Exact interval estimation, power calculation, and sample size determination in normal correlation analysis

Gwowen Shieh*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

20 Scopus citations

Abstract

This paper considers the problem of analysis of correlation coefficients from a multivariate normal population. A unified theorem is derived for the regression model with normally distributed explanatory variables and the general results are employed to provide useful expressions for the distributions of simple, multiple, and partial-multiple correlation coefficients. The inversion principle and monotonicity property of the proposed formulations are used to describe alternative approaches to the exact interval estimation, power calculation, and sample size determination for correlation coefficients.

Original languageEnglish
Pages (from-to)529-540
Number of pages12
JournalPsychometrika
Volume71
Issue number3
DOIs
StatePublished - 1 Sep 2006

Keywords

  • Multiple correlation
  • Partial-multiple correlation
  • Simple correlation

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