Skip to main content
Top

2014 | OriginalPaper | Chapter

The RCI as a Measure of Monotonic Dependence

Authors : Emanuela Raffinetti, Pier Alda Ferrari

Published in: Analysis and Modeling of Complex Data in Behavioral and Social Sciences

Publisher: Springer International Publishing

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

In this paper a statistical interpretation of a recent measure, called “Rank-based Concordance Index” (RCI), in terms of monotonic dependence relationship between a non-negative dependent variable and a quantitative independent one is provided. Due to its rank-based construction, the measure presents properties and features that make it suitable also in an ordinal context of analysis. In applied research many data sets contain observations from ordinal variables rather than continuous ones. In such situations, the study of dependence relationship among variables represents an interesting issue, since ordinal variables are not specified according to a metric scale. The proposal discussed here can thus contribute to solve this problem.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literature
go back to reference Agresti, A. (2010). Analysis of ordinal categorical data (2nd ed.). Hoboken: John Wiley & Sons.CrossRefMATH Agresti, A. (2010). Analysis of ordinal categorical data (2nd ed.). Hoboken: John Wiley & Sons.CrossRefMATH
go back to reference Barnett, V., & Lewis, T. (1994). Outliers in statistical data (3rd ed.). New York: John Wiley & Sons.MATH Barnett, V., & Lewis, T. (1994). Outliers in statistical data (3rd ed.). New York: John Wiley & Sons.MATH
go back to reference Ferrari, P. A., & Barbiero, A. (2012). Simulating ordinal data. Multivariate Behavioral Research, 7(4), 566–589.CrossRef Ferrari, P. A., & Barbiero, A. (2012). Simulating ordinal data. Multivariate Behavioral Research, 7(4), 566–589.CrossRef
go back to reference Muliere, P. (1986). Alcune osservazioni sull’equità orizzontale di una tassazione (Some notes about the horizontal equity of a taxation), Estratto da “Scritti in onore di F. Brambilla” (vol. II, pp. 551–559). Milano: Edizioni di Bocconi Comunicazione. Muliere, P. (1986). Alcune osservazioni sull’equità orizzontale di una tassazione (Some notes about the horizontal equity of a taxation), Estratto da “Scritti in onore di F. Brambilla” (vol. II, pp. 551–559). Milano: Edizioni di Bocconi Comunicazione.
go back to reference Osborne, J. W., & Overbay A. (2004). The power of outliers (and why researchers should always check for them). Practical Assessment, Research & Evaluation, 9(6), 1–12. Osborne, J. W., & Overbay A. (2004). The power of outliers (and why researchers should always check for them). Practical Assessment, Research & Evaluation, 9(6), 1–12.
go back to reference Pearson, K. (1907). Mathematical contributions to the theory of evolution: XIV. On the general theory of skew correlation and non-linear regression (Drapers’ Company Research Memoirs, Biometric Series, No. II). Cambridge: Cambridge University Press. Pearson, K. (1907). Mathematical contributions to the theory of evolution: XIV. On the general theory of skew correlation and non-linear regression (Drapers’ Company Research Memoirs, Biometric Series, No. II). Cambridge: Cambridge University Press.
go back to reference Raffinetti, E., & Giudici, P. (2012). Multivariate Ranks-based concordance indexes. In A. Di Ciaccio et al. (Eds.), Advanced statistical methods for the analysis of large data-sets. Studies in theoretical and applied statistics (pp. 465–473). Berlin: Springer. Raffinetti, E., & Giudici, P. (2012). Multivariate Ranks-based concordance indexes. In A. Di Ciaccio et al. (Eds.), Advanced statistical methods for the analysis of large data-sets. Studies in theoretical and applied statistics (pp. 465–473). Berlin: Springer.
go back to reference Spearman, C. (1904). The proof and measurement of correlation between two things. American Journal of Psychology, 15, 72–101.CrossRef Spearman, C. (1904). The proof and measurement of correlation between two things. American Journal of Psychology, 15, 72–101.CrossRef
Metadata
Title
The RCI as a Measure of Monotonic Dependence
Authors
Emanuela Raffinetti
Pier Alda Ferrari
Copyright Year
2014
DOI
https://doi.org/10.1007/978-3-319-06692-9_25

Premium Partner