Improved methods for making inferences about multiple skipped correlations. Issue 16 (2nd November 2018) - Wilcox, Rand R.
Abstract: A skipped correlation has the advantage of dealing with outliers in a manner that takes into account the overall structure of the data cloud. For p -variate data, p ≥ 2, there is an extant method for testing the hypothesis of a zero correlation for each pair of variables that is designed to control the probability of one or more Type I errors. And there are methods for the related situation where the focus is on the association between a dependent variable and p explanatory variables. However, there are limitations and several concerns with extant techniques. The paper describes alternative approaches that deal with these issues.