Sampling error of correlation coefficient (Phi coefficient) for binary variables
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Suppose I have two correlated binary variables (A and B) with known probabilities ($p_a$ and $p_b$) and correlation (Phi) coefficient in population - $rho$ .
Is there any analytic function for sampling error of correlation coefficient if I have finite sample from the population?
I've tried to use Fisher z-transformation, with sampling variance estimation of $1/N$ but it gives inappropriate (lower than actual) estimation of variance. As my simulations show, sampling error of Phi coefficient is a function of population correlation coefficient, frequencies of both binary variables and of course sample size.
Thanks in advance!
statistics statistical-inference correlation
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up vote
2
down vote
favorite
Suppose I have two correlated binary variables (A and B) with known probabilities ($p_a$ and $p_b$) and correlation (Phi) coefficient in population - $rho$ .
Is there any analytic function for sampling error of correlation coefficient if I have finite sample from the population?
I've tried to use Fisher z-transformation, with sampling variance estimation of $1/N$ but it gives inappropriate (lower than actual) estimation of variance. As my simulations show, sampling error of Phi coefficient is a function of population correlation coefficient, frequencies of both binary variables and of course sample size.
Thanks in advance!
statistics statistical-inference correlation
add a comment |Â
up vote
2
down vote
favorite
up vote
2
down vote
favorite
Suppose I have two correlated binary variables (A and B) with known probabilities ($p_a$ and $p_b$) and correlation (Phi) coefficient in population - $rho$ .
Is there any analytic function for sampling error of correlation coefficient if I have finite sample from the population?
I've tried to use Fisher z-transformation, with sampling variance estimation of $1/N$ but it gives inappropriate (lower than actual) estimation of variance. As my simulations show, sampling error of Phi coefficient is a function of population correlation coefficient, frequencies of both binary variables and of course sample size.
Thanks in advance!
statistics statistical-inference correlation
Suppose I have two correlated binary variables (A and B) with known probabilities ($p_a$ and $p_b$) and correlation (Phi) coefficient in population - $rho$ .
Is there any analytic function for sampling error of correlation coefficient if I have finite sample from the population?
I've tried to use Fisher z-transformation, with sampling variance estimation of $1/N$ but it gives inappropriate (lower than actual) estimation of variance. As my simulations show, sampling error of Phi coefficient is a function of population correlation coefficient, frequencies of both binary variables and of course sample size.
Thanks in advance!
statistics statistical-inference correlation
statistics statistical-inference correlation
edited Aug 30 at 6:52
asked Aug 30 at 6:40
Slavskii Sergei
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112
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