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Homogeneity test for multiple correlation coefficients

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Homogeneity test for multiple correlation coefficients



Tests whether multiple correlation coefficients are equal.

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Comparison between multiple correlation coefficients. The script tests whether a sample of k correlation coefficients are equal and thus can be represented by an average correlation coefficient. The k correlation coefficients can be computed from samples n1, n2,...,nk with different sample sizes.

Required Products Statistics and Machine Learning Toolbox
MATLAB release MATLAB 7 (R14)
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Comments and Ratings (2)
01 May 2016 Opher Donchin

A description of the equations for correlated tests is in Raghunathan, Quality and Quantity, 37:99, 2003: An approximate test for homoegneity of correlated correlation coefficients.

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26 Sep 2013 precuneus

The code is only for independent correlation coefficients, if I get it right. You can also replace the functions fisherz and ifisherz with atanh and tanh, respectively.

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