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A Measure of Top – Down Correlation
Abstract
Many situations exist in which n objects are ranked by two or more independent sources, where interest centers primarily on agreement in the top rankings and disagreements on items at the bottom of the rankings are of little or no importance. A problem with Spearman's rho or Kendall's coefftcient of concordance in this setting is that they are equally influenced by disagreement on the assignment of rankings at all levels. In this article, a concordance measure is provided that is more sensitive to agreement on the top rankings. The statistics used in this setting are functions of the ordinary correlation coeRicient computed on Savage (1956) scores. The asymptotic distributions of these statistics are presented, and a summary of the quantiles of the exact distribution for the two sample case are provided for n = 3(1)14. The statistic for the two-sample case is shown to provide a locally most powerful rank test for a model given by Hájek and Šidák (1967).
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Cited by
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Helton, J. C., & Davis, F. J. (2003) · Reliability Engineering & System Safety · doi:10.1016/s0951-8320(03)00058-9 · Cited by 2,688
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Global Sensitivity Analysis of environmental models: Convergence and validation
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Metadata
- Authors
- Iman, R. L., & Conover, W. J.
- Venue
- Technometrics
- Publisher
- Informa UK Limited
- Published
- 1987-08
- Volume
- 29
- Issue
- 3
- Pages
- 351-357
- ISSN
- 0040-1706 (ISSN-L)
- 1537-2723
- OpenAlex
- W1972827298
- Cited by
- 166
- References
- 0
- FWCI
- 1.81
- Type
- journal article
- Language
- en
- Open access
- closed
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- Iman, R. L., & Conover, W. J. (1987). A Measure of Top – Down Correlation. Technometrics. https://doi.org/10.1080/00401706.1987.10488244
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