An Approximate Test for Homogeneity of Correlated Correlation Coefficients

@article{citeulike:2642737, abstract = {Abstract\ \ This paper develops and evaluates an approximate procedure for testing homogeneity of an arbitrary subset of correlation coefficients among variables measured on the same set of individuals. The sample may have some missing data. The simple test statistic is a multiple of the variance of Fisher r-to-z transformed correlation coefficients relevant to the null hypothesis being tested and is referred to a chi-square distribution. The use of this test is illustrated through several examples. Given the approximate nature of the test statistics, the procedure was evaluated using a simulation study. The accuracy in terms of the nominal and the actual significance levels of this test for several null hypotheses of interest were evaluated.}, author = {Raghunathan, Trivellore }, citeulike-article-id = {2642737}, doi = {10.1023/A:1022567712647}, journal = {Quality and Quantity}, keywords = {methods}, month = {February}, number = {1}, pages = {99--110}, posted-at = {2008-04-08 21:26:04}, priority = {2}, title = {An Approximate Test for Homogeneity of Correlated Correlation Coefficients}, url = {http://dx.doi.org/10.1023/A:1022567712647}, volume = {37}, year = {2003} }

TY - JOUR ID - citeulike:2642737 L3 - citeulike-article-id:2642737 TI - An Approximate Test for Homogeneity of Correlated Correlation Coefficients JF - Quality and Quantity VL - 37 IS - 1 SP - 99 EP - 110 N2 - Abstract  This paper develops and evaluates an approximate procedure for testing homogeneity of an arbitrary subset of correlation coefficients among variables measured on the same set of individuals. The sample may have some missing data. The simple test statistic is a multiple of the variance of Fisher r-to-z transformed correlation coefficients relevant to the null hypothesis being tested and is referred to a chi-square distribution. The use of this test is illustrated through several examples. Given the approximate nature of the test statistics, the procedure was evaluated using a simulation study. The accuracy in terms of the nominal and the actual significance levels of this test for several null hypotheses of interest were evaluated. KW - methods AU - Raghunathan, Trivellore PY - 2003/02/27/ UR - http://dx.doi.org/10.1023/A:1022567712647 ER -