Comparing Correlations"
In rmcorr: Repeated Measures Correlation

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

knitr::opts_chunk$set(echo = TRUE, tidy = FALSE)
options(width = 80)
library(knitr)
library(rmarkdown)
library(rmcorr) 
library(cocor)

Comparing Correlations

We show examples for comparing the magnitude of two r_rm values. Correlations are compared using the cocor package [@cocor]:
R package
Web Version

Running Examples Requires cocor

#Install cocor
install.packages("cocor")
require(cocor)

Independent Correlations

In the first example, we compare r_rm values from two distinct, independent datasets. That is, they do not have the same participants. This is a nonsense example because the two datasets are from completely different experimental designs that do not share common measures.

Note the two r_rm values are similar in magnitude and have large overlap in their confidence intervals: r_rm = -0.58, 95% CI [-0.74, -0.38] and r_rm = -0.40, 95% CI [-0.66, -0.07]. Thus, they are not significantly different.

#1) Run rmcorr on two different datasets
model1.marusich2016_exp2  <- rmcorr(Pair, HVT_capture, MARS, marusich2016_exp2)
model1.marusich2016_exp2

model2.gilden2010         <- rmcorr(sub, rt, acc, gilden2010 )
model2.gilden2010

#2) Extract relevant parameters
#Model 1
rmcorr1 <- model1.marusich2016_exp2$r
rmcorr1

n1 <- model1.marusich2016_exp2$df + 2 #note the same kludge as power above
n1                                    #this is the effective sample size

#Model 2
rmcorr2 <- model2.gilden2010$r
rmcorr2

n2 <- model2.gilden2010$df + 2 
n2

#3) Compare the two indendent rmcorr coefficients
cocor.indep.groups(rmcorr1, rmcorr2, n1, n2, 
                   var.labels = c(model1.marusich2016_exp2$var[2:3],
                                  model2.gilden2010$vars[2:3]))

Correlated Correlations

In the next two examples, we compare r_rm from the same dataset. These are dependent groups -- data from the same participants.

Overlapping Correlations

For overlapping correlations, there is a common variable. Here, we compare correlations between action measures of distance perception. The first correlation is Blindwalk Away and Blindwalk Toward (r_rm = 0.81, 95\% CI [0.75, 0.85]) and the second is Blindwalk Toward and Triangulated Blindwalk (r_rm = 0.23, 95\% CI [0.08, 0.36]). Note that both correlations are significantly different than 0 but have substantially different magnitudes and wide separation in their confidence intervals. Hence, the two correlations are significantly different p < 0.0001 for all 9 comparison tests. Also, note the overlapping or common variable is Blindwalk Toward.

variables.overlap<- c("Blindwalk Away",
                      "Blindwalk Toward",
                      "Triangulated BW")

dist_rmc_mat_overlap <- rmcorr_mat(participant = Subject, 
                                   variables = variables.overlap, 
                                   dataset = twedt_dist_measures,
                                   CI.level = 0.95)

#dist_rmc_mat_action$summary

#Use summary component 
model1.bwa.bwt <- dist_rmc_mat_overlap$summary[1,] 
model2.bwa.tri <- dist_rmc_mat_overlap$summary[2,]
model3.bwt.tri <- dist_rmc_mat_overlap$summary[3,]

r.jk <- model1.bwa.bwt$rmcorr.r
r.jh <- model2.bwa.tri$rmcorr.r #overlap
r.kh <- model3.bwt.tri$rmcorr.r


#Since there is missing data, the results are unbalanced. We use the average effective sample size.
n    <- mean(dist_rmc_mat_overlap$summary$effective.N)

cocor.dep.groups.overlap(r.jk, 
                         r.jh, 
                         r.kh, 
                         n, 
                         alternative = "two.sided", 
                         test = "all", 
                         var.labels = variables.overlap) #Same as variables used in rmcorr_mat()

Non-Overlapping Correlations

For non-overlapping correlations, data are from the same participants but there is no overlapping variable in the comparison. We compare correlations between two action measures of distance perception (blindwalk away and blindwalk toward) and two direct measures (verbal and visual matching). The respective correlations are (r_rm = 0.81, 95\% CI [0.75, 0.85]) and (r_rm = 0.73, 95\% CI [0.66, 0.80]). The non-overlapping correlations are similar in magnitude with partially overlapping confidence intervals. Thus, they are barely significantly different p < 0.04.

variables.nonoverlap  <- c("Blindwalk Away",
                           "Blindwalk Toward",
                           "Verbal",
                           "Visual matching")

dist_rmc_mat_nonoverlap <- rmcorr_mat(participant = Subject, 
                                      variables = variables.nonoverlap, 
                                      dataset = twedt_dist_measures,
                                      CI.level = 0.95)

dist_rmc_mat_nonoverlap$summary

#Use summary component 
model1.bwa.bwt   <- dist_rmc_mat_nonoverlap$summary[1,] 
model2.verb.vis  <- dist_rmc_mat_nonoverlap$summary[6,]
model3.bwa.verb  <- dist_rmc_mat_nonoverlap$summary[2,]
model4.bwa.vis   <- dist_rmc_mat_nonoverlap$summary[3,] 
model5.bwt.verb  <- dist_rmc_mat_nonoverlap$summary[4,] 
model6.bwt.vis   <- dist_rmc_mat_nonoverlap$summary[5,] 

#Cheatsheet
    #j = bwa
    #k = bwt
    #h = verb
    #m = vis

r.jk <- model1.bwa.bwt$rmcorr.r  #Action measures
r.hm <- model2.verb.vis$rmcorr.r #Direct measures
r.jh <- model3.bwa.verb$rmcorr.r #bwa ~ verb
r.jm <- model4.bwa.vis$rmcorr.r  #bwa ~ vis
r.kh <- model5.bwt.verb$rmcorr.r #bwt ~ verb
r.km <- model6.bwt.vis$rmcorr.r  #bwt ~ vis

#Since there is missing data, we use the average effective sample size.
n    <- round(mean(dist_rmc_mat_nonoverlap$summary$effective.N), digits = 0) + 2

cocor.dep.groups.nonoverlap(r.jk,
                            r.hm, 
                            r.jh, 
                            r.jm, 
                            r.kh, 
                            r.km, 
                            n, 
                            alternative = "two.sided", 
                            test = "all", 
                            var.labels = variables.nonoverlap) #Same as variables used in rmcorr_mat()