Programming the statistical procedures from SAS

r sqaured values for non parametric correlations

Reply
N/A
Posts: 0

r sqaured values for non parametric correlations

I am trying to generate r squared values, and their standard deviations or errors, for non-parametric correlations. Any ideas how to do this? Any help is greatly appreciated.
Trusted Advisor
Posts: 2,114

Re: r sqaured values for non parametric correlations

Standard Deviations are not defined for non-parametric tests. SD's and r-squared statistics assume a normal distribution.

If you are looking for a variability measure for the correlation, your best bet is to do a bootstrap on the correlation and quote the 25th and 75th percentiles.

Doc Muhlbaier
Duke
Ask a Question
Discussion stats
  • 1 reply
  • 106 views
  • 0 likes
  • 2 in conversation