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- Message-ID: <EDSTAT-L%92111115473729@NCSUVM.CC.NCSU.EDU>
- Newsgroups: bit.listserv.edstat-l
- Date: Wed, 11 Nov 1992 14:44:21 -0800
- Reply-To: Tor Neilands <tbn@UTXVM.CC.UTEXAS.EDU>
- Sender: "Statistics Education Discussion" <EDSTAT-L@NCSUVM.BITNET>
- From: Tor Neilands <tbn@UTXVM.CC.UTEXAS.EDU>
- Subject: Re: fisher's z and r
- Lines: 53
-
- Tony Lachenbruch writes:
-
- >A recent comment on the Fisher z transformation reraised a question in my mind.
- >It has long been known that the distribution of the correlation coefficient is
- >very NONROBUST (shout from rooftops). An article by E. Pearson and another by
- >C. Kowalski (roughly in the early 1970s) showed this. My question is "how
- >robust are analyses which are based on the Fisher z transformation?" I've never
- > seen anything on it, but maybe the literature I read doesn't give it much play
- > - does anybody on the network have any information?
- >
- >Tony Lachenbruch
-
- I am not aware of any literature pertaining to the robustness of Fisher's r
- to z transformation and would definitely be interested in hearing/reading
- about any information others have on the subject. It seems to me (unless
- I'm missing something here) that if the correlation coefficient on which
- the transformed z-value is based is nonrobust, wouldn't the resulting
- z-value have to be at least as non-robust as the original correlation, if
- not even less robust to potential losses of robustness in using the
- transformation procedure itself? If this is not so, could someone explain
- how the transformed z-value could in fact be more robust than the original
- correlation on which the transformed z-value was based?
-
- thanks,
-
- TBN
-
-
- Tor Neilands
- Systems Analyst
- Statistical Services Group
- Computation Center
- University of Texas at Austin
- Austin, TX 78712
-
- Phone: (512)-471-3241, Ext. 263
-
- Internet: TBN@Utxvm.cc.utexas.edu
- ___________________________________________________
-
- "Life is too short to self-verify" --- Shawn McNulty
-
- "Two roads diverged in a yellow wood and I, I took
- the road less traveled by, and that has made all the
- difference". --- Robert Frost
- ___________________________________________________
-
- Disclaimer: All of the views expressed above are solely
- those of the author. Any relationship between my own
- views and those of the University of Texas and/or The
- Computation Center at the University of Texas are
- due merely to regression to the mean.
- ____________________________________________________
-