Robust correlation analyses: false positive and power validation using a new open source Matlab toolbox

Pernet, C.R., Rand, W. and Rousselet, G.A. (2013) Robust correlation analyses: false positive and power validation using a new open source Matlab toolbox. Frontiers in Psychology, 3(606), (doi: 10.3389/fpsyg.2012.00606)

Abstract

Pearson’s correlation measures the strength of the association between two variables. The technique is, however, restricted to linear associations and is overly sensitive to outliers. Indeed, a single outlier can result in a highly inaccurate summary of the data. Yet, it remains the most commonly used measure of association in psychology research. Here we describe a free Matlab(R) based toolbox (http://sourceforge.net/projects/robustcorrtool/) that computes robust measures of association between two or more random variables: the percentage-bend correlation and skipped-correlations. After illustrating how to use the toolbox, we show that robust methods, where outliers are down weighted or removed and accounted for in significance testing, provide better estimates of the true association with accurate false positive control and without loss of power. The different correlation methods were tested with normal data and normal data contaminated with marginal or bivariate outliers. We report estimates of effect size, false positive rate and power, and advise on which technique to use depending on the data at hand.

• Item Type: Articles
• Additional Information: This Document is Protected by copyright and was first published by Frontiers. All rights reserved. It is reproduced with permission.
• Status: Published
• Refereed: Yes
• Glasgow Author(s) Enlighten ID: Rousselet, Dr Guillaume
• Authors: Pernet, C.R., Rand, W., and Rousselet, G.A.
• College/School: College of Medical Veterinary and Life Sciences > School of Psychology & Neuroscience
• Journal Name: Frontiers in Psychology
• Journal Abbr.: Front. Psychology
• Publisher: Frontiers Research Foundation
• ISSN: 1664-1078
• Published Online: 10 January 2013
• Copyright Holders: Copyright © 2013 The Authors
• First Published: First published in Frontiers in Psychology 3:606
• Publisher Policy: Reproduced under a Creative Commons License