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Daily Archives: November 1, 2018

On the Non-Additivity of Correlation Coefficients Part 3: The Bias & Nature of Correlation Coefficients

01 Thursday Nov 2018

Posted by egarcia in Data Mining, Fisher Transformations, Mathematics, Statistics and Mathematics

≈ 1 Comment

Tags

bias, bivariate normality, Correlation Coefficients, normal distribution, shifted up cosines

statistical relationships
This the third and last part of a tutorial series on the non-additivity of correlation coefficients.
http://www.minerazzi.com/tutorials/nonadditivity-correlations-part-3.pdf

Their bias & nature, transformations, and approximations to normality are discussed. The risks of blindly transforming scores to ranks or arbitrarily converting r-to-Z values/Z-to-r values (Fisher Transformations) are discussed. Shifted up cosine approximations to normality are also covered.

Not all researchers know that score-to-rank transformations can change the sampling distribution of a statistic (e.g. a correlation coefficient) and that Fisher transformations are sensitive to normality violations. Combining both types of transformations is a recipe for a statistical disaster.

Alas, some meta analysis and data analytic folks are guilty of that.

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