Premium
Comparison of correlated correlations
Author(s) -
Cohen Ayala
Publication year - 1989
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.4780081208
Subject(s) - monte carlo method , statistics , variables , variable (mathematics) , econometrics , correlation , computer science , mathematics , mathematical analysis , geometry
We consider a problem where k highly correlated variables are available, each being a candidate for predicting a dependent variable. Only one of the k variables can be chosen as a predictor and the question is whether there are significant differences in the quality of the predictors. We review several tests derived previously and propose a method based on the bootstrap. The motivating medical problem was to predict 24 hour proteinuria by protein—creatinine ratio measured at either 08:00,12:00 or 16:00. The tests which we discuss are illustrated by this example and compared using a small Monte Carlo study.