A robust Spearman correlation coefficient permutation test
Han Yu, Alan D. Hutson
Abstract
based on an appropriately studentized statistic. We will show that the test is asymptotically valid in general settings. This was demonstrated by a comprehensive set of simulation studies, where the proposed test exhibits robust type I error control, even when the sample size is small. We also demonstrated the application of this test in two real world examples.
Topics & Concepts
Studentized rangeBivariate analysisStatisticsMathematicsNormalityResamplingTest statisticSample size determinationType I and type II errorsStatisticSpearman's rank correlation coefficientStudentized residualStatistical hypothesis testingEconometricsStandard errorStatistical Methods in Clinical TrialsStatistical Distribution Estimation and ApplicationsGenetic Associations and Epidemiology