Robust Correlation Analyses: False Positive and Power Validation Using a New Open Source Matlab Toolbox
University of Southern California · Wellcome Centre for Human Neuroimaging · +1 more institution
Abstract
Pearson's correlation measures the strength of the association between two variables. The technique is, however, restricted to linear associations and is overly sensitive to outliers. Indeed, a single outlier can result in a highly inaccurate summary of the data. Yet, it remains the most commonly used measure of association in psychology research. Here we describe a free Matlab((R)) based toolbox (http://sourceforge.net/projects/robustcorrtool/) that computes robust measures of association between two or more random variables: the percentage-bend correlation and skipped-correlations. After illustrating how to use the toolbox, we show that robust methods, where outliers are down weighted or removed and…
Citation impact
- FWCI
- 29.98
- Percentile
- 100%
- References
- 43
Authors
3Topics & keywords
- Outlier
- Toolbox
- Bivariate analysis
- Correlation
- Pearson product-moment correlation coefficient
- Computer science
- Statistics
- Data mining