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CarletonStats (version 2.0)

permTestCor: Permutation test for the correlation of two variables.

Description

Hypothesis test for a correlation of two variables. The null hypothesis is that the population correlation is 0.

Usage

permTestCor(x, ...)

# S3 method for default permTestCor(x, y, B = 999, alternative = "two.sided", plot.hist = TRUE, legend.loc = "topright", plot.qq = FALSE, x.name = deparse(substitute(x)), y.name = deparse(substitute(y)), ...)

# S3 method for formula permTestCor(formula, data, subset, ...)

Value

Returns invisibly a vector of the correlations obtained by the randomization.

Arguments

x

a numeric vector.

...

further arguments to be passed to or from methods.

y

a numeric vector.

B

the number of resamples to draw (positive integer greater than 2).

alternative

alternative hypothesis. Options are "two.sided", "less" or "greater".

plot.hist

a logical value. If TRUE, plot the distribution of the correlations obtained from each resample.

legend.loc

location of the legend on the histogram. Options are "topright", "topleft", "bottomleft" and "bottomright".

plot.qq

a logical value. If TRUE, plot the normal quantile-quantile plot of the correlations obtained from each resample.

x.name

Label for variable x

y.name

Label for variable y

formula

a formula y ~ x where x, y are numeric vectors.

data

a data frame that contains the variables given in the formula.

subset

an optional expression indicating what observations to use.

Methods (by class)

  • default: Permutation test for the correlation of two variables.

  • formula: Permutation test for the correlation of two variables.

Author

Laura Chihara

Details

Perform a permutation test to test \(latex\), where \(latex\)is the population correlation. The rows of the second variable are permuted and the correlation is re-computed.

The mean and standard error of the permutation distribution is printed as well as a P-value.

Observations with missing values are removed.

References

Tim Hesterberg's website: http://www.timhesterberg.net/bootstrap

Examples

Run this code

plot(states03$HSGrad, states03$TeenBirths)
cor(states03$HSGrad, states03$TeenBirths)

permTestCor(states03$HSGrad, states03$TeenBirths)
permTestCor(TeenBirths ~ HSGrad, data = states03)

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