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Re: st: stata correlated correlations Olkin Finn
From
Eric Booth <[email protected]>
To
"<[email protected]>" <[email protected]>
Subject
Re: st: stata correlated correlations Olkin Finn
Date
Sat, 11 Dec 2010 20:08:04 +0000
<>
-findit olkin finn- returns nothing for me. So, unless someone else has create some code to do this, you probably need to write the code yourself.
Take a look at this paper: http://www.public.asu.edu/~davidpm/ripl/olkintech.cml.pdf
The paper details an error in Olkin/Finn (1995) and the last page of the report provides the SAS code for running the Olkin/Finn measure and the authors' correction of that measure. You could use the formulas in this paper or from the SAS code they provide to produce what you need. The SAS code looks to be transportable to Stata without many changes.
For instance, they calculate the difference between the raw and partial correlation in SAS with this code:
diffr=rxy-((rxy-rxm*rmy)/((sqrt(1-rmy*rmy))*(sqrt(1-rxm*rxm)))))
which can be run Stata if you add a -generate- command to the beginning.
- Eric
__
Eric A. Booth
Public Policy Research Institute
Texas A&M University
[email protected]
Office: +979.845.6754
Fax: +979.845.0249
http://ppri.tamu.edu
On Dec 10, 2010, at 10:36 PM, <[email protected]>
wrote:
> Dear all,
>
> I need to perform the test by Olkin and Finn (1995). Do you know how I can do that in Stata?
>
> The reference is:
> Olkin and Finn (1995), Correlation redux. Psychological Bulletin, 118, 155-164
>
> Another relevant reference is:
> Graf R.G., Alf E.F., jr. (1999), Correlations Redux: Asymptotic confidence limits for partial and squared multiple correlations, Applied Psychological Measurement, 23(2), 11116-119
>
>
> This test is very important as it allows to deal with concerns for common method bias that often arise with a single respondent survey.
>
> Thanks
>
>
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