bbcorrdiff: Bootstrap statistics for the difference of correlation coefficients
This function computes a double block bootstrap percentile confidence interval and a bootstrap standard error for the difference of two z-transformed Pearson correlation coefficients. The z-statistic is defined as Zd = z1-z2 = atanh(r1)-atanh(r2), where r1 is the Pearson correlation coefficient between columns 1 and 2 of the input matrix and r2 is the correlation coefficient between columns 3 and 4. z1 and z2 denote Fisher's z of r1 and r2 respectively.
References:
-Efron, B. and R.J. Tibshirani (1993): An Introduction to the Bootstrap, Chapman & Hall.
-Bühlmann, P. and M. Mächler (2008): Computational Statistics, Lecture Notes, ETH Zurich.
No Matlab toolboxes are required.
Cite As
Thomas Maag (2024). bbcorrdiff: Bootstrap statistics for the difference of correlation coefficients (https://www.mathworks.com/matlabcentral/fileexchange/23783-bbcorrdiff-bootstrap-statistics-for-the-difference-of-correlation-coefficients), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform Compatibility
Windows macOS LinuxCategories
Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Discover Live Editor
Create scripts with code, output, and formatted text in a single executable document.
Version | Published | Release Notes | |
---|---|---|---|
1.0.0.0 |