Interval estimates of the Pearson, Kendall tau-a and Spearman correlations are reviewed and an improved standard error for the Spearman correlation is proposed. The sample size required to yield a confidence interval having the desired width is examined. A two-stage approximation to the sample size requirement is shown to give accurate results.
%0 Journal Article
%1 Bonett2000
%A Bonett, Douglas G.
%A Wright, Thomas A.
%D 2000
%J Psychometrika
%K correlation sampling spearman
%N 1
%P 23--28
%R 10.1007/BF02294183
%T Sample size requirements for estimating pearson, kendall and spearman correlations
%U http://dx.doi.org/10.1007/BF02294183
%V 65
%X Interval estimates of the Pearson, Kendall tau-a and Spearman correlations are reviewed and an improved standard error for the Spearman correlation is proposed. The sample size required to yield a confidence interval having the desired width is examined. A two-stage approximation to the sample size requirement is shown to give accurate results.
@article{Bonett2000,
abstract = {Interval estimates of the Pearson, Kendall tau-a and Spearman correlations are reviewed and an improved standard error for the Spearman correlation is proposed. The sample size required to yield a confidence interval having the desired width is examined. A two-stage approximation to the sample size requirement is shown to give accurate results.},
added-at = {2017-05-05T14:32:32.000+0200},
author = {Bonett, Douglas G. and Wright, Thomas A.},
biburl = {https://www.bibsonomy.org/bibtex/2ef673e2d98524478a4a2ba4d1ed9cf66/thoni},
doi = {10.1007/BF02294183},
interhash = {d2bf52d438f488ea2625a110c1381e9e},
intrahash = {ef673e2d98524478a4a2ba4d1ed9cf66},
issn = {1860-0980},
journal = {Psychometrika},
keywords = {correlation sampling spearman},
number = 1,
pages = {23--28},
timestamp = {2017-05-05T14:32:32.000+0200},
title = {Sample size requirements for estimating pearson, kendall and spearman correlations},
url = {http://dx.doi.org/10.1007/BF02294183},
volume = 65,
year = 2000
}