New sign correlations related to Kendall's tau and Spearman's rho for measuring arbitrary forms of association
Wicher Bergsma
(LSE)
29/01/08
Kendall's tau and Spearman's rho are sign correlation coefficients which measure monotonic relationships in bivariate data sets. In this paper we introduce two new coefficients, related to these, which measure arbitrary forms of association. The first one is based on “concordance” and “discordance” of four points in the plane, the latter one of six points. We propose tests of independence based on either of the new coefficients as an alternative to the chi-square test for ordinal categorical and continuous data, and argue that this leads to a significant increase in power in most practical situations.
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[Last modified: Jan. 21st 2008 by Erik Baurdoux]
