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CORTESTI: Stata module to test equality of two correlation coefficients

Author

Listed:
  • Herve M. Caci

Programming Language

Stata

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.

Suggested Citation

  • Herve M. Caci, 2000. "CORTESTI: Stata module to test equality of two correlation coefficients," Statistical Software Components S407302, Boston College Department of Economics, revised 07 Nov 2000.
    • Handle: RePEc:boc:bocode:s407302
    Note: This module may be installed from within Stata by typing "ssc install cortesti". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/c/cortesti.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/cortesti.hlp
    File Function: help file
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    More about this item

    Keywords

    correlation; Stata;

    Statistics

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