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RE: st: corcor


From   "Verkuilen, Jay" <JVerkuilen@gc.cuny.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: corcor
Date   Tue, 10 Mar 2009 13:52:59 -0400

Steiger's web page: http://www.statpower.net/

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of jverkuilen
Sent: Tuesday, March 10, 2009 12:51 PM
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: corcor

As Nick already noted, this is usually done with Fisher's z because the
sampling distribution of the correlation coefficient itelf is decidedly
unpleasant when correlations are different than 0 (it is not pivotal if
I recall right, and is notably skewed). Fisher's z is just arctanh and
the asymptotic SE of a Fisher's z transform is 1/sqrt(n-3). 

James Steiger (Psychology, Vanderbilt) wrote a primer on comparing
correlation coefficients. See his web page. The most recent version of
the article I know of is: 

J. Steiger (2004). Comparing correlations. In A. Maydeu-Olivares and
J.J. McArdle (eds.). Contempoary Psychometrics: A Fetschrift in Honor of
Roderick P. McDonald. Mahwah, NJ: LEA.  

-----Original Message-----
From: jasonm@ucla.edu
To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Sent: 3/10/2009 3:35 AM
Subject: st: corcor

Are there any functions like corcor (H0: cor(x1x2)=cor(x1x3)) that test
cor(x1x2)=cor(x3x4)?
Thank you.

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