Comparison of several Pearson's linear correlation coefficients

Description

Performs comparisons of several Pearson's linear correlation coefficients. If no difference, the function returns the common correlation coefficient, its confidence interval and test for its equality to a given value. If difference is significative, the functions performs pairwise comparisons between coefficients.

Usage

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cor.multcomp(var1, var2, fact, alpha = 0.05, conf.level = 0.95, theo = 0,
  p.method = "fdr")

Arguments

var1

numeric vector (first variable).

var2

numeric vector (second variable).

fact

factor (groups).

alpha

significance level.

conf.level

confidence level.

theo

theoretical coefficient.

p.method

method for p-values correction. See help ofp.adjust.

Value

method.test

a character string giving the name of the global test computed.

data.name

a character string giving the name(s) of the data.

statistic

test statistics.

parameter

test degrees of freedom.

p.value

p-value for comparison of the coefficients.

null.value

the value of the difference in coefficients under the null hypothesis, always 0.

alternative

a character string describing the alternative hypothesis.

estimate

the estimated correlation coefficients.

alpha

significance level.

conf.level

confidence level.

p.adjust.method

method for p-values correction.

p.value.multcomp

data frame of pairwise comparisons result.

common.name

a character string explaining the elements of the table below.

common

data frame of results if the coefficients are not significantly different (common coefficient).

Author(s)

Maxime Herv<e9> <mx.herve@gmail.com>

See Also

cor.test

Examples

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var1 <- c(1:15+rnorm(15,0,4),1:15+rnorm(15,0,1),1:15+rnorm(15,0,8))
var2 <- c(-1:-15+rnorm(15,0,4),1:15+rnorm(15,0,1),1:15+rnorm(15,0,8))
fact <- gl(3,15,labels=LETTERS[1:3])
cor.multcomp(var1,var2,fact)

var3 <- c(1:15+rnorm(15,0,1),1:15+rnorm(15,0,3),1:15+rnorm(15,0,2))
cor.multcomp(var1,var3,fact)

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