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statpsych (version 2.0.0)

ci.kendalltau: Confidence interval for a Kendall tau-a correlation

Description

Computes a Fisher confidence interval for a population Kendal tau-a correlation. This function is useful for Kendall tau-a correlations less than about .8. (Note: under bivariate normality, a Kendall tau-a correlation of .8 corresponds to a Pearson correlation of about .95.) An estimate of the Kendall tau-a correlation can be obtained from the (see cor.test function with method = "kendall".

Usage

ci.kendalltau(alpha, cor, n)

Value

Returns a 1-row matrix. The columns are:

  • Estimate - estimated Kendall tau-a correlation (from input)

  • SE - standard error

  • LL - lower limit of the confidence interval

  • UL - upper limit of the confidence interval

Arguments

alpha

alpha level for 1-alpha confidence

cor

estimate of Kendall's tau-a correlation

n

sample size

References

Bonett2002statpsych

Examples

Run this code
ci.kendalltau(.05, .734, 40)

# Should return:
# Estimate      SE     LL     UL
#    0.734 0.05082 0.6178 0.8188


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