Constructing Confidence Intervals for Spearman’s Rank Correlation with Ordinal Data: A Simulation Study Comparing Analytic and Bootstrap Methods

Abstract

Research shows good probability coverage using analytic confidence intervals (CIs) for Spearman’s rho with continuous data, but poorer coverage with ordinal data. A simulation study examining the latter case replicated prior results and revealed that coverage of bootstrap CIs was usually as good or better than coverage of analytic CIs.