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Re: testing equality of pairwise correlation across subsamples

To: s-news@lists.biostat.wustl.edu
Subject: Re: testing equality of pairwise correlation across subsamples
From: "Paul Lasky" <phlasky@earthlink.net>
Date: Thu, 22 Jan 2004 09:15:45 -0800
Reply-to: phlasky@earthlink.net
How do I generalize permutation testing?

  Following up on the permutation testing question:

   I have a 3 factors (e.g. Size, Style, and  Family) and each factor has 3
levels
(e.g  Size: large, mid, and small). These are NOT nested in subjects.  Each
subject
is tested at all 3^3=27  levels.  Now how do I do permutation testing  for
this 
"repeated measures" designed experiment ?  

  Is the S+ software available at the "S-Poetry" site  capable of handling
this simple
ANOVA design; does anyone have an idea of how to accomplish the permutation
testing?

  Paul H. Lasky
B & P Consultants
 


> [Original Message]
> From: Stahel, Christof <stahel_2@cob.osu.edu>
> To: <s-news@lists.biostat.wustl.edu>
> Date: 1/21/2004 7:49:47 AM
> Subject: [S] testing equality of pairwise correlation across subsamples
>
> Hi all,
>
> I know this is not a specific S+ question, but I thought someone knows
> of an easy solution. If I were to test pairwise calculated correlations
> over two subsamples, how do I test whether they are equal.
>
> To be more precise, let x = cbind(x1,x2) be a matrix of dim (T,2). I
> would like to test if cor(x[1:n,1],x[1:n,2]) =
> cor(x[n+1:T,1],x[n+1:T,2]).
>
> Any suggestions are very welcome.
> Thanks
> Christof
>
>
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