permTestCor: Permutation test for the correlation of two variables.

In CarletonStats: Functions for Statistics Classes at Carleton College

Permutation test for the correlation of two variables.

Description

Hypothesis test for a correlation of two variables. The null hypothesis is that the population correlation is 0.

Usage

permTestCor(x, ...)

## Default S3 method:
permTestCor(
  x,
  y,
  B = 999,
  alternative = "two.sided",
  plot.hist = TRUE,
  plot.qq = FALSE,
  x.name = deparse(substitute(x)),
  y.name = deparse(substitute(y)),
  xlab = NULL,
  ylab = NULL,
  title = NULL,
  seed = NULL,
  ...
)

## S3 method for class 'formula'
permTestCor(formula, data, subset, ...)

Arguments

x	a numeric vector.
...	further arguments to be passed to or from methods.
y	a numeric vector.
B	the number of resamples to draw (positive integer greater than 2).
alternative	alternative hypothesis. Options are "two.sided", "less" or "greater".
plot.hist	a logical value. If TRUE, plot the distribution of the correlations obtained from each resample.
plot.qq	a logical value. If TRUE, plot the normal quantile-quantile plot of the correlations obtained from each resample.
x.name	Label for variable x
y.name	Label for variable y
xlab	an optional character string for the x-axis label
ylab	an optional character string for the y-axis label
title	an optional character string giving the plot title
seed	optional argument to set.seed
formula	a formula y ~ x where x, y are numeric vectors.
data	a data frame that contains the variables given in the formula.
subset	an optional expression indicating what observations to use.

Details

Perform a permutation test to test latex, where latexis the population correlation. The rows of the second variable are permuted and the correlation is re-computed.

The mean and standard error of the permutation distribution is printed as well as a P-value.

Observations with missing values are removed.

Value

Returns invisibly a vector of the correlations obtained by the randomization.

Methods (by class)

• permTestCor(default): Permutation test for the correlation of two variables.

• permTestCor(formula): Permutation test for the correlation of two variables.

Author(s)

Laura Chihara

References

Tim Hesterberg's website: https://www.timhesterberg.net/bootstrap-and-resampling

Examples

plot(states03$HSGrad, states03$TeenBirths)
cor(states03$HSGrad, states03$TeenBirths)

permTestCor(states03$HSGrad, states03$TeenBirths)
permTestCor(TeenBirths ~ HSGrad, data = states03)

CarletonStats documentation built on Aug. 22, 2023, 5:06 p.m.