ci.cor.dep {statpsych} | R Documentation |
Confidence interval for a difference in dependent Pearson correlations
Description
Computes a confidence interval for a difference in population Pearson correlations that are estimated from the same sample and have one variable in common. A bias adjustment is used to reduce the bias of each Fisher transformed correlation. An approximate standard error is recovered from the confidence interval.
Usage
ci.cor.dep(alpha, cor1, cor2, cor12, n)
Arguments
alpha |
alpha level for 1-alpha confidence |
cor1 |
estimated Pearson correlation between y and x1 |
cor2 |
estimated Pearson correlation between y and x2 |
cor12 |
estimated Pearson correlation between x1 and x2 |
n |
sample size |
Value
Returns a 1-row matrix. The columns are:
Estimate - estimated correlation difference
SE - recovered standard error
LL - lower limit of the confidence interval
UL - upper limit of the confidence interval
References
Zou GY (2007). “Toward using confidence intervals to compare correlations.” Psychological Methods, 12(4), 399–413. ISSN 1939-1463, doi:10.1037/1082-989X.12.4.399.
Examples
ci.cor.dep(.05, .396, .179, .088, 166)
# Should return:
# Estimate SE LL UL
# 0.217 0.1026986 0.01323072 0.415802