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Dear Margaret

I think you have posed the question wrongly, as do sources such as you
cite.

I would prefer e.g. The following " You can calculate the PCC on ANYTHING.
The interpretation you place upon it depends on the following factors ....

Even on binary data the PCC has some sense. It is then equivalent to the
xxxxx. (I forget what - a useful exercise for the reader!)

JOHN BIBBY



On Wednesday, 15 July 2015, Margaret MacDougall <[log in to unmask]> wrote:

> Hello
>
> I have recently encountered some conflicting advice on the assumptions for
> use of the Pearson correlation coefficient which has led me to question the
> correct advice to be offering non-specialists.
>
> For example, at the site
> http://www.statstutor.ac.uk/resources/uploaded/pearsons.pdf , the
> following advice is provided:
>
> "The calculation of Pearson’s correlation coefficient and subsequent
> significance testing of it requires the following data assumptions to hold:
>  interval or ratio level;  linearly related;  bivariate normally
> distributed. In practice the last assumption is checked by requiring both
> variables to be individually normally distributed (which is a by-product
> consequence of bivariate normality). Pragmatically Pearson’s correlation
> coefficient is sensitive to skewed distributions and outliers, thus if we
> do not have these conditions [skewed distributions and outliers]  we are
> content. If your data does not meet the above assumptions then use
> Spearman’s rank correlation!"
>
> By contrast, at the site,
> http://www.sheffield.ac.uk/polopoly_fs/1.43991!/file/Tutorial-14-correlation.pdf ,
> the following advice, involving a weaker condition, is provided:
> " When calculating the [Pearson] correlation coefficient it is assumed
> that at least one of the variables is Normally distributed."
>
> Is there some way of deciding how to resolve the differences and can
> anyone suggest how they may have evolved?
>
> Thanks in advance for any relevant help provided.
>
> Best wishes
>
> Margaret
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