Differences between pearson’s product moment correlation coefficient and an absolute value correlation coefficient in the presence of outliers / Norafefah Mohamad Sobri ...[et al]

Mohamad Sobri, Norafefah and Midi, Prof Dr. Habshah and Ibrahim, Nurul Bariyah and Ismail, Nor Azima (2016) Differences between pearson’s product moment correlation coefficient and an absolute value correlation coefficient in the presence of outliers / Norafefah Mohamad Sobri ...[et al]. Journal of Mathematics & Computing Science, 1 (1). pp. 1-11. ISSN 0128-0767

Official URL: http://jmcs.com.my/

Abstract

The correlation coefficient is one of the most commonly used statistical measures in all branches of statistics. The empirical evidence shows that this correlation coefficient is sufficiently non-robust against outliers. The aimof this study is to compare the performance of the estimator of correlation coefficient. In this study, Pilot-plant data was considered at first stage. Second stage of this study, the simulation data were generated based on normal and uniform distributionat its four contaminated form. The methods of analysis used in this study were Pearson’s correlation coefficient and An Absolute Value correlation coefficient. It can be conclude that an Absolute Value correlation coefficient performs well and more robustcompared to Pearson’s correlation coefficient in existence of outliers. Then we investigated the bias, standard error (SE) and root mean square error (RMSE) to judge their performance. The result shows that an Absolute Value performs better than Pearson’s correlation coefficient. In general An Absolute Value correlation coefficient appears to be a good estimator because it has the lowest values of bias, standard error and RMSE

Metadata

Item Type: Article
Creators:
Creators
Email / ID Num.
Mohamad Sobri, Norafefah
noraf378@uitm.edu.my
Midi, Prof Dr. Habshah
UNSPECIFIED
Ibrahim, Nurul Bariyah
UNSPECIFIED
Ismail, Nor Azima
UNSPECIFIED
Subjects: H Social Sciences > HA Statistics
H Social Sciences > HA Statistics > Regression. Correlation
Divisions: Universiti Teknologi MARA, Kelantan > Machang Campus
Journal or Publication Title: Journal of Mathematics & Computing Science
UiTM Journal Collections: UiTM Journal > Journal of Mathematics and Computing Science (JMCS)
ISSN: 0128-0767
Volume: 1
Number: 1
Page Range: pp. 1-11
Keywords: Absolute Value Correlation Coefficient, contaminated, Pearson’s Correlation Coefficient, outliers
Date: June 2016
URI: https://ir.uitm.edu.my/id/eprint/29583
Edit Item
Edit Item

Download

[thumbnail of 29583.pdf] Text
29583.pdf

Download (703kB)

ID Number

29583

Indexing

|

Statistic

Statistic details