Abstract
Interval estimates of the Pearson, Kendall tau-a and Spearman correlations are reviewed and an improved standard error for the Spearman correlation is proposed. The sample size required to yield a confidence interval having the desired width is examined. A two-stage approximation to the sample size requirement is shown to give accurate results.
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Bonett, D.G., Wright, T.A. Sample size requirements for estimating pearson, kendall and spearman correlations. Psychometrika 65, 23–28 (2000). https://doi.org/10.1007/BF02294183
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DOI: https://doi.org/10.1007/BF02294183