Estimation of the simple correlation coefficient

Gwowen Shieh*

*此作品的通信作者

研究成果: Article同行評審

31 引文 斯高帕斯(Scopus)

摘要

This article investigates some unfamiliar properties of the Pearson product-moment correlation coefficient for the estimation of simple correlation coefficient. Although Pearson's r is biased, except for limited situations, and the minimum variance unbiased estimator has been proposed in the literature, researchers routinely employ the sample correlation coefficient in their practical applications, because of its simplicity and popularity. In order to support such practice, this study examines the mean squared errors of r and several prominent formulas. The results reveal specific situations in which the sample correlation coefficient performs better than the unbiased and nearly unbiased estimators, facilitating recommendation of r as an effect size index for the strength of linear association between two variables. In addition, related issues of estimating the squared simple correlation coefficient are also considered.

原文English
頁(從 - 到)906-917
頁數12
期刊Behavior Research Methods
42
發行號4
DOIs
出版狀態Published - 11月 2010

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