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Sample size requirements for estimating pearson, kendall and spearman correlations

, and . Psychometrika, 65 (1): 23--28 (2000)
DOI: 10.1007/BF02294183

Abstract

Interval estimates of the Pearson, Kendall tau-a and Spearman correlations are reviewed and an improved standard error for the Spearman correlation is proposed. The sample size required to yield a confidence interval having the desired width is examined. A two-stage approximation to the sample size requirement is shown to give accurate results.

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