Re: [R] Comparison of correlation coefficients

From: Peter Dalgaard <p.dalgaard_at_biostat.ku.dk>
Date: Mon 18 Sep 2006 - 23:22:47 GMT

"David Barron" <mothsailor@googlemail.com> writes:

> Is cor.test() in the stats packages what you mean?

No, he wants to compare two correlation coefficients, not test that one is zero. That's usually a misguided question, but if need be, the Fisher z transform atanh(r) can be used to convert r to an approximately normal variate with a known variance 1/(N-3) and comparing r1 and r2 from two independent samples is straightforward. The correlated case (like cor(x,y) vs cor(x,z)) is more complicated.  

> On 18/09/06, Hu, Donglei <dhu@medicine.ucsf.edu> wrote:
> > Hi,
> >
> >
> >
> > I calculated a few correlation coefficients. Now I want to know whether
> > they are different from each other. Is there an R package that can do
> > such a comparison? Thanks for any suggestion.
> >
> >
> >
> > Best,
> >
> > Donglei Hu
> >
> > Department of Medicine
> >
> > UCSF
> >
> >
> > [[alternative HTML version deleted]]
> >
> > ______________________________________________
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>
>
> --
> =================================
> David Barron
> Said Business School
> University of Oxford
> Park End Street
> Oxford OX1 1HP
>
> ______________________________________________
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>

-- 
   O__  ---- Peter Dalgaard             ุster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
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Received on Tue Sep 19 09:29:36 2006

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