A general non-linear index of association between two continuous rank-order variables
A general non-linear index of association between two continuous rank-order variables
Non-linear dependence between two continuous variables has been given but little consideration among statisticians to this day, and no correlation index has been contrived, apart from the semi-categorized η 2 coefficient in the anova context.Here, a non-parametric, rank-based approach is implemented, giving rise to two coefficients, RY, which measures the …