A measure of top – down correlation

Ronald L. Iman, W. J. Conover

Research output: Contribution to journalArticle

102 Scopus citations

Abstract

Many situations exist in which n objects are ranked by two or more independent sources, where interest centers primarily on agreement in the top rankings and disagreements on items at the bottom of the rankings are of little or no importance. A problem with Spearman’s rho or Kendall’s coefftcient of concordance in this setting is that they are equally influenced by disagreement on the assignment of rankings at all levels. In this article, a concordance measure is provided that is more sensitive to agreement on the top rankings. The statistics used in this setting are functions of the ordinary correlation coeRicient computed on Savage (1956) scores. The asymptotic distributions of these statistics are presented, and a summary of the quantiles of the exact distribution for the two sample case are provided for n = 3(1)14. The statistic for the two-sample case is shown to provide a locally most powerful rank test for a model given by Hájek and Šidák (1967).

Original languageEnglish
Pages (from-to)351-357
Number of pages7
JournalTechnometrics
Volume29
Issue number3
DOIs
StatePublished - Aug 1987

Keywords

  • Coefficient of concordance
  • Locally most powerful rank test
  • Rank correlation
  • Savage scores

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