Corrects a correlation for Range restriction given population and sample standard deviations
cRRr(rr, sdy, sdyu)
corrected correlation
Observed or restricted correlation
Standard deviation of a restricted sample
Standard deviation of an unrestricted sample
Thomas D. Fletcher t.d.fletcher05@gmail.com
When one of the variables used to measure a correlation has a restricted variance
One the correlation will be attenuated. This commonly occurs for instance when using
incumbents (those already selected by previous procedures) to based decisions about
validity of new selection procedures. Given u (ratio of unrestricted
SD of one variable to the restricted SD of that variable), the following formula is used
to correct for attenuation in a correlation coefficient:
Cohen, J., Cohen, P., West, S. G., & Aiken, L. S. (2003). Applied multiple regression/correlation analysis for the behavioral sciences (3rd ed.). Mahwah, NJ: Lawrence Erlbaum.
cRR
# See section 2.10.3 of Cohen et al (2003)
cRRr(.25, 12, 5)
# Create two correlated variables
x <- rnorm(1000)
y <- 0.71*x +rnorm(1000)
cor(x,y)
# order and select top 1/10
tmp <- cbind(x,y)[order(y,x),][1:100,]
rxyr <- cor(tmp[,"x"],tmp[,"y"]) # restricted rxy
rxyr
# correct for restriction of range
cRRr(rxyr, sd(tmp[,"y"]), sd(y))
Run the code above in your browser using DataLab