heurist function

Heuristic t test of the difference between two generalized correlations.

Function to run a heuristic t test of the difference between two generalized correlations.

heurist(rxy, ryx, n)

Arguments

• rxy: generalized correlation r*(x|y) where y is the kernel cause.
• ryx: generalized correlation r*(y|x) where x is the kernel cause.
• n: Sample size needed to determine the degrees of freedom for the t test.

Returns

Prints the t statistics and p-values.

Note

This function requires Revele's R package called `psych' in memory. This test is known to be conservative (i.e., often fails to reject the null hypothesis of zero difference between the two generalized correlation coefficients.)

Examples

set.seed(34);x=sample(1:10);y=sample(2:11)
g1=gmcxy_np(x,y)
n=length(x)
h1=heurist(g1$corxy,g1$coryx,n)
print(h1)
print(h1$t) #t statistic
print(h1$p) #p-value

Author(s)

Prof. H. D. Vinod, Economics Dept., Fordham University, NY