Testing the Correlation Coefficient with Incomplete Observations.

Abstract

Correlation is often investigated (and tested for significance) in situations where some of the observations on one of the variables are missing. Throwing away these unpaired observations may seem to be a waste of information; a test based on all the data at hand would seemingly be better than a test based on only some of the data available. An exact test using all the data, which is similar in form and distribution to the usual t test based on the sample correlation coefficient, is derived and examined. However, this exact test proves to be a relatively inefficient way to incorporate the extra information. This counterintuitive result provides an interesting lesson concerning the realtionship between power and degrees of freedom. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1981
Accession Number
ADA109548

Entities

People

  • James Beckett
  • N. J. Bosmia
  • William R. Schucany

Organizations

  • Southern Methodist University

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Coefficients
  • Computations
  • Contracts
  • Data Science
  • Estimators
  • Governments
  • Information Science
  • Military Research
  • Normal Distribution
  • Observation
  • Random Variables
  • Standards
  • Statistical Samples
  • Statistics
  • United States
  • United States Government
  • Universities

Readers

  • Applied Combinatorial Optimization and Logic Circuit Design.
  • Regression Analysis.