CORTESTI: Stata module to test equality of two correlation coefficients

Herve M. Caci ()

Statistical Software Components from Boston College Department of Economics

Abstract: In standard tests for correlation, a correlation coefficient is tested tested against the hypothesis of no correlation, i.e. R=0. However it is possible to test whether the correlation coefficient is equal to or different from another fixed value. There are situations where you would like to know whether a certain correlation strength really is different from another one. This test is only an approximation, and should be used when both samples are larger than 10. This is version 1.1 of the software.

Language: Stata
Requires: Stata version 5.0
Keywords: correlation (search for similar items in EconPapers)
Date: 2000-02-22, Revised 2000-11-07
Note: This module may be installed from within Stata by typing "ssc install cortesti". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/c/cortesti.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cortesti.hlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s407302

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