Estimating relative rank correlation: Theory and application

In this note we introduce a new novel correlation estimator termed the relative rank correlation (RRC), along with a new descriptive RRC plot. The goal is to estimate the RRC per subject for the purpose of examining “within subject” correlations. The interesting feature of this correlation estimator...

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Bibliographic Details
Published inStatistical methodology Vol. 5; no. 1; pp. 46 - 55
Main Author Hutson, Alan D.
Format Journal Article
LanguageEnglish
Published Elsevier B.V 2008
Subjects
Bootstrap
Concomitant order statistics
Concomitant order statistics
Bootstrap
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ISSN1572-3127
1878-0954
DOI10.1016/j.stamet.2007.04.002

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Summary:In this note we introduce a new novel correlation estimator termed the relative rank correlation (RRC), along with a new descriptive RRC plot. The goal is to estimate the RRC per subject for the purpose of examining “within subject” correlations. The interesting feature of this correlation estimator is that it can be calculated given only a single paired observation per subject. Specific applications of the RRC estimator include model diagnostics, examination of influential observations, graphical exploration and simple description. This approach extends to “within subject” simple linear regression estimation as well.
ISSN:1572-3127
1878-0954
DOI:10.1016/j.stamet.2007.04.002