A nonparametric comparison of two multiple regressions by means of a weighted measure of correlation

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Abstract
Let (R1j,....,Rmj) j=1,2, be two rankings of m items; let Tk , k=l,...,m. be the number of items with rank ≤ k in both rankings; and let T = ∑Tk/k. Then T is a measure of rank correlation which gives greater weight to items of low rank than high. Such a measure is particularly useful in comparing the ordering of the regressors in two multiple regressions. We discuss the distribution of T, presenting both exact tables and practical approximations, and extend the concept to other situations

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