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Bootstrap power of the generalized correlation coefficient

✍ Scribed by Reza Modarres

Publisher
Springer US
Year
1996
Tongue
English
Weight
670 KB
Volume
6
Category
Article
ISSN
0960-3174

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✦ Synopsis

We present a bootstrap Monte Carlo algorithm for computing the power function of the generalized correlation coefficient. The proposed method makes no assumptions about the form of the underlying probability distribution and may be used with observed data to approximate the power function and pilot data for sample size determination. In particular, the bootstrap power functions of the Pearson product moment correlation and the Spearman rank correlation are examined. Monte Carlo experiments indicate that the proposed algorithm is reliable and compares well with the asymptotic values. An example which demonstrates how this method can be used for sample size determination and power calculations is provided.

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