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A robust Pearson correlation test for a general point null using a surrogate bootstrap distribution

In this note we present a robust bootstrap test with good Type I error control for testing the general hypothesis H(0): ρ = ρ(0). In order to carry out this test we use what is termed a surrogate bootstrap distribution. The test was inspired by the studentized permutation for testing H(0): ρ = 0, wh...

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Detalles Bibliográficos
Autor principal: Hutson, Alan D.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2019
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6522008/
https://www.ncbi.nlm.nih.gov/pubmed/31095591
http://dx.doi.org/10.1371/journal.pone.0216287
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author Hutson, Alan D.
author_facet Hutson, Alan D.
author_sort Hutson, Alan D.
collection PubMed
description In this note we present a robust bootstrap test with good Type I error control for testing the general hypothesis H(0): ρ = ρ(0). In order to carry out this test we use what is termed a surrogate bootstrap distribution. The test was inspired by the studentized permutation for testing H(0): ρ = 0, which was proven to be exact in certain scenarios and asymptotically correct overall. We show that the bootstrap based test is robust to a variety of distributional scenarios in terms of proper Type I error control.
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spelling pubmed-65220082019-05-31 A robust Pearson correlation test for a general point null using a surrogate bootstrap distribution Hutson, Alan D. PLoS One Research Article In this note we present a robust bootstrap test with good Type I error control for testing the general hypothesis H(0): ρ = ρ(0). In order to carry out this test we use what is termed a surrogate bootstrap distribution. The test was inspired by the studentized permutation for testing H(0): ρ = 0, which was proven to be exact in certain scenarios and asymptotically correct overall. We show that the bootstrap based test is robust to a variety of distributional scenarios in terms of proper Type I error control. Public Library of Science 2019-05-16 /pmc/articles/PMC6522008/ /pubmed/31095591 http://dx.doi.org/10.1371/journal.pone.0216287 Text en © 2019 Alan D. Hutson http://creativecommons.org/licenses/by/4.0/ This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/) , which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
spellingShingle Research Article
Hutson, Alan D.
A robust Pearson correlation test for a general point null using a surrogate bootstrap distribution
title A robust Pearson correlation test for a general point null using a surrogate bootstrap distribution
title_full A robust Pearson correlation test for a general point null using a surrogate bootstrap distribution
title_fullStr A robust Pearson correlation test for a general point null using a surrogate bootstrap distribution
title_full_unstemmed A robust Pearson correlation test for a general point null using a surrogate bootstrap distribution
title_short A robust Pearson correlation test for a general point null using a surrogate bootstrap distribution
title_sort robust pearson correlation test for a general point null using a surrogate bootstrap distribution
topic Research Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6522008/
https://www.ncbi.nlm.nih.gov/pubmed/31095591
http://dx.doi.org/10.1371/journal.pone.0216287
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