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| Titel: |
Estimation of and testing significance for a common correlation coefficient |
| Auteur: |
Paul, S.R. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 17 (1988) nr. 1 pagina's 39-53 |
| Jaar: |
1988 |
| Inhoud: |
The new estimators, based on Hotelling's (Hotelling, 1953) adjusted Z statistic (Fisher, 1921), of a common corrlation coefficient ρ from k≧2 independent random samples drawn from bivariate normal population are developed. By using a simulation study these estimators are compared with three estimators studied by Donner and Rosner (Applied Statistics, 1980). For testing the significance of the common ρ we derive the C(α) test statistic and the likelihood ratio statistic. By using the same simulation study we compare the performance of these statistics with a few others based on estimators of the common ρ. An estimator based on Hotelling's adjusted Z-statistic, applicable to both equal and unequal sample sizes, perform best for ρ < 5 whereas an estimator based on Fisher's Z statistic performs best for ρ≧.5. For testing significance of the common correlation the C(α) test statistic (Neyman, 1959) performs best with respect to both size and power and also it has a remarkably simple form. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 8 van 20 gevonden artikelen
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