Re: [R] Spearman correlation test confidence intervals

From: Peter Dalgaard <p.dalgaard_at_biostat.ku.dk>
Date: Wed 04 Oct 2006 - 22:35:16 GMT

Mahesh Krishnan <mskrishnan71@yahoo.com> writes:

> Hello,
>
> How does one calculate the confidence levels for a spearman correlation
> test? I noticed cor.test(x,y) gives the confidence levels only for
> pearson test.
>
> Thank you for the suggestions, in advance.

You can't. Not easily anyway. The distribution of the Spearman correlation is known under the null hypothesis of independence (through symmetry considerations), but not otherwise. In largish samples, I suppose that resampling techniques could be employed.

-- 
   O__  ---- Peter Dalgaard             Ă˜ster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)                  FAX: (+45) 35327907

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Received on Thu Oct 05 08:38:39 2006

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