[R] Comparison of correlation coefficients

[Peter Dalgaard]

"David Barron" <mothsailor at googlemail.com> writes:

> Is cor.test() in the stats packages what you mean?

No, he wants to compare two correlation coefficients, not test that
one is zero. That's usually a misguided question, but if need be, the
Fisher z transform atanh(r) can be used to convert r to an
approximately normal variate with a known variance 1/(N-3) and
comparing r1 and r2 from two independent samples is straightforward.
The correlated case (like cor(x,y) vs cor(x,z)) is more complicated.


 
> On 18/09/06, Hu, Donglei <dhu at medicine.ucsf.edu> wrote:
> > Hi,
> >
> >
> >
> > I calculated a few correlation coefficients.  Now I want to know whether
> > they are different from each other.  Is there an R package that can do
> > such a comparison?  Thanks for any suggestion.
> >
> >
> >
> > Best,
> >
> > Donglei Hu
> >
> > Department of Medicine
> >
> > UCSF
> >
> >
> >         [[alternative HTML version deleted]]
> >
> > ______________________________________________
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> > and provide commented, minimal, self-contained, reproducible code.
> >
> 
> 
> -- 
> =================================
> David Barron
> Said Business School
> University of Oxford
> Park End Street
> Oxford OX1 1HP
> 
> ______________________________________________
> R-help at 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.
> 

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