Large Differences between Partial Correlation Coefficients |
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| Authors: | James M. Lucas |
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| Affiliation: | 1. Engineering Dept. , E. I. du Pont de Nemours &2. Co., Inc. , Wilmington , Delaware , 19898 , USA |
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| Abstract: | A plot of each ranking of N objects in N-dimensional space is shown to provide geometric interpretations of Kendall's tau and Spearman's rho and also of the relationship of rho to a sum of inversion weights. The computation of rho from a sum of inversion weights is shown to allow sequential calculation of rho. |
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| Keywords: | Rank correlation Kendall's tau Spearman's rho |
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