English, Article edition: CORTESTI: Stata module to test equality of two correlation coefficients Herve M. Caci

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Physical Description
  • code
Language
  • English

Edition details

Title
  • CORTESTI: Stata module to test equality of two correlation coefficients
Author
  • Herve M. Caci
Physical Description
  • code
Notes
  • In standard tests for correlation, a correlation coefficient is tested tested against the hypothesis of no correlation, i.e. R=​0. However it is possible to test whether the correlation coefficient is equal to or different from another fixed value. There are situations where you would like to know whether a certain correlation strength really is different from another one. This test is only an approximation, and should be used when both samples are larger than 10. This is version 1.1 of the software.
  • correlation
  • RePEc:boc:bocode:s407302
Language
  • English
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