Skip to contents

Confidence interval for a Kendall tau-a correlation

Source: R/statpsych2.R
ci.kendalltau.Rd

Computes a Fisher confidence interval for a population Kendal tau-a correlation. This function is useful for Kendall tau-a correlations less than about .8. (Note: under bivariate normality, a Kendall tau-a correlation of .8 corresponds to a Pearson correlation of about .95.) An estimate of the Kendall tau-a correlation can be obtained from the (see cor.test function with method = "kendall".

Usage

ci.kendalltau(alpha, cor, n)

Arguments

alpha

alpha level for 1-alpha confidence

cor

estimate of Kendall's tau-a correlation

n

sample size

Value

Returns a 1-row matrix. The columns are:

  • Estimate - estimated Kendall tau-a correlation (from input)

  • SE - standard error

  • LL - lower limit of the confidence interval

  • UL - upper limit of the confidence interval

References

Bonett DG, Price RM (2002). “Statistical inference for a linear function of medians: Confidence intervals, hypothesis testing, and sample size requirements.” Psychological Methods, 7(3), 370–383. ISSN 1939-1463, doi:10.1037/1082-989X.7.3.370 .

Examples

ci.kendalltau(.05, .734, 40)
#>  Estimate      SE     LL     UL
#>     0.734 0.05082 0.6178 0.8188

# Should return:
# Estimate      SE     LL     UL
#    0.734 0.05082 0.6178 0.8188