Hi all,
I have two correlation (R Pearson) matrices with same dimensions (i.e. equal number of columns and rows). Does anyone know any tests/statistics that I can apply in order to compare them?
Thank you in advance,
Edoardo
My Dear.. You can use p-value of each correlation which is small is high different for example:
if r11(1) for first matrix with p-value(sig.=0.003), and r11(2) from second matrix with (sig.=0.024) each them are signficant, but r11(1) is very strong compared with r11(2) becuase p-value_1
My Dear.. You can use p-value of each correlation which is small is high different for example:
if r11(1) for first matrix with p-value(sig.=0.003), and r11(2) from second matrix with (sig.=0.024) each them are signficant, but r11(1) is very strong compared with r11(2) becuase p-value_1
The standard test is given in Morrison, D. F., Multivariate Statistical Methods, 4th ed. Duxbury/Thomson. in Section 5.4 (Testing the Equality of Several Covariance Matrices,), p. 247 ff
Best wishes, D. Booth
I propose to consult this link:
https://www.researchgate.net/post/Significance_of_the_difference_between_two_correlation_matrices
the best
good luck
Dear friend
Inspite of comparing them
You can use z test to get a representative value of r using both the data.
A similar kind of paper you can see
Evaluation of stay green induced maize hybrids for green fodder and grain yields under variable moisture regimes
RP Sah, M Chakraborty, K Prasad, M Pandit, A Kumar… - Range Management and Agroforestry,
Range Management and Agroforestry 38(1):58-64
You might even consider applying a permutation test approach: by randomly assigning your observations to two groups of the same size as the original groups, each time calculating the resulting difference in covariation values. When repeating this a sufficient number of times (say 10.000 repeats), the difference between the original covariation matrices is significant if less than 5 per cent of the resulting differences are larger than the one you obtained.
mmm...maybe you can use Mantel test for associate two matrices.
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