1969
DOI: 10.1007/bf02289363
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Univariate selection: The effects of size of correlation, degree of skew, and degree of restriction

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Cited by 22 publications
(15 citation statements)
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“…With regard to underlying assumptions, the derivation of Equation (3), and hence our results, assumes that the regression of Y on X is linear and that the errors around that line are homoscedastic (see Ghiselli, 1964). The formula is robust to violations of homoscedasticity, although violation of the linearity assumption may either over-or underestimate the latent correlation depending on the form of the nonlinearity (Boldt, 1973;Brewer & Hills, 1969;Greener & Osburn, 1979, 1980. It is also important to note that the estimator in Equation (3) has a small negative bias, which decreases as the sample size increases, even when all assumptions are met (Bobko & Rieck, 1980).…”
Section: Correction Of D For Direct Range Restrictionmentioning
confidence: 99%
“…With regard to underlying assumptions, the derivation of Equation (3), and hence our results, assumes that the regression of Y on X is linear and that the errors around that line are homoscedastic (see Ghiselli, 1964). The formula is robust to violations of homoscedasticity, although violation of the linearity assumption may either over-or underestimate the latent correlation depending on the form of the nonlinearity (Boldt, 1973;Brewer & Hills, 1969;Greener & Osburn, 1979, 1980. It is also important to note that the estimator in Equation (3) has a small negative bias, which decreases as the sample size increases, even when all assumptions are met (Bobko & Rieck, 1980).…”
Section: Correction Of D For Direct Range Restrictionmentioning
confidence: 99%
“…The violation of particular interest is linearity, because univariate corrections have been found to be sensitive to violations of linearity but robust to violations of homoscedasticity (Greener & Osbum, 1979). Further, although Lawley (1943-44) relaxed distributional assumptions for use of the univariate and multivariate correction formulas, a skewed distribution, which is a common data condition, can affect linearity (Brewer & Hills, 1969).…”
mentioning
confidence: 99%
“…We have used 3 different feature selection methods (univariate selection [59,60], feature importance [59,[61][62][63], and correlation matrix with heatmap [59,64]) with our domain knowledge to select the 10 most important features from the extended data sets. From univariate selection [60] and feature importance [61][62][63], we obtained 10 important features with their score from each approach (Multimedia Appendices 2 and 3, respectively). We also prepared an important correlation matrix (Multimedia Appendix 4) with heatmap [64] for the features.…”
Section: Feature Selectionmentioning
confidence: 99%