Running Head: Distribution of Product of Two Dependent Correlations AN APPROXIMATION TO THE DISTRIBUTION OF THE PRODUCT OF TWO DEPENDENT CORRELATION COEFFICIENTS
نویسندگان
چکیده
Many methodological studies depend on the product of two dependent correlation coefficients. However, the behavior of the distribution of the product of two dependent correlation coefficients is not well known. The distribution of sets of correlation coefficients has been well studied, but not the distribution of the product of two dependent correlation coefficients. The present study derives an approximation to the distribution of the product of two dependent correlation coefficients with a closed form, resulting in a Pearson Type I distribution. A simulation study is also conducted to assess the accuracy of the approximation.
منابع مشابه
An Approximation to the Distribution of the Product of Two Dependent Correlation Coefficients
1. INTRODUCTION Many methodological studies depend on the product of two dependent correlation coefficients. For example, the product of two dependent correlation coefficients is needed in assessing the impact of a confounding variable on a regression coefficient (Frank, 2000). In the literature, there is an extensive research on the distribution of a single correla-but little on the distributi...
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