From: Viechtbauer Wolfgang (STAT) <Wolfgang.Viechtbauer_at_stat.unimaas.nl>

Date: Thu 28 Sep 2006 - 08:50:21 GMT

Date: Thu 28 Sep 2006 - 08:50:21 GMT

It's more complicated than that, since Phi(X1,X2), Phi(X1,X3), and Phi(X1,X4) are dependent. Take a look at:

Olkin, I., & Finn, J. D. (1990). Testing correlated correlations. Psychological Bulletin, 108(2), 330-333.

and

Meng, X., Rosenthal, R., & Rubin, D. B. (1992). Comparing correlated correlation coefficients. Psychological Bulletin, 111(1), 172-175.

You will probably have to implement these tests yourself.

Best,

-- Wolfgang Viechtbauer Department of Methodology and Statistics University of Maastricht, The Netherlands http://www.wvbauer.com/Received on Thu Sep 28 19:36:23 2006

> -----Original Message-----

> From: r-help-bounces@stat.math.ethz.ch [mailto:r-help-> bounces@stat.math.ethz.ch] On Behalf Of Paul Hewson> Sent: Wednesday, September 27, 2006 17:40> To: Marc Bernard; r-help@stat.math.ethz.ch> Subject: Re: [R] Testing the equality of correlations>> Off the top my head (i.e. this could all be horribly wrong), I think> Anderson gave an asymptotic version for such a test, whereby under the> null hypothesis, the difference between Fisher's z for each sample, z1 -> z2, is normal with zero mean.

> -----Original Message-----

> From: r-help-bounces@stat.math.ethz.ch> [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Marc Bernard> Sent: 27 September 2006 14:42> To: r-help@stat.math.ethz.ch> Subject: [R] Testing the equality of correlations>> Dear All,>> I wonder if there is any implemented statistical test in R to test> the equality between many correlations. As an example, let X1, X2, X3> X4 be four random variables. let> Phi(X1,X2) , Phi(X1,X3) and Phi(X1,X4) be the corresponding> correlations.> How to test Phi(X1,X2) = Phi(X1,X3) = P(X1,X4)?>> Many thanks in advance,>> Bernard

______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.

Archive maintained by Robert King, hosted by
the discipline of
statistics at the
University of Newcastle,
Australia.

Archive generated by hypermail 2.1.8, at Thu 28 Sep 2006 - 10:30:07 GMT.

*
Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help.
Please read the posting
guide before posting to the list.
*