A note on moran's measure of multiple rank correlation |
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Authors: | Dr Philip Bobko |
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Institution: | (1) Department of Psychology, University of Maryland, 20742 College Park, Maryland |
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Abstract: | A measure of multiple rank correlation,T
y.12
2, is proposed for the situation with no tied observations in the variables. The measure is a weighted average of two squared Kendall taus. It is shown thatT
y.12
2 is equivalent to a statistic previously proposed by Moran and thus a new interpretation is given to Moran's statistic.The author wishes to thank Nancy Anderson, Willard Larkin, and Kent Norman for their helpful comments. |
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Keywords: | non-parametric multiple correlation Kendall's tau |
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