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fishy
2006 Sep 27
1
Testing the equality of correlations
Dear All,
I wonder if there is any implemented statistical test in R to test the equality between many correlations. As an example, let X1, X2, X3 X4 be four random variables. let
Phi(X1,X2) , Phi(X1,X3) and Phi(X1,X4) be the corresponding correlations.
How to test Phi(X1,X2) = Phi(X1,X3) = P(X1,X4)?
Many thanks in advance,
Bernard