1. Correlation estimation with singly truncated bivariate data
- Author
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Namseon Beck, Taesung Park, Jongho Im, Eunyong Ahn, and Jae Kwang Kim
- Subjects
Statistics and Probability ,Coefficient of determination ,Correlation coefficient ,Epidemiology ,Truncated regression model ,05 social sciences ,01 natural sciences ,010104 statistics & probability ,Bivariate data ,0502 economics and business ,Linear regression ,Statistics ,Consistent estimator ,Ordinary least squares ,0101 mathematics ,Simple linear regression ,050205 econometrics ,Mathematics - Abstract
Correlation coefficient estimates are often attenuated for truncated samples in the sense that the estimates are biased towards zero. Motivated by real data collected in South Sudan, we consider correlation coefficient estimation with singly truncated bivariate data. By considering a linear regression model in which a truncated variable is used as an explanatory variable, a consistent estimator for the regression slope can be obtained from the ordinary least squares method. A consistent estimator of the correlation coefficient is then obtained by multiplying the regression slope estimator by the variance ratio of the two variables. Results from two limited simulation studies confirm the validity and robustness of the proposed method. The proposed method is applied to the South Sudanese children's anthropometric and nutritional data collected by World Vision. Copyright © 2017 John Wiley & Sons, Ltd.
- Published
- 2017
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