Steiger's (1980) T2 for H0: rho12 = rho13, (r12 - r13) sqrt((n - 1)(1 + r23)
/ (2 (n - 1)/(n - 3) |R| + rbar^2 (1 - r23)^3)), rbar = (r12 + r13) / 2, on n -
3 df (psych::r.test). Hedderich, Sachs & Reynarowych (2023, eq 7.394) print
(r12 + r13)^2 / 2 in place of rbar^2.
Arguments
- r12, r13
Correlations with the common variable 1.
- r23
Correlation of variables 2 and 3.
- n
Sample size.
Value
Named list: statistic, df, p_value, det_R.
References
Williams, E. J. (1959). JRSS B 21, 396-399. Steiger, J. H.
(1980). Psychological Bulletin 87, 245-251.
Examples
corwil(0.85, 0.71, 0.80, 30)$statistic
#> [1] 2.168702
