Asked Questions49<br />Do I want one-tailed or two-tailed significance?49<br />How many correlations will there be among k variables?49<br />How do I convert correlations into z scores?50<br />How is the significance of a Pearson correlation coefficient computed?53<br />Significance of r53<br />Significance of the difference between two correlations from two independent samples53<br />Significance of the difference between two dependent correlations from the same sample54<br />How do I set confidence limits on my correlation coefficients?55<br />I have ordinal variables and thus used Spearman's rho. How do I use these ordinal correlations in SPSS for partial correlation, regression, and other procedures?55<br />Are polyserial and biserial correlations simply Spearman's rho applied to appropriate variables?55<br />What is the relation of correlation to ANOVA?56<br />What is the relation of correlation to validity?56<br />Bibliography57<br />Pagecount: 60