Repeat Exercise 1 with Spearman’s rho, the percentage bend correlation, and the Winsorized correlation. Demonstrate that heteroscedasticity affects the probability of a type I error when testing the...

Repeat Exercise 1 with Spearman’s rho, the percentage bend correlation, and the Winsorized correlation.

Demonstrate that heteroscedasticity affects the probability of a type I error when testing the hypothesis of a zero correlation based on any type M correlation and nonbootstrap method covered in this chapter.