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An Empirical Study of Related Correlation Coefficients

Kansas State University

Albert D. Palachek

University of Cincinnati

William R. Schucany

Southern Methodist University

Tests for comparing the strength of association between a variable, X₁, and each of two potential predictor variables, X₂ and X₃, are proposed and examined in a simulation study. The variances of X₂ and X₃ and the correlation between X₂ and X₃ are nuisance parameters. A simple modification of a test proposed by Williams (1959) is found to have reasonable properties for a wide range of parameter values and both normal and nonnormal distributions.

Key Words: Correlation coefficient • normal scores • hypothesis testing • approximately distribution-free

Journal of Educational and Behavioral Statistics, Vol. 8, No. 1, 75-86 (1983)
DOI: 10.3102/10769986008001075


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