It's more complicated than that, since Phi(X1,X2), Phi(X1,X3), and Phi(X1,X4) are dependent. Take a look at:
Olkin, I., & Finn, J. D. (1990). Testing correlated correlations. Psychological Bulletin, 108(2), 330-333. and Meng, X., Rosenthal, R., & Rubin, D. B. (1992). Comparing correlated correlation coefficients. Psychological Bulletin, 111(1), 172-175. You will probably have to implement these tests yourself. Best, -- Wolfgang Viechtbauer Department of Methodology and Statistics University of Maastricht, The Netherlands http://www.wvbauer.com/ > -----Original Message----- > From: [EMAIL PROTECTED] [mailto:r-help- > [EMAIL PROTECTED] On Behalf Of Paul Hewson > Sent: Wednesday, September 27, 2006 17:40 > To: Marc Bernard; r-help@stat.math.ethz.ch > Subject: Re: [R] Testing the equality of correlations > > Off the top my head (i.e. this could all be horribly wrong), I think > Anderson gave an asymptotic version for such a test, whereby under the > null hypothesis, the difference between Fisher's z for each sample, z1 - > z2, is normal with zero mean. > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Marc Bernard > Sent: 27 September 2006 14:42 > To: r-help@stat.math.ethz.ch > Subject: [R] Testing the equality of correlations > > Dear All, > > I wonder if there is any implemented statistical test in R to test > the equality between many correlations. As an example, let X1, X2, X3 > X4 be four random variables. let > Phi(X1,X2) , Phi(X1,X3) and Phi(X1,X4) be the corresponding > correlations. > How to test Phi(X1,X2) = Phi(X1,X3) = P(X1,X4)? > > Many thanks in advance, > > Bernard ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
