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On a test for equality of dependent correlation coefficients

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Summary

Dunn and Clark (1969, 1971) have presented numerical studies on the comparative performance of several classes of test statistics for the hypothesis HO: ρ12=ρ13 of the equality of two dependent correlation coefficients. This note suggests a X2 statistic for HO based on properties of the trivariate normal surface. The proposed test is approximately distribution-free and its power function representable approximately in terms of the non-centralx 2 with 1 DF. The relative efficiency is derived with reference to a class of tests studied by Neill & Dunn (1975).

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Authors
  1. B. M. Bennett
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Bennett, B.M. On a test for equality of dependent correlation coefficients. Statistische Hefte 19, 71–76 (1978). https://doi.org/10.1007/BF02932765

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