psychmeta (version 2.6.4)

var_error_spearman: Estimate the error variance of Spearman rank correlations

Description

Estimates the variance of Spearman rank correlations () using the Fieller correction.

Usage

var_error_spearman(r, n, correct_bias = TRUE)

Value

A vector of sampling-error variances.

Arguments

r

Vector of rank correlations.

n

Vector of sample sizes.

correct_bias

Logical argument that determines whether to correct error-variance estimates for small-sample bias in correlations (TRUE) or not (FALSE).

Details

The sampling variance of a Spearman rank correlation is approximately:

var_e=1.06 (1-r^2)^2n-1var_e = 1.06 * (1 - r^2)^2 / (n - 1)

This can be corrected for bias in the sample correlation by first correcting the correlation (see correct_r_bias()) prior to estimating the error variance.

References

Bishara, A. J., & Hittner, J. B. (2017). Confidence intervals for correlations when data are not normal. Behavior Research Methods, 49(1), 294–309. tools:::Rd_expr_doi("10.3758/s13428-016-0702-8")

Examples

var_error_spearman(r = .3, n = 30, correct_bias = TRUE)
var_error_spearman(r = .3, n = 30, correct_bias = FALSE)