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Confidence intervals for gamma-family measures of ordinal association.
Authors:Woods   Carol M.
Abstract:[Correction Notice: An erratum for this article was reported in Vol 13(1) of Psychological Methods (see record 2008-02525-006). The note corrects simulation results presented in the article concerning the performance of confidence intervals (CIs) for Spearman's rs. An error in the author's C++ code affected all simulation results for Spearman's rs (but none of the results for gamma-family indices).] This research focused on confidence intervals (CIs) for 10 measures of monotonic association between ordinal variables. Standard errors (SEs) were also reviewed because more than 1 formula was available per index. For 5 indices, an element of the formula used to compute an SE is given that is apparently new. CIs computed with different SEs were compared in simulations with small samples (N = 25, 50, 75, or 100) for variables with 4 or 5 categories. With N > 25, many CIs performed well. Performance was best for consistent CIs due to N. Cliff and colleagues (N. Cliff, 1996; N. Cliff & V. Charlin, 1991; J. D. Long & N. Cliff, 1997). CIs for Spearman's rank correlation were also examined: Parameter coverage was erratic and sometimes egregiously underestimated. (PsycINFO Database Record (c) 2010 APA, all rights reserved)
Keywords:ordinal   ordinal association   ordinal measurement   confidence interval   standard error
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