A Monte Carlo evaluation of tests for comparing dependent correlations
A Monte Carlo evaluation of tests for comparing dependent correlations
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DOI：
10.1080/00221300309601282
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发表时间：
2003-04-01
影响因子：
2.5
通讯作者：
Silver, NC
中科院分区：
文献类型：
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作者：
Hittner, JB;May, K;Silver, NC
为了比较相依零级关联，作者对8个统计检验进行了蒙特卡罗模拟。特别是，他们评估了在3种不同总体分布(正态、均匀和指数分布)下，样本大小(NS)为20、50、100和300的多个测试统计量的I类错误率和功率。对于I型错误率分析，作者评估了3种不同程度的预测-标准相关性(Rho(Yx1)=Rho(Yx2)=1、0.4和0.7)。对于功率分析，他们检查了Rho(Yx1)和Rho(Yx2)之间的3种不同的效应大小或差异程度(值分别为.1、0.3和0.6)。他们在3个不同的预测值相互关联水平(Rho(x1，y2)=.1、0.3和0.6)下进行了所有的模拟。结果表明，I型错误率和功率不仅取决于样本大小和总体分布，而且还取决于(A)预测器相关和(B)预测器-标准相关性的影响大小(对于功率)或大小(对于I型错误率)。当作者同时考虑I类错误率和功率时，结果表明O·J·邓恩和V·A·克拉克(1969)的z和E·J·威廉姆斯(1959)的综合统计特性最好。这些发现扩展和完善了以前的模拟研究，因此，对应用研究人员应该有更大的实用价值。
The authors conducted a Monte Carlo simulation of 8 statistical tests for comparing dependent zero-order correlations. In particular, they evaluated the Type I error rates and power of a number of test statistics for sample sizes (Ns) of 20, 50, 100, and 300 under 3 different population distributions (normal, uniform, and exponential). For the Type I error rate analyses, the authors evaluated 3 different magnitudes of the predictor-criterion correlations (rho(yx1) = rho(yx2) = 1,.4, and .7). For the power analyses, they examined 3 different effect sizes or magnitudes of discrepancy between rho(yx1) and rho(yx2) (values of .1,.3, and .6). They conducted all of the simulations at 3 different levels of predictor intercorrelation (rho(x1,y2) = .1,.3, and .6). The results indicated that both Type I error rate and power depend not only on sample size and population distribution, but also on (a) the predictor intercorrelation and (b) the effect size (for power) or the magnitude of the predictor-criterion correlations (for Type I error rate). When the authors considered Type I error rate and power simultaneously, the findings suggested that O. J. Dunn and V. A. Clark's (1969) z and E. J. Williams's (1959) t have the best overall statistical properties. The findings extend and refine previous simulation research and as such, should have greater utility for applied researchers.