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Confidence intervals for gamma-family measures of ordinal association
1Psychology Department, Washington University in St. Louis, St Louis, MO 63130, USA. cwoods@artsci.wustl.edu
Abstract:
This research focused on confidence intervals (CIs) for 10 measures of monotonic association between ordinal variables. Standard errors (SEs) were also reviewed because more than 1 formula was available per index. For 5 indices, an element of the formula used to compute an SE is given that is apparently new. CIs computed with different SEs were compared in simulations with small samples (N = 25, 50, 75, or 100) for variables with 4 or 5 categories. With N > 25, many CIs performed well. Performance was best for consistent CIs due to N. Cliff and colleagues (N. Cliff, 1996; N. Cliff & V. Charlin, 1991; J. D. Long & N. Cliff, 1997). CIs for Spearman's rank correlation were also examined: Parameter coverage was erratic and sometimes egregiously underestimated.
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