Timeline for Pearson and Spearman correlations - how to determine if they are "similar"?
Current License: CC BY-SA 3.0
10 events
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| Sep 17, 2011 at 0:55 | history | tweeted | twitter.com/#!/StackStats/status/114865086920790016 | ||
| Sep 16, 2011 at 11:43 | comment | added | ttnphns | Pearson r is strongly sensitive to outliers, as you know. Sometimes they exaggerate, sometimes they diminish r - depending on their spatial location. Spearman, by definition, is insensitive to outliers. But there is much more than just outliers that can distinguish r and rho. So, your idea "if r and rho were similar then I could keep my outliers" goes adrift. | |
| Sep 16, 2011 at 9:41 | comment | added | Anon | Oops. I was going to make the argument that if r and rho are similar then I can keep my outliers?? (the dataset with my outliers violated normality... I thought that if r and rho were similar then I could keep my outliers). Also, would a way to check whether r and rho are similar be to check how small, mod, and large their correlations are using Cohen's recommendations? That is, if both r and rho suggest "small" relationships then they are both similar? | |
| Sep 16, 2011 at 8:23 | history | edited | ttnphns |
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| Sep 16, 2011 at 7:17 | comment | added | ttnphns | "... way to determine if the violation is excessively non-normal is to take a look at how similar the correlations between r and rho are". This is wrong statement. Magnitude of both coefficients has nothing to do with notion of normality (still magnitude of Pearson has something to do with shape of distribution) | |
| Sep 16, 2011 at 7:09 | comment | added | Anon | Thank you. The reason I ask is because my data have violated the assumptions of normality (as measured by Shapiro Wilks statistic). I know that one way to determine if the violation is excessively non-normal is to take a look at how similar the correlations between r and rho are. I am just having difficulty determining what constitutes "similar"!! | |
| Sep 16, 2011 at 6:43 | answer | added | Felix S | timeline score: 5 | |
| Sep 16, 2011 at 6:42 | answer | added | ttnphns | timeline score: 3 | |
| Sep 16, 2011 at 6:24 | history | edited | mpiktas | CC BY-SA 3.0 |
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| Sep 16, 2011 at 5:51 | history | asked | Anon | CC BY-SA 3.0 |