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On Inferences Concerning a Common Correlation Coefficient
Journal Of The Royal Statistical Society: Series C (applied Statistics)Peer ReviewedDonner Allan +11980Journals
S ummary Four different methods are compared of estimating a common correlation p from k ≥ 2 independent random samples drawn from bivariate normal populations. The results of a Monte Carlo study show that Hotelling's method and the standard‐score method, equivalent to averaging the simple correlations, are generally superior to Fisher's method and the method of maximum likelihood in small to moderate‐sized samples. Hypothesis‐testing is also discussed, and a new test of significance for the standard score estimator proposed and evaluated.

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