Sample size requirements for estimating Pearson, Kendall and Spearman correlations

Authors
Bonett, DG Wright, TA
Citation
Dg. Bonett et Ta. Wright, Sample size requirements for estimating Pearson, Kendall and Spearman correlations, PSYCHOMETRI, 65(1), 2000, pp. 23-28
Citations number
22
Categorie Soggetti
Psycology
Journal title
PSYCHOMETRIKA
ISSN journal
00333123 → ACNP
Volume
65
Issue
1
Year of publication
2000
Pages
23 - 28
Database
ISI
SICI code
0033-3123(200003)65:1<23:SSRFEP>2.0.ZU;2-F
Abstract
Interval estimates of the Pearson, Kendall tau-a and Spearman correlations are reviewed and an improved standard error for the Spearman correlation is proposed. The sample size required to yield a confidence interval having t he desired width is examined. A two-stage approximation to the sample size requirement is shown to give accurate results.