[R] test for difference between non-independent correlations

From: Avril Coghlan <avril.coghlan_at_ucd.ie>
Date: Tue 27 Jul 2004 - 22:35:02 EST


Hello,

  I am wondering whether there is a way to test whether two non-independent correlation coefficients are significantly different, in R?

I have an experimentally measure variable Y, and two different variables X1, and X2, which are predictions of Y that were predicted using two different computational models.

I would like to see whether the correlation of Y and X1, and Y and X2 is significantly different. Since Y appears in both correlations
the correlation coefficients will be non-independent.
(so you cannot use a Z test like you would for
comparing independent correlation coefficients, I think).

I have read that there is a test for comparing non-independent correlation coefficients, by EJ Williams (1959) and Steiger.
There is also a test called Hotelling's t test. I'm wondering does anyone know whether I can somehow carry out any of these using an R package, or compare non-independent correlations using R by some other method?

I will greatly appreciate any help,
thankyou,
Avril Coghlan
(University College Dublin, Ireland)



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