Covariate-adjusted Spearman's rank correlation with probability-scale residuals.

ABSTRACT: It is desirable to adjust Spearman's rank correlation for covariates, yet existing approaches have limitations. For example, the traditionally defined partial Spearman's correlation does not have a sensible population parameter, and the conditional Spearman's correlation defined with copulas cannot be easily generalized to discrete variables. We define population parameters for both partial and conditional Spearman's correlation through concordance-discordance probabilities. The definitions are natural extensions of Spearman's rank correlation in the presence of covariates and are general for any orderable random variables. We show that they can be neatly expressed using probability-scale residuals (PSRs). This connection allows us to derive simple estimators. Our partial estimator for Spe

SUBMITTER: Liu Q 

PROVIDER: S-EPMC5949238 | biostudies-literature | 2018 Jun

REPOSITORIES: biostudies-literature