Format: K[endall] [column column]
Investigates the relationship between two columns of nonparametric data using Kendall's rank correlation coefficient.
Examples:
Enter command - KEND GHQ HDA
Enter command - k Enter two columns to compare (one on each line): c15 c16
If the two columns are not included on the command line EASISTAT will ask for them.
Output:
Rank correlation of C15 (GHQ) with C16 (HDA) Kendall's S = P - Q = 3393 - 1164 = 2229 Kendall's tau (correlation coefficient) = 0.450 Variance of S = 111938.7, corrected normal deviate of S = 6.659 p = 0.0000
The correlation coefficient is sometimes referred to as Kendall's tau. Kendall's S is taken as an approximating to a normal distribution with mean and standard deviation derived as described by Armitage and Berry. The p value given is the probability of Kendall's S of such magnitude assuming this normal distribution.
Note: Some other statistics programs sometimes give a slightly different value for the correlation coefficient. This is because because they take into account ties (two rows having the same value) before they calculate the correlation coefficient. The procedure used by EASISTAT (as recommended by Armitage and Berry) is to take into account ties only when calculating the significance of the correlation coefficient. Thus some other programs may give different values for Kendall's tau, but the eventual p value calculated should be the same (unless the other program makes a mistake - at least one gives the wrong answer).