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Re: st: correlation

From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: correlation
Date   Tue, 4 Dec 2007 09:57:18 +0000 (GMT)

--- [email protected] wrote:
> I want to check whether, for each individual (id), x1, x2 and x3 are
> correlated. My question is: is it correct to run a Spearman's 
> correlation test (or a Pearson's correlation test if I manage to
> collect more observations) even if observations within the same group
> are probably not independent?

No, but you knew that already. 

Such correlation tests have a very limited field of application: they
are applicable if the main point of your study is to test the
hypothesis that x1, x2, and x3 are univariately linearly associated
with one another. 

Two comments:
- often these are not the hypotheses of interest, but are part of some
sort of model selection / data exploration excersise. In both cases
test are not needed and not desirable. 

- A scatterplot matrix is much more informative, as this also shows
non-linear relations, see: -help graph matrix-.

-- Maarten

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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