Comparing Pearson Correlations: Dealing with Heteroscedasticity and Nonnormality

نویسنده

  • Rand R. Wilcox
چکیده

Methods for computing a confidence interval for the difference between two Pearson correlations are compared when dealing with non-normality and heteroscedasticity. Variations of a method derived by Zou performed relatively well in simulations for the dependent case. For the independent case, the Wilcox-Muska method performed best.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Running Head: CORRELATION COEFFICIENT NONNORMALITY 1 Reducing Bias and Error in the Correlation Coefficient Due to Nonnormality

It is more common for educational and psychological data to be non-normal than to be approximately normal. This tendency may lead to bias and error in point estimates of the Pearson correlation coefficient. In a series of Monte Carlo simulations, the Pearson correlation was examined under conditions of normal and non-normal data, and it was compared to its major alternatives, including the Spea...

متن کامل

How Many Discoveries Have Been Lost by Ignoring Modem Statistical Methods?

Hundreds of articles in statistical journals have pointed out that standard analysis of variance, Pearson productmoment correlations, and least squares regression can be highly misleading and can have relatively low power even under very small departures from normality. In practical terms, psychology journals are littered with nonsignificant results that would have been significant if a more mo...

متن کامل

Comparing two testing procedures in unbalanced two-way ANOVA models under heteroscedasticity‎: Approximate degree of freedom and parametric bootstrap approach

‎The classic F-test is usually used for testing the effects of factors in homoscedastic two-way ANOVA models‎. ‎However‎, ‎the assumption of equal cell variances is usually violated in practice‎. ‎In recent years‎, ‎several test procedures have been proposed for testing the effects of factors‎. ‎In this paper‎, ‎the two methods that are approximate degree of freedom (ADF) and parametric bootstr...

متن کامل

Comparing meta-analytic moderator estimation techniques under realistic conditions.

One of the most problematic issues in contemporary meta-analysis is the estimation and interpretation of moderating effects. Monte Carlo analyses are developed in this article that compare bivariate correlations, ordinary least squares and weighted least squares (WLS) multiple regression, and hierarchical subgroup (HS) analysis for assessing the influence of continuous moderators under conditio...

متن کامل

Robustness and power of the parametric t test and the nonparametric Wilcoxon test under non-independence of observations

A large part of previous work dealt with the robustness of parametric significance tests against nonnormality, heteroscedasticity, or a combination of both. The behavior of tests under violations of the independence assumption received comparatively less attention. Therefore, in applications, researches may overlook that robustness and power properties of tests can vary with the sign and the ma...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Communications in Statistics - Simulation and Computation

دوره 38  شماره 

صفحات  -

تاریخ انتشار 2009