cor.multcomp: Comparison of several Pearson's linear correlation coefficients

Description

Performs comparisons of several Pearson's linear correlation coefficients. If no difference, the function returns the common correlation coefficient, its confidence interval and test for its equality to a given value. If the difference is significant, the functions performs pairwise comparisons between coefficients.

Usage

cor.multcomp(var1, var2, fact, alpha = 0.05, conf.level = 0.95, theo = 0,
  p.method = "fdr")

Value

method.test: a character string giving the name of the global test computed.
data.name: a character string giving the name(s) of the data.
statistic: test statistics.
parameter: test degrees of freedom.
p.value: p-value for comparison of the coefficients.
null.value: the value of the difference in coefficients under the null hypothesis, always 0.
alternative: a character string describing the alternative hypothesis.
estimate: the estimated correlation coefficients.
alpha: significance level.
conf.level: confidence level.
p.adjust.method: method for p-values correction.
p.value.multcomp: data frame of pairwise comparisons result.
common.name: a character string explaining the elements of the table below.
common: data frame of results if the coefficients are not significantly different (common coefficient).

Arguments

var1: numeric vector (first variable).
var2: numeric vector (second variable).
fact: factor (groups).
alpha: significance level.
conf.level: confidence level.
theo: theoretical coefficient.
p.method: method for p-values correction. See help ofp.adjust.

Author

Maxime HERVE <maxime.herve@univ-rennes1.fr>

Examples

Run this code

var1 <- c(1:15+rnorm(15,0,4),1:15+rnorm(15,0,1),1:15+rnorm(15,0,8))
var2 <- c(-1:-15+rnorm(15,0,4),1:15+rnorm(15,0,1),1:15+rnorm(15,0,8))
fact <- gl(3,15,labels=LETTERS[1:3])
cor.multcomp(var1,var2,fact)

var3 <- c(1:15+rnorm(15,0,1),1:15+rnorm(15,0,3),1:15+rnorm(15,0,2))
cor.multcomp(var1,var3,fact)