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statnow
2010 May 03
1
Comparing the correlations coefficient of two (very) dependent samples
Hello all,
I believe this can be done using bootstrap, but I am wondering if there is
some other way that might be used to tackle this.
#Let's say I have two pairs of samples:
set.seed(100)
s1 <- rnorm(100)
s2 <- s1 + rnorm(100)
x1 <- s1[1:99]
y1 <- s2[1:99]
x2 <- x1
y2 <- s2[2:100]
#And both yield the following two correlations:
cor(x1,y1) # 0.7568969 (cor1)
cor(x2,y2)