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)

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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 > Institute of Neuroscience and Psychology
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

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