A general class of correlation coefficients for the 2 × 2 crossover design

Vernon M. Chinchilli, Brenda R. Phillips, David T. Mauger, Stanley J. Szefler

Research output: Contribution to journalArticle

4 Scopus citations

Abstract

The Pearson correlation coefficient and the Kendall correlation coefficient are two popular statistics for assessing the correlation between two variables in a bivariate sample. We indicate how both of these statistics are special cases of a general class of correlation statistics that is parameterized by γ ∈ [0, 1]. The Pearson correlation coefficient is characterized by γ = 1 and the Kendall correlation coefficient by γ = 0, so they yield the upper and lower extremes of the class, respectively. The correlation coefficient characterized by γ = 0.5 is of special interest because it only requires that first-order moments exist for the underlying bivariate distribution, whereas the Pearson correlation coefficient requires that second-order moments exist. We derive the asymptotic theory for the general class of sample correlation coefficients and then describe the use of this class of correlation statistics within the 2 × 2 crossover design. We illustrate the methodology using data from the CLIC trial of the Childhood Asthma Research and Education (CARE) Network.

Original languageEnglish (US)
Pages (from-to)644-653
Number of pages10
JournalBiometrical Journal
Volume47
Issue number5
DOIs
StatePublished - Oct 1 2005

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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