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CORRELATION COEFFICIENTS MEASURED ON THE SAME INDIVIDUALS.

Authors :
Dunn, Olive Jean
Clark, Virginia
Source :
Journal of the American Statistical Association. Mar1969, Vol. 64 Issue 325, p366. 12p.
Publication Year :
1969

Abstract

When two correlation coefficients are calculated from a single sample, rather than from two samples, they are not statistically independent, and the usual methods for testing equality of the population correlation coefficients no longer apply. This paper considers the situation when the sample is from a multivariate normal distribution. Several possible large sample testing procedures are given, all based on Fisher's z-transformation. Power curves are given for each procedure and for seven values of the asymptotic correlation between the two sample correlation coefficients. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
01621459
Volume :
64
Issue :
325
Database :
Academic Search Index
Journal :
Journal of the American Statistical Association
Publication Type :
Academic Journal
Accession number :
4603965
Full Text :
https://doi.org/10.1080/01621459.1969.10500981