A robust Pearson correlation test for a general point null using a surrogate bootstrap distribution

Alan D Hutson

PLOS ONE, 2019, vol. 14, issue 5, 1-14

Abstract: In this note we present a robust bootstrap test with good Type I error control for testing the general hypothesis H0: ρ = ρ0. In order to carry out this test we use what is termed a surrogate bootstrap distribution. The test was inspired by the studentized permutation for testing H0: ρ = 0, which was proven to be exact in certain scenarios and asymptotically correct overall. We show that the bootstrap based test is robust to a variety of distributional scenarios in terms of proper Type I error control.

Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:plo:pone00:0216287

DOI: 10.1371/journal.pone.0216287

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