kormean: Take the Mean of two Correlation Matrices

In holland: Statistics for Holland's Theory of Vocational Choice

Description

This function takes the mean of two correlation matrices using the Fisher-Z transformation of the coefficients in both matrices.

Usage

kormean(x, y, xn = NA, yn = NA)

Arguments

x	a correlation matrix
y	a correlation matrix
xn	numeric value (optionally) the number of observations for correlation matrix given in x
yn	numeric value (optionally) the number of observations for correlation matrix given in y

Details

this function uses the numerical values given in parameters xn and yn to compute the weighted mean of the Fisher-Z transformed coefficients in both correlation matrices. If either parameter xn or yn is not assigned a numerical value, the unweighted mean of both matrices is computed.

Value

the mean correlations of both matrices as a matrix object

Examples

## Correlation matrix for overall ASIT norm sample
data(AIST_2005_F_1270) # female sub-sample
data(AIST_2005_M_1226) # male sub-sample 
kormean(x=AIST_2005_F_1270,y=AIST_2005_M_1226,xn=1270,yn=1226)

holland documentation built on Sept. 5, 2021, 5:08 p.m.