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Comparison of correlated correlations

, : Comparison of correlated correlations. Statistics in Medicine 8(12): 1485-1496

We consider a problem where k highly correlated variables are available, each being a candidate for predicting a dependent variable. Only one of the k variables can be chosen as a predictor and the question is whether ther are significant differences in the quality of the predictors. We review several tests derived previously and propose a method based on the bootstrap. The motivating medical problem was to predict 24 hour proteinuria by protein-creatinine ratio measured at either 08:00, 12:00, or 16:00. The tests which we discuss are illustrated by this example and compared using a small Monte Carlo study.


PMID: 2616938

DOI: 10.1002/sim.4780081208

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