A comparison of generalized and modified sample biserial correlation estimators

Research output: Contribution to journalArticlepeer-review

2 Scopus citations


In a recent paper, Bedrick derived the asymptotic distribution of Lord's modified sample biserial correlation estimator and studied its efficiency for bivariate normal populations. We present a more detailed examination of the properties of Lord's estimator and several competitors, including Brogden's estimator. We show that Lord's estimator is more efficient for three nonnormal distributions than a generalization of Pearson's sample biserial estimator. In addition, Lord's estimator is reasonably efficient relative to the maximum likelihood estimator for these distributions. These conclusions are consistent with Bedrick's results for the bivariate normal distribution. We also study the small sample bias and variance of Lord's estimator, and the coverage properties of several confidence interval estimates.

Original languageEnglish (US)
Pages (from-to)183-201
Number of pages19
Issue number2
StatePublished - Jun 1992
Externally publishedYes


  • asymptotic efficiency
  • biserial correlation
  • confidence interval
  • mixed continuous and discrete data

ASJC Scopus subject areas

  • General Psychology
  • Applied Mathematics


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