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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件
1097 0
2012-02-22
The percentage bend correlation between two variables X and Y is computed as follows:
  • Set m = (1-n) + 0.5. Round m down to the nearest integer.
  • Let for i = 1, ..., n where Mx. is the median of X.
  • Sort the Wi in ascending order.
  • = W(m) (i. e., the mth order statistic). W(m) is the estimate of the (1-) quantile of W.
  • Sort the X values. Compute the number of values of that are less than -1 and the number that are greater than +1 and store in i1 and i2 respectively. Then compute



  • Repeat the above calculations on the Y variable. Store corresponding quantities in , , and Vi.
  • Define the function

  • Compute

      Ai = i (Ui)
      Bi = i (Vi)
  • Compute the percentage bend correlation

The value of is selected between 0 and 0.5. Higher values of result in a higher breakdown point at the expense of lower efficiency.

若能收集到该词条相关资料的跟帖者给予奖励,根据收集资料的水平给予5100不等的论坛币,当然也可以谈谈自己的看法、应用背景,相关软件知识,上传资料等等都可以。请大家尽量不要复制一些搜索引擎很容易收集到的资料。

     我每天都会发送不等数量的词条,所以诚邀不同统计背景的各路大侠给予评论。

     欢迎大家多多跟帖!要数量也要质量哟

  
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