Kendall tau-b
- From: charlie_y0509@xxxxxxxx
- Date: Sat, 9 Aug 2008 09:02:54 -0700 (PDT)
Hi,
is there a standard method to derive the confidence intervals of
Kendall's tau-b and the significance of the difference between 2
dependent/independent tau-b's?
the more i read about it, the more i get confused. for tau-a a lot of
resources cite the formulas, but for tau-b, i only found a paper by
Cliff&Charlin ("Variances and Covariances of Kendall's Tau and Their
Estimation"), but it is from 1991 and i am a bit worried that their's
is not the standard way of how to do it.
Since i have a number of ties in my data, i don't really want to
resort to tau-a.
regards.
.
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