Re: [Gretl-users] Spearman Rank correlation
On Thu, 26 Jul 2007 01:13:00 -0400 (EDT)
Allin Cottrell <cottrell(a)wfu.edu> wrote:
On Wed, 25 Jul 2007, Angelo Secchi wrote:
> I've noticed a strange behaviour of GRETL with Rank
> Correlation...
I hope this is fixed now, in CVS and the current Windows snapshot
at
http://ricardo.ecn.wfu.edu/pub/gretl/gretl_install.exe
I think the problem was incorrect treatment of the case where
there are ties in the rank calculation. This area of gretl hasn't
been examined in quite a long time. I would be glad to receive
reports of good or bad behaviour with the modified gretl,
Now it seems ok, thanks. I checked also the test
and I have a couple of doubts:
1. There something I do not understand in p-values. I believe you used
the Normal approximation (instead of Student-T) because of ties. Am I
right? Still the value obtained are significantly different from the
ones obtained in R and Stata and I do not believe it is an
approximation issue. If you provide me some details (or the reference)
on the formula used for the p-value of this test I can compare results
with different software and give you more detailed feed-back.
2. If I may, I would suggest to implement as default a two tailed
alternative. In general this test is considered to verify the presence of
correlation between two samples independently from its sign.
Thanks again,
Angelo
Allin Cottrell
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Angelo Secchi PGP Key ID:EA280337
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Research Fellow Scuola Superiore S.Anna
Piazza Martiri della Liberta' 33, Pisa, 56127 Italy
ph.: +39050883365 fax: +39050883344
email: secchi(a)sssup.it www.sssup.it/~secchi/
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