A general class of correlation coefficients for the 2 x 2 crossover design

Biom J. 2005 Oct;47(5):644-53. doi: 10.1002/bimj.200410153.

Abstract

The Pearson correlation coefficient and the Kendall correlation coefficient are two popular statistics for assessing the correlation between two variables in a bivariate sample. We indicate how both of these statistics are special cases of a general class of correlation statistics that is parameterized by gamma element of [0, 1]. The Pearson correlation coefficient is characterized by gamma = 1 and the Kendall correlation coefficient by gamma = 0, so they yield the upper and lower extremes of the class, respectively. The correlation coefficient characterized by gamma = 0.5 is of special interest because it only requires that first-order moments exist for the underlying bivariate distribution, whereas the Pearson correlation coefficient requires that second-order moments exist. We derive the asymptotic theory for the general class of sample correlation coefficients and then describe the use of this class of correlation statistics within the 2 x 2 crossover design. We illustrate the methodology using data from the CLIC trial of the Childhood Asthma Research and Education (CARE) Network.

MeSH terms

  • Adolescent
  • Asthma / drug therapy
  • Child
  • Clinical Trials, Phase III as Topic / methods
  • Clinical Trials, Phase III as Topic / statistics & numerical data
  • Cross-Over Studies*
  • Humans
  • Models, Statistical*
  • Randomized Controlled Trials as Topic / classification
  • Randomized Controlled Trials as Topic / methods
  • Randomized Controlled Trials as Topic / statistics & numerical data*
  • Research Design / statistics & numerical data*
  • Statistics, Nonparametric