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How does "Kendall Correlation test" calculate tied ranks

By Ville Ollikainen | Mar 20, 2016 04:21PM CET

Hi,

How does Kendall Correlation calculate tied ranks in XLSTAT-BASE? Specifically, is it "tau-b"?

I'm preparing an academic paper, so I have to be precise with math. Neither XLSTAT help nor your online reference addresses this fundamental question.

Best regards,
/VO

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By Efthalia | Mar 22, 2016 12:37PM CET | XLSTAT Agent

Dear Ville,

This XLSTAT function calculates the Kendall’s tau. This coefficient, also referred to as tau-b, allows to measure on a -1 to 1 scale the degree of concordance between two ordinal variables. The Kendall’s tau allows to take ties into account.

Regards,
Thalia

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