Correlation (Statistical Associates "Blue Book" Series Book 3)

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 creation of appropriate correlation matrices for input to factor, structural equation modeling, and other procedures
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
Overview6
Deviation7
Covariance8
Standardization8
Data example8
Pearson correlation (for interval data)10
Coefficient of determination, r210
Attenuation of correlation11
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 correlation40
Phi (for two binary variables)40
Other types of correlation41
Point-biserial correlation41
Converting point-biserial to biserial correlation42
Rank-biserial correlation (Somers' D)42
Correlation ratio, eta46
Coefficient of intraclass correlation (ICC)46
Assumptions46
Frequently Asked Questions49
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 r53
Significance of the difference between two correlations from two independent samples53
Significance of the difference between two dependent correlations from the same sample54
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
Bibliography57
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