--- [email protected] wrote:
> I want to check whether, for each individual (id), x1, x2 and x3 are
> correlated. My question is: is it correct to run a Spearman's
> correlation test (or a Pearson's correlation test if I manage to
> collect more observations) even if observations within the same group
> are probably not independent?
No, but you knew that already.
Such correlation tests have a very limited field of application: they
are applicable if the main point of your study is to test the
hypothesis that x1, x2, and x3 are univariately linearly associated
with one another.
Two comments:
- often these are not the hypotheses of interest, but are part of some
sort of model selection / data exploration excersise. In both cases
test are not needed and not desirable.
- A scatterplot matrix is much more informative, as this also shows
non-linear relations, see: -help graph matrix-.
-- Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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