On Sun, 01 Jul 2001 14:19:31 +0200, Bruno Facon <[EMAIL PROTECTED]> wrote: > I work in the area of intelligence differentiation. I would like to know > how to use the khi2 statistic to determine whether the number of > statistically different correlations between two groups is due or not to > random variations. In particular I would like to know how to determine > the expected numbers of statistically different correlations due to > “chance”. > Let me take an example. Suppose I compare two correlations matrices of > 45 coefficients obtained from two independent groups (A and B). If there > is no true difference between the two matrices, the number of > statistically different correlations should be equal to 1.25 in favor of Yes, that is the number. But there is not a legitimate test that I know of, unless you are willing to make a strong assumption that no pair of the variables should be correlated. I never heard of the khi2 statistic before this. I searched with google, and found a respectable number of references, and here is something that I had not seen with a statistic: kh2 appears to be solely French in its use. Of the first 50 hits, most were in French, at French ISPs (.fr). The few that were in English were also from French sources. One article had a reference (not available in my local libraries): Freilich MH and Chelton DB, J Phys Oceanogr 16, 741-757. > > group A and equal to 1.25 in favor of group B (in case of alpha = .05). > > Consequently, the expected number of nonsignificant differences should > be 42.75. Is my reasoning correct? I would be nice to test the numbers, but I don't credit that reference as a good one, yet. I don't remember for sure, but I think you might be able to compare two correlation matrices with programs from Jim Steiger's site, http://www.interchg.ubc.ca/steiger/multi.htm On the other hand, you would be better off if you can compare the entire covariance structures, to keep from making accidental assumptions about variances. (Does Jim provide for that?) -- Rich Ulrich, [EMAIL PROTECTED] http://www.pitt.edu/~wpilib/index.html ================================================================= Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =================================================================
