메뉴 건너뛰기




Volumn 38, Issue 10, 2009, Pages 2220-2234

Comparing pearson correlations: Dealing with heteroscedasticity and nonnormality

Author keywords

Heteroscedasticity; Level robust methods; Measures of association; Nonnormality

Indexed keywords

COMMUNICATION; COMPUTER SIMULATION;

EID: 79961162769     PISSN: 03610918     EISSN: 15324141     Source Type: Journal    
DOI: 10.1080/03610910903289151     Document Type: Article
Times cited : (45)

References (40)
  • 2
    • 0034574185 scopus 로고    scopus 로고
    • A Monte Carlo investigation of the Fisher z-transformation for normal and nonnormal distributions
    • Berry, K. J., Mielke, P. W. (2000). A Monte Carlo investigation of the Fisher z-transformation for normal and nonnormal distributions. Psychological Reports 87: 1101-1114.
    • (2000) Psychological Reports , vol.87 , pp. 1101-1114
    • Berry, K.J.1    Mielke, P.W.2
  • 3
    • 1142304597 scopus 로고    scopus 로고
    • Asymptotic inference under heterocedasticity of unknown form
    • Cribari-Neto, F. (2004). Asymptotic inference under heterocedasticity of unknown form. Computational Statistics & Data Analysis 45: 215-233.
    • (2004) Computational Statistics & Data Analysis , vol.45 , pp. 215-233
    • Cribari-Neto, F.1
  • 5
    • 84901446081 scopus 로고    scopus 로고
    • Econometric Society World Congress 2000 Contributed Papers 1413, Örebro University, Econometric Society
    • Davidson, R., Flachaire, E. (2000). The wild bootstrap, tamed at last. Econometric Society World Congress 2000 Contributed Papers 1413, Örebro University, Econometric Society.
    • (2000) The Wild Bootstrap, Tamed at Last
    • Davidson, R.1    Flachaire, E.2
  • 6
  • 8
    • 0015722190 scopus 로고
    • A Monte-Carlo study of asymptotically robust tests for correlation
    • Duncan, G. T., Layard, M. W. (1973). A Monte-Carlo study of asymptotically robust tests for correlation. Biometrika 60: 551-558.
    • (1973) Biometrika , vol.60 , pp. 551-558
    • Duncan, G.T.1    Layard, M.W.2
  • 10
    • 0000639987 scopus 로고
    • Comparison of tests of the equality of dependent correlation coefficients
    • Dunn, O. J., Clark, V. A. (1971). Comparison of tests of the equality of dependent correlation coefficients. Journal of the American Statistical Association 66: 904-908.
    • (1971) Journal of the American Statistical Association , vol.66 , pp. 904-908
    • Dunn, O.J.1    Clark, V.A.2
  • 13
    • 17644388493 scopus 로고    scopus 로고
    • Bootstrapping heteroskedastic regression models: Wild bootstrap vs Pairs bootstrap
    • Flachaire, E. (2005). Bootstrapping heteroskedastic regression models: Wild bootstrap vs. pairs bootstrap. Computational Statistics & Data Analysis 49: 361-376.
    • (2005) Computational Statistics & Data Analysis , vol.49 , pp. 361-376
    • Flachaire, E.1
  • 14
    • 33646083666 scopus 로고    scopus 로고
    • Tests for regression models with heteroskedasticity of unknown form
    • Godfrey, L. G. (2006). Tests for regression models with heteroskedasticity of unknown form. Computational Statistics & Data Analysis 50: 2715-2733.
    • (2006) Computational Statistics & Data Analysis , vol.50 , pp. 2715-2733
    • Godfrey, L.G.1
  • 16
    • 0041508630 scopus 로고    scopus 로고
    • A Monte Carlo evaluation of tests for comparing dependent correlations
    • Hittner, J. B., May, K., Silver, N. C. (2003). A Monte Carlo evaluation of tests for comparing dependent correlations. Journal of General Psychology 130: 149-168.
    • (2003) Journal of General Psychology , vol.130 , pp. 149-168
    • Hittner, J.B.1    May, K.2    Silver, N.C.3
  • 17
    • 0002449934 scopus 로고
    • Summarizing shape numerically: The g-and-h distribution
    • Hoaglin, D. Mosteller, F. Tukey, J. eds. New York: Wiley
    • Hoaglin, D. C. (1985). Summarizing shape numerically: The g-and-h distribution. In: Hoaglin, D., Mosteller, F., Tukey, J., eds. Exploring Data Tables Trends and Shapes. New York: Wiley, pp. 461-511.
    • (1985) Exploring Data Tables Trends and Shapes , pp. 461-511
    • Hoaglin, D.C.1
  • 18
    • 0001267287 scopus 로고
    • The selection of variates for use in prediction, with some comments on the general problem of nuisance parameters
