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st: re. test of two spearman correlations?


From   "Alan Acock" <acock@comcast.net>
To   <statalist@hsphsun2.harvard.edu>, <statalist-digest@hsphsun2.harvard.edu>
Subject   st: re. test of two spearman correlations?
Date   Wed, 18 Feb 2004 20:52:25 -0800

|I have calculated a spearman correlations between two continuous variables
|(age and viral load) for whites and for blacks.  Is there a way to test the
|difference between the spearman rho for whites and blacks?

Since Spearman correlation is simply the Pearson correlation after the data
is converted to ranks, you could convert it to ranks, then do Pearson
Correlations. The problem, however, is that to compare whites and blacks you
need to worry about differences in variances. Spearman or Pearson
correlation forces the variances to be equal. It would make far more sense
to do regressions and test for differences in the unstandardized slopes, say
with an interaction term.

Alan Acock

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