Heuristic t test of the difference between two generalized correlations.
Function to run a heuristic t test of the difference between two generalized correlations.
generalized correlation r*(x|y) where y is the kernel cause.
generalized correlation r*(y|x) where x is the kernel cause.
Sample size needed to determine the degrees of freedom for the t test.
Prints the t statistics and p-values.
This function requires Revele's R package called ‘psych’ in memory. This test is known to be conservative (i.e., often fails to reject the null hypothesis of zero difference between the two generalized correlation coefficients.)
Prof. H. D. Vinod, Economics Dept., Fordham University, NY
1 2 3 4 5 6 7
Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.