    • Hotelling, H. (1940). The selection of variates for use in prediction, with some comments on the general problem of nuisance parameters. Annals of Statistics 11: 271-283.
    • (1940) Annals of Statistics , vol.11 , pp. 271-283
    • Hotelling, H.1
  • 19
    • 0000061724 scopus 로고
    • Finite sample properties and asymptotic efficiency of Monte Carlo tests
    • Jöckel, K.-H. (1986). Finite sample properties and asymptotic efficiency of Monte Carlo tests. Annals of Statistics 14: 336-347.
    • (1986) Annals of Statistics , vol.14 , pp. 336-347
    • Jöckel, K.-H.1
  • 21
    • 0000712557 scopus 로고
    • Bootstrap procedures under some non I.I.D. Models
    • Liu, R. Y. (1988). Bootstrap procedures under some non i.i.d. models. The Annuals of Statistics 16: 1696-1708.
    • (1988) The Annuals of Statistics , vol.16 , pp. 1696-1708
    • Liu, R.Y.1
  • 22
    • 0000921289 scopus 로고
    • Some heteroskedasticity-consistent estimators with improved finite sample properties
    • MacKinnon, J. G., White, H. (1985). Some heteroskedasticity-consistent estimators with improved finite sample properties. Journal of Econometrics 29: 305-325.
    • (1985) Journal of Econometrics , vol.29 , pp. 305-325
    • Mackinnon, J.G.1    White, H.2
  • 23
    • 34547159345 scopus 로고    scopus 로고
    • Bootstrap hypothesis testing for some common statistical problems: A critical evaluation of size and power properties
    • Martin, M. A. (2007). Bootstrap hypothesis testing for some common statistical problems: A critical evaluation of size and power properties. Computational Statistics & Data Analysis 51: 6321-6342.
    • (2007) Computational Statistics & Data Analysis , vol.51 , pp. 6321-6342
    • Martin, M.A.1
  • 28
    • 0000957052 scopus 로고
    • Tests for comparing elements of a correlation matrix
    • Steiger, J. H. (1980). Tests for comparing elements of a correlation matrix. Psychological Bulletin 87: 245-251.
    • (1980) Psychological Bulletin , vol.87 , pp. 245-251
    • Steiger, J.H.1
  • 29
    • 0038253678 scopus 로고
    • Bootstrap Type i error rates for the correlation coefficient: An examination of alternative procedures
    • Stube, M. (1988). Bootstrap Type I error rates for the correlation coefficient: An examination of alternative procedures. Psychological Bulletin 104: 290-292.
    • (1988) Psychological Bulletin , vol.104 , pp. 290-292
    • Stube, M.1
  • 30
    • 0000095552 scopus 로고
    • A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
    • White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrika 48: 817-838.
    • (1980) Econometrika , vol.48 , pp. 817-838
    • White, H.1
  • 32
    • 84901436887 scopus 로고    scopus 로고
    • Unpublished technical report, Department of Psychology, University of Southern California, Los Angeles, CA
    • Wilcox, R. R. (2008). Comparing dependent Pearson correlations: The overlapping case. Unpublished technical report, Department of Psychology, University of Southern California, Los Angeles, CA.
    • (2008) Comparing Dependent Pearson Correlations: The Overlapping Case
    • Wilcox, R.R.1
  • 37
    • 38349160377 scopus 로고    scopus 로고
    • Toward using confidence interval to compare correlations
    • Zou, G. Y. (2007). Toward using confidence interval to compare correlations. Psychological Methods 12: 399-413.
    • (2007) Psychological Methods , vol.12 , pp. 399-413
    • Zou, G.Y.1
  • 38
    • 46749087073 scopus 로고    scopus 로고
    • On the estimation of additive interaction by use of the four-by-two-table and beyond
    • Zou, G. Y. (2008). On the estimation of additive interaction by use of the four-by-two-table and beyond. American Journal of Epidemiology 162: 212-224
    • (2008) American Journal of Epidemiology , vol.162 , pp. 212-224
    • Zou, G.Y.1
  • 40
    • 42449103178 scopus 로고    scopus 로고
    • Construction of confidence limits about effect measures: A general approach
    • Zou, G. Y., Donner, A. (2008). Construction of confidence limits about effect measures: A general approach. Statistics in Medicine 27: 1693-1702.
    • (2008) Statistics in Medicine , vol.27 , pp. 1693-1702
    • Zou, G.Y.1    Donner, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.