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Assessment of Performance of Correlation Estimates in Discrete Bivariate Distributions using Bootstrap Methodology

Author

Listed:
  • Tsagris, Michail
  • Elmatzoglou, Ioannis
  • C. Frangos, Christos

Abstract

Little attention has been given to the correlation coefficient when data come from discrete or continuous non-normal populations. In this article, we consider the efficiency of two correlation coefficients which are from the same family, Pearson's and Spearman's estimators. Two discrete bivariate distributions were examined: the Poisson and the Negative Binomial. The comparison between these two estimators took place using classical and bootstrap techniques for the construction of confidence intervals. Thus, these techniques are also subject to comparison. Simulation studies were also used for the relative efficiency and bias of the two estimators. Pearson's estimator performed slightly better than Spearman's.

Suggested Citation

  • Tsagris, Michail & Elmatzoglou, Ioannis & C. Frangos, Christos, 2012. "Assessment of Performance of Correlation Estimates in Discrete Bivariate Distributions using Bootstrap Methodology," MPRA Paper 68057, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:68057
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    References listed on IDEAS

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    1. Frangos, Chris C. & Schucany, William R., 1990. "Jackknife estimation of the bootstrap acceleration constant," Computational Statistics & Data Analysis, Elsevier, vol. 9(3), pages 271-281, May.
    2. Greene, William, 2007. "Functional Form and Heterogeneity in Models for Count Data," Foundations and Trends(R) in Econometrics, now publishers, vol. 1(2), pages 113-218, August.
    3. Michael Dolker & Silas Halperin & D. Divgi, 1982. "Problems with bootstrapping pearson correlations in very small bivariate samples," Psychometrika, Springer;The Psychometric Society, vol. 47(4), pages 529-530, December.
    4. Karlis, Dimitris & Ntzoufras, Ioannis, 2005. "Bivariate Poisson and Diagonal Inflated Bivariate Poisson Regression Models in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 14(i10).
    5. Raschke, Christian & Greene, William H., 2010. "Corrigendum to "Functional forms for the negative binomial model for count data" [Economics Letters 99 (2008) 585-590]," Economics Letters, Elsevier, vol. 107(2), pages 313-313, May.
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    1. Fragkos, Konstantinos C. & Tsagris, Michail & Frangos, Christos C., 2014. "Publication Bias in Meta-Analysis: Confidence Intervals for Rosenthal’s Fail-Safe Number," MPRA Paper 66451, University Library of Munich, Germany.

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    JEL classification:

    • C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
    • C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions

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