Matakuliah Tahun : Statistika Psikologi : 2008 Uji-uji Nonparametrik Lanjutan Pertemuan 26 Learning Outcomes Pada akhir pertemuan ini, diharapkan mahasiswa akan mampu : • Mahasiswa akan dapat menghasilkan simpulan hasil uji Krushal Wallis, Friedman dan Koefisien Korelasi. Bina Nusantara University 3 Outline Materi • Uji kruskal Wallis • Uji Friedman • Koefisien korelasi peringkat Spearman Bina Nusantara University 4 Rank Correlation • The Pearson correlation coefficient, r, is a measure of the linear association between two variables for which interval or ratio data are available. • The Spearman rank-correlation coefficient, rs , is a measure of association between two variables when only ordinal data are available. • Values of rs can range from –1.0 to +1.0, where – values near 1.0 indicate a strong positive association between the rankings, and – values near -1.0 indicate a strong negative association between the rankings. Bina Nusantara University 5 Rank Correlation • Spearman Rank-Correlation Coefficient, rs rs 1 6 d 2 i n(n 1) 2 where: n = number of items being ranked xi = rank of item i with respect to one variable yi = rank of item i with respect to a second variable di = xi - yi Bina Nusantara University 6 Test for Significant Rank Correlation • We may want to use sample results to make an inference about the population rank correlation ps. • To do so, we must test the hypotheses: H0: ps = 0 Ha: ps ≠ 0 Bina Nusantara University 7 Rank Correlation • Sampling Distribution of rs when ps = 0 – Mean r 0 s – Standard Deviation 1 rs n1 – Distribution Form Approximately normal, provided n > 10 Bina Nusantara University 8 Contoh Soal: Connor Investors • Rank Correlation Connor Investors provides a portfolio management service for its clients. Two of Connor’s analysts rated ten investments from high (6) to low (1) risk as shown below. Use rank correlation, with a = .10, to comment on the agreement of the two analysts’ ratings. Investment Analyst #1 Analyst #2 Bina Nusantara University A B C D E 1 4 9 8 6 1 5 6 2 9 F G H I J 3 5 7 2 10 7 3 10 4 8 9 Contoh Soal: Connor Investors Investment A B C D E F G H I J Bina Nusantara University Analyst #1 Analyst #2 Rating Rating Differ. (Differ.)2 1 1 0 0 4 5 -1 1 9 6 3 9 8 2 6 36 6 9 -3 9 3 7 -4 16 5 3 2 4 7 10 -3 9 2 4 -2 4 10 8 2 4 Sum = 92 10 Contoh Soal: Connor Investors • Hypotheses H0: ps = 0 (No rank correlation exists.) Ha: ps = 0 (Rank correlation exists.) • Sampling Distribution Sampling distribution of rs under the assumption of no rank correlation 1 rs .333 10 1 Bina Nusantara University r = 0 rs 11 Contoh Soal: Connor Investors • Rejection Rule Using .10 level of significance, Reject H0 if z < -1.645 or z > 1.645 • Test Statistic 2 6 di 6(92) rs 1 1 0.4424 2 n(n 1) 10(100 1) z = (rs - r )/r = (.4424 - 0)/.3333 = 1.33 • Conclusion Do no reject H0. There is not a significant rank correlation. The two analysts are not showing agreement in their rating of the risk associated with the different investments. Bina Nusantara University 12 • Selamat Belajar Semoga Sukses. Bina Nusantara University 13
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