Comparing Pearson Correlations: Dealing with Heteroscedasticity and Nonnormality |
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| Authors: | Rand R. Wilcox |
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| Affiliation: | 1. Department of Psychology , University of Southern California , Los Angeles , California , USA rwilcox@usc.edu |
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| Abstract: | Methods for computing a confidence interval for the difference between two Pearson correlations are compared when dealing with nonnormality and heteroscedasticity. Variations of a method derived by Zou performed relatively well in simulations for the dependent case. For the independent case, the Wilcox–Muska method performed best. |
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| Keywords: | Heteroscedasticity Level robust methods Measures of association Nonnormality |
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