Kendall s tau

Kendall s tau correlation r Kendall) also measures the extent of monotonically increasing or decreasing relationships between the variables. It is also a nonparametric measure of association. It is computationally more intensive than the Spearman rank correlation because all slopes of pairs of data points have to be computed. Then Kendall s tau correlation is defined as the average of the signs of all pairwise slopes. The range of r is —1 to +1 the method is relatively robust against outliers for many applications p and r give similar answers. 

Pearson s correlation coefficient, Spearman s rho, Kendall s tau-b, univariate statistics, covariances and cross-products, outlier screening prior to analysis... 

As we will see in subsequent code listings, Kendall s tau can be easily calculated by using the Kendall function in the Kendall library in R. 

The confidence intervals for a Person s r, Kendall s tau, or Spearman s rho can be easily calculated using the function contest in R. 

This technique is concerned with quantitative analysis of data when analysing a pair of variables. Data can be displayed using a scatter diagram, and numerically, using simple correlation and regression - the product-moment correlation coefficient measures the strength of a linear relationship between the variables. If variables are measured using an ordinal scale then Spearman s rank or Kendall s tau may be used to indi-... 

Kendall s rank correlation, represented by r(tau), should be used to evaluate the degree of association between two sets of data when the nature of the data is such that the relationship may not be linear. Most commonly, this is when the data are not continuous and/or normally distributed. An example of such a case is when we are trying to determine if there is a relationship between the length of hydra and their survival time in a test medium in hours. Both of our variables here are discontinuous, yet we suspect a relationship exists. Another common use is in comparing the subjective scoring done by two different observers. 

Correlation coefficient Spearman s Rank Correlation Kendall Tau Coefficient gamma Chi square Phi coefficient Fisher exact test Kendall coefficient of concordance... 

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