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Confidence interval estimation of a common correlation coefficient

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  • Tian, Lili
  • Wilding, Gregory E.

Abstract

This paper presents a generalized variable approach for confidence interval estimation of a common correlation coefficient from several independent samples drawn from bivariate normal populations. This approach can provide one-sided bounds and two-sided confidence intervals with satisfying coverage probabilities regardless of the number of samples, sample sizes and magnitude of the common correlation coefficient while the large sample approach can be very liberal for one-sided bounds. The large sample approach generally performs well for two-sided confidence interval estimation.

Suggested Citation

  • Tian, Lili & Wilding, Gregory E., 2008. "Confidence interval estimation of a common correlation coefficient," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4872-4877, June.
    • Handle: RePEc:eee:csdana:v:52:y:2008:i:10:p:4872-4877
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    References listed on IDEAS

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    1. K. Krishnamoorthy & Yong Lu, 2003. "Inferences on the Common Mean of Several Normal Populations Based on the Generalized Variable Method," Biometrics, The International Biometric Society, vol. 59(2), pages 237-247, June.
    2. Allan Donner & Bernard Rosner, 1980. "On Inferences Concerning a Common Correlation Coefficient," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 29(1), pages 69-76, March.
    3. Samaradasa Weerahandi & Vance W. Berger, 1999. "Exact Inference for Growth Curves with Intraclass Correlation Structure," Biometrics, The International Biometric Society, vol. 55(3), pages 921-924, September.
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    Cited by:

    1. Tafesse, Mebratu, 2021. "Organizational Learning Practices in Public Higher Education Institutions of Ethiopia," Technium Education and Humanities, Technium Science, vol. 1(1), pages 55-78.
    2. Lai, Chin-Ying & Tian, Lili & Schisterman, Enrique F., 2012. "Exact confidence interval estimation for the Youden index and its corresponding optimal cut-point," Computational Statistics & Data Analysis, Elsevier, vol. 56(5), pages 1103-1114.
    3. Tian, Lili, 2010. "Confidence interval estimation of partial area under curve based on combined biomarkers," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 466-472, February.

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