Re: Gamma Correlation pro's & con's
- From: hrubin@xxxxxxxxxxxxxxxxxxxx (Herman Rubin)
- Date: 25 Nov 2005 20:21:31 -0500
In article <1132951235.297407.223760@xxxxxxxxxxxxxxxxxxxxxxxxxxxx>,
John Uebersax <jsuebersax@xxxxxxxxx> wrote:
>I don't know if this applies to your situation, but if variables are
>ordered-category (i.e., just a few levels), rather than ordinal
>(ranks), then: (1) both the gamma statistic and Spearman's rho are
>affected by the large number of tied cases that result; and (2) the
>polychoric correlation coefficient avoids this.
--
>John Uebersax PhD
However, the polychoric correlation coefficient is very
heavily dependent on an underlying normal model.
Spearman's rho and Kendall's tau are not.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Department of Statistics, Purdue University
hrubin@xxxxxxxxxxxxxxx Phone: (765)494-6054 FAX: (765)494-0558
.
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- Gamma Correlation pro's & con's
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