Comparing correlations: Pattern hypothesis tests between and/or within independent samples

Contemporary Psychometrics: A Festschrift for Roderick P.McDonald

Volumn , Issue , 2013, Pages 371-408

  Steiger, James H ^a  

^a VANDERBILT UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84904774401     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.4324/9781410612977     Document Type: Chapter

References (32)

1. Browne, M.W. (1974). Generalized least squares estimators in the analysis of covariance structures. South African Statistical Journal, 8, 1-24.
2. Browne, M.W. (1977). The analysis of patterned correlation matrices by generalized least squares. British Journal of Mathematical and Statistical Psychology, 30, 113-124.
3. Browne, M.W. (1982). Covariance structures. In D.M.Hawkins (Ed.), Topics in applied multivariate analysis (pp. 72-141). Cambridge: Cambridge University Press.
4. Browne, M.W. (1984). Asymptotically distribution-free methods for the analysis of covarience structures. British Journal of Mathematical and Statistical Psychology, 37, 62-83.
5. Browne, M.W. (1992). Circumplex models for correlation matrices. Psychometrika, 57, 469-491.
6. Dunn, O.J., & Clark, V.A. (1969). Correlation coefficients measured on the same individuals. Journal of the American Statistical Association, 64, 366-377.
7. Fisher, R.A. (1921). On the "probable error" of a coefficient of correlation deduced from a small sample. Metron, 1, 1-32.
8. Fouladi, R.T. (1996). A study of procedures to examine correlation pattern hypotheses under conditions of multivariate normality and non-normality. Unpublished doctoral dissertation, University of British Columbia, Vancouver, BC, Canada.
9. Fouladi, R.T. (2000). Performance of modified test statistics in covariance and correlation structure analysis under conditions of multivariate nonnormality. Structural Equation Modeling, 7, 356-410.
10. Hotelling, H. (1953). New light on the correlation coefficient and its transforms. Journal of the Royal Statistical Society, Series B, 15, 193-232.
11. Hsu, P.L. (1949). The limiting distribution of functions of sample means and applications to testing hypotheses. In Proceedings of the First Berkeley Symposium on Mathematical Statistics and Probability (pp. 359-402).
12. Isserlis, L. (1916). On certain probable errors and correlation coefficients of multiple frequency distributions with skew regression. Biometrika, 11, 185-190.
13. 2 test for the equality of two correlation matrices. Journal of the American Statistical Association, 65, 904-912.
14. Khatri, C.G. (1966). A note on a MANOVA model applied to problems in growth curves, Annals of the Institute of Statistics and Mathematics, 18, 75-86.
15. Layard, M.W.J. (1972). Large sample tests for the equality of two covariance matrices. Annals of Mathematical Statistics, 43, 123-141.
16. Layard, M.W. (1974). A Monte Carlo comparison of tests for equality of covariance matrices. Biometrika, 61, 461-465.
17. Mardia, K.V. (1970). Measures of multivariate skewness and kurtosis with applications. Biometrika, 57, 519-530.
18. McDonald, R.P. (1975). Testing pattern hypotheses on correlation matrices. Psychometrika, 40, 253-255.
19. Mels, G. (2000). Statistical methods for correlation structures. Unpublished doctoral dissertation, University of Port Elizabeth, Port Elizabeth, South Africa.
20. Modarres, R., & Jernigan, R.W. (1993). A robust test for comparing correlation matrices. Journal of Statistical Computing and Simulation, 46, 169-181.
21. Neill, J.J., & Dunn, O.J. (1975). Equality of dependent correlation coefficients. Biometrics, 31, 531-543.
22. Olkin, I., & Press, S.J. (1995). Correlations redux. Psychological Bulletin, 188, 155-164.
23. Olkin, I., & Siotani, M. (1976). Asymptotic distribution of functions of a correlation matrix. In S.Ideka (Ed.), Essays in probability and statistics (pp. 235-251). Tokyo:Shinko Tsusho. (Reprinted from Asymptotic distribution of junctions of a correlation matrix, Tech. Rep. No. 6, Stanford, CA: Stanford University, Laboratory for Quantitative Research in Education.)
24. Pearson, K., & Filon, L.N.G. (1898). Mathematical contributions to the theory of evolution. IV. On the probable errors of frequency constants and on the influence of random selection on variation and correlation. Philosophical Transactions of the Royal Society of London, Series A, 191, 229-311.
25. Steiger, J.H. (1979). Multicorr: A computer program for fast, accurate, small-sample tests of correlational pattern hypotheses. Educational and Psychological Measurement, 39, 677-680.
26. Steiger, J.H. (1980a). Tests for comparing elements of a correlation matrix. Psychological Bulletin, 87, 195-201.
27. Steiger, J.H. (1980b). Testing pattern hypotheses on correlation matrices: Alternative statistics and some empirical results. Multivariate Behavioral Research, 15, 335-352.
28. Steiger, J.H. (1980c). K-sample pattern hypothesis tests for correlation matrices by the method of generalized least squares (Technical Rep. No. 80-2). Vancouver, Canada:University of British Columbia Institute of Applied Mathematics and Statistics.
29. Steiger, J.H., & Browne, M.W. (1984). The comparison of interdependent correlations between optimal linear composites. Psychometrika, 49, 11-24.
30. Steiger, J.H., & Hakstian, A.R. (1982). The asymptotic distribution of elements of a correlation matrix: Theory and application. British Journal of Mathematical and Statistical Psychology, 35, 208-215.
31. Timm, N.H. (1975). Multivariate analysis with applications in education and psychology. Monterey, CA: Brooks/Cole.
32. Wiggins, J.S., Steiger, J.H., & Gaelick, L. (1981). Evaluating circumplexity in personality data. Multivariate Behavioral Research, 16, 263-289.