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Cox, Nicholas J.. |
Ronald Aylmer Fisher suggested transforming correlations by using the inverse hyperbolic tangent, or atanh function, a device often called Fisher’s z transformation. This article reviews that function and its inverse, the hyperbolic tangent, or tanh function, with discussions of their definitions and behavior, their use in statistical inference with correlations, and how to apply them in Stata. Examples show the use of Stata and Mata in calculator style. New commands corrci and corrcii are also presented for correlation confidence intervals. The results of using bootstrapping to produce confidence intervals for correlations are also compared. Various historical comments are sprinkled throughout. |
Tipo: Article |
Palavras-chave: Corrci; Corrcii; Correlation; Confidence intervals; Fisher's z; Transformation; Bootstrap; Mata; Research Methods/ Statistical Methods. |
Ano: 2008 |
URL: http://purl.umn.edu/122603 |
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Newson, Roger. |
So-called “nonparametric” statistical methods are often in fact based on population parameters, which can be estimated (with confidence limits) using the corresponding sample statistics. This article reviews the uses of three such parameters, namely Kendall’s τα Somers’ D, and the Hodges–Lehmann median difference. Confidence intervals for these are demonstrated using the somersd package. It is argued that confidence limits for these parameters, and their differences, are more informative than the traditional practice of reporting only p-values. These three parameters are also important in defining other tests and parameters, such as the Wilcoxon test, the area under the receiver operating characteristic (ROC) curve, Harrell’s C, and the Theil median slope. |
Tipo: Journal Article |
Palavras-chave: Confidence intervals; Gehan test; Harrell's C; Hodges–Lehmann median difference; Kendall's tau; Nonparametric methods; Rank correlation; Rank-sum test; ROC area; Somers' D; Theil median slope; Wilcoxon test; Research Methods/ Statistical Methods. |
Ano: 2002 |
URL: http://purl.umn.edu/115950 |
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