Correlation

A graduate-level illustrated introduction to and tutorial for Pearson correlation, Spearman's rank correlation (rho), Kendall's rank correlation (tau-b). polyserial correlation, biserial correlation, polychoric correlation, tetrachoric correlation, phi, point-biserial correlation, rank-biserial correlation (Somers' D), and more. New in the 2013 edition: New and completely reworked sections on Pearson's, Spearman's, Kendall's, polyserial, polychoric, point biserial, rank biserial...
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A graduate-level illustrated introduction to and tutorial for Pearson correlation, Spearman's rank correlation (rho), Kendall's rank correlation (tau-b). polyserial correlation, biserial correlation, polychoric correlation, tetrachoric correlation, phi, point-biserial correlation, rank-biserial correlation (Somers' D), and more. New in the 2013 edition: New and completely reworked sections on Pearson's, Spearman's, Kendall's, polyserial, polychoric, point biserial, rank biserial and phi correlations. Covers SAS 9.3's new polyserial and polychoric correlation options. Covers SPSS, SAS, and Stata for all types of correlation. Shows how to reconcile output among statistical packages. Two dozen new illustrations. Below is the unformatted table of contents. CORRELATION Overview 6 Deviation 7 Covariance 8 Standardization 8 Data example 8 Pearson correlation (for interval data) 10 Coefficient of determination, r2 10 Attenuation of correlation 11 Spearman's rho (for ordinal data) 26 Kendall's tau-b (for ordinal data) 29 Polyserial correlation (for a continuous with an ordinal or binary variable) 32 Polychoric correlation (for ordinal and binary variables) 34 Other software for polychoric correlation 40 Phi (for two binary variables) 40 Other types of correlation 41 Point-biserial correlation 41 Converting point-biserial to biserial correlation 42 Rank-biserial correlation (Somers' D) 42 Correlation ratio, eta 46 Coefficient of intraclass correlation (ICC) 46 Assumptions 46 Frequently Asked Questions 49 Do I want one-tailed or two-tailed significance? 49 How many correlations will there be among k variables? 49 How do I convert correlations into z scores? 50 How is the significance of a Pearson correlation coefficient computed? 53 Significance of r 53 Significance of the difference between two correlations from two independent samples 53 Significance of the difference between two dependent correlations from the same sample 54 How do I set confidence limits on my correlation coefficients? 55 I have ordinal variables and thus used Spearman's rho. How do I use these ordinal correlations in SPSS for partial correlation, regression, and other procedures? 55 Are polyserial and biserial correlations simply Spearman's rho applied to appropriate variables? 55 What is the relation of correlation to ANOVA? 56 What is the relation of correlation to validity? 56 Bibliography 57 Pagecount: 60