Journal
JOURNAL OF STATISTICAL PLANNING AND INFERENCE
Volume 142, Issue 6, Pages 1396-1406Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.jspi.2011.12.018
Keywords
Behrens-Fisher problem; Contiguous alternatives; Permutation tests; Pearson correlation coefficient; Power of a test; Studentized statistics; Two-sample tests
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Funding
- Czech Science Foundation [P201/11/P290]
- German Academic Exchange Service (DAAD)
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The present paper investigates the asymptotic behaviour of a studentized permutation test for testing equality of (Pearson) correlation coefficients in two populations. It is shown that this test is asymptotically of exact level and has the same power for contiguous alternatives as the corresponding asymptotic test. As a by-product we specify the assumptions needed for the validity of the permutation test suggested in Sakaori (2002). A small simulation study compares the finite sample properties of the considered tests. (C) 2012 Elsevier B.V. All rights reserved.
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