Robust Tests for the Equality of Two Correlation Coefficients: A Monte Carlo Study
- 1 December 1982
- journal article
- Published by SAGE Publications in Educational and Psychological Measurement
- Vol. 42 (4) , 987-1004
- https://doi.org/10.1177/001316448204200407
Abstract
When several variates are measured on the individuals of a single sample, it is often of interest to test whether or not two population correlation coefficients are equal. For example, in the behavioral sciences, it is often desirable to know whether two mental tests have equal test-retest reliability. In the present paper, eight asymptotically robust tests are proposed and are studied along with two parametric tests recommended by previous studies. Monte Carlo simulation is used to compare the small sample performance of these ten tests under the null hypothesis Ho: ρ12 = ρ34 where ρ ab is the population product moment correlation coefficient between variables Xa and Xb. Seven distributions are considered; a normal distribution, two mixed normal distributions, and four other nonnormal distributions.Keywords
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