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A Monte Carlo Evaluation of Tests for Comparing Dependent Correlations

Hittner, James B., May, Kim, Silver, N. CLAYTON·2003·The Journal of General Psychology

Abstract

The authors conducted a Monte Carlo simulation of 8 statistical tests for comparing dependent zero-order correlations. In particular, they evaluated the Type I error rates and power of a number of test statistics for sample sizes (Ns) of 20, 50, 100, and 300 under 3 different population distributions (normal, uniform, and exponential). For the Type I error rate analyses, the authors evaluated 3 different magnitudes of the predictor-criterion correlations (rho(y,x1) = rho(y,x2) = .1, .4, and .7). For the power analyses, they examined 3 different effect sizes or magnitudes of discrepancy between rho(y,x1) and rho(y,x2) (values of .1, .3, and .6). They conducted all of the simulations at 3 different levels of predictor intercorrelation (rho(x1,x2) = .1, .3, and .6). The results indicated that both Type I error rate and power depend not only on sample size and population distribution, but also on (a) the predictor intercorrelation and (b) the effect size (for power) or the magnitude of the predictor-criterion correlations (for Type I error rate). When the authors considered Type I error rate and power simultaneously, the findings suggested that O. J. Dunn and V. A. Clark's (1969) z and E. J. Williams's (1959) t have the best overall statistical properties. The findings extend and refine previous simulation research and as such, should have greater utility for applied researchers.

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Metadata

Authors
Hittner, J. B., May, K., & Silver, N. C.
Venue
The Journal of General Psychology
Published
2003-04
Volume
130
Issue
2
Pages
149-168
ISSN
  • 0022-1309 (ISSN-L)
  • 1940-0888
OpenAlex
W2038264143
Cited by
425
References
19
FWCI
9.65
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: A Monte Carlo Evaluation of Tests for Comparing Dependent Correlations. https://app.cochat.ai/papers/10.1080/00221300309601282
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Hittner, J. B., May, K., & Silver, N. C. (2003). A Monte Carlo Evaluation of Tests for Comparing Dependent Correlations. The Journal of General Psychology. https://doi.org/10.1080/00221300309601282

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