4 ms·
If the relationship is linear, I'm guessing a test based on Pearson has greater power.
by rwilson4 5y ago
If the relationship is linear, I'm guessing a test based on Pearson has greater power.
- mellavora 5y agopower and interpretability. Assuming a linear relationship, if you know the correlation coefficient, you can predict unobserved values of y based on a known x with good accuracy. y = ax + b + error where strong correlation means error is small.
- im3w1l 5y agoSeems likely. The presented coefficient only looks at the ordering of the X-values, and how it relates to the ordering of the Y-values. All other information is thrown away. That's how it can be so general, but it should come at the expense of power.
- emerged 5y agoAh that makes sense intuitively. I was confused how non linear correlation could be detected without knowing anything about the function itself.