Kendall’s Tau

By | September 5, 2012

Kendall’s Tau

This is an example of Kendall’s Tau rank correlation.  This is similar to Spearman’s Rho in that it is a non-parametric measure of correlation on ranks.  It is an appropriate measure for ordinal data and is fairly straight forward when there are no ties in the ranks. When ties do exist then variations of Kendall’s Tau can be used. These are tau-a and tau-b.

This example uses the same data from the previous Spearman’s Rho example . This shows a simple example of how one would calculate Kendall’s Tau as well as providing the R commands.

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