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Tests on the Equality of Two Multiple Correlation Coefficients |
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| Authors: | Calvin SY Chun Olive Jean Dunn Mimi C Yu |
| Institution: | 1. BMDP Statistical Software , 90025, Los Angeles, California;2. Division of Public Health , UCLA School of Public Health , 90024, Los Angeles, California;3. Department of Preventive Medicine , University of Southern California , 90033, Los Angeles, California, School of Medicine |
| Abstract: | Asymptotic tests are suggested for testing the equality of two multiple correlation coefficients calculated from a single sample from a multivariate normal distribution. An F test is possible only when the two dependent variables coincide and one set of independent variables is a subset of the second set. Tests are compared by simulation for situations in which the F test is inapplicable. Special attention is paid to cases in which asymptotic normality of the test statistics does not hold. |
| Keywords: | multiple correlation coefficients tests with dependent correlations covariance of multiple correlation coefficients |