Document 15020134

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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.

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Outline Materi

• Uji kruskal Wallis

• Uji Friedman

• Koefisien korelasi peringkat Spearman

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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, r s

, is a measure of association between two variables when only ordinal data are available.

• Values of r s 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.

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Rank Correlation

• Spearman Rank-Correlation Coefficient, r s r s

6

 d i

2 n n 2  1) where: n = number of items being ranked x i

= rank of item i with respect to one variable y i

= rank of item i with respect to a second variable d i

= x i

y i

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Test for Significant Rank Correlation

• We may want to use sample results to make an inference about the population rank correlation p s

.

• To do so, we must test the hypotheses:

H

0

: p s

= 0

H a

: p s

≠ 0

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Rank Correlation

• Sampling Distribution of r s

– Mean

 r s

 0 when p s

= 0

– Standard Deviation

 r s

 n

1

 1

– Distribution Form

Approximately normal, provided n > 10

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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 A B C D E F G H I J

Analyst #1 1 4 9 8 6 3 5 7 2 10

Analyst #2 1 5 6 2 9 7 3 10 4 8

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Contoh Soal: Connor Investors

Analyst #1 Analyst #2

Investment Rating

A 1

B

C

4

9

G

H

I

J

D

E

F

8

6

3

5

7

2

10

Rating Differ. (Differ.) 2

1 0 0

5

6

-1

3

1

9

2

9

7

6

-3

-4

36

9

16

3

10

4

8

2

-3

-2

2 4

Sum = 92

4

9

4

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Contoh Soal: Connor Investors

• Hypotheses

H

0

: p s

= 0 (No rank correlation exists.)

H a

: p s

= 0 (Rank correlation exists.)

• Sampling Distribution

Sampling distribution of r s under the assumption of no rank correlation

 r s

1

 .333

Bina Nusantara University  r

= 0 r s

11

Contoh Soal: Connor Investors

• Rejection Rule

Using .10 level of significance,

Reject H

0

• Test Statistic r s if z < -1.645 or z > 1.645

6

 d i

2 n n 2  1)

6(92)

 0.4424

z = ( r s

• Conclusion

-

 r

)/

 r

= (.4424 - 0)/.3333 = 1.33

Do no reject H

0

. 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.

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• Selamat Belajar Semoga Sukses.

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