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Journal of the American Statistical Association Volume 66, 1971 - Issue 336
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Theory and Method

Comparison of Tests of the Equality of Dependent Correlation Coefficients

Olive Jean Dunn Biostatistics Division, School of Public Health, University of California, Los Angeles, Calif., 90024, USA
&
Virginia Clark Biostatistics Division, School of Public Health, University of California, Los Angeles, Calif., 90024, USA
Pages 904-908 | Published online: 05 Apr 2012
 
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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 article considers tests to be made using a sample from a multivariate normal distribution. Small sample level of significance and power are obtained using Monte Carlo methods for Hotelling's test of , Williams's modification of Hotelling's test, and for two tests of , based on Fisher's z transformation.

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