A Monte Carlo Study of Testing the Significance of Correlation Matrices.

Silver, N. Clayton; Dunlap, William P.

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Peer reviewed

ERIC Number: EJ399779

Record Type: Journal

Publication Date: 1989

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A Monte Carlo Study of Testing the Significance of Correlation Matrices.

Silver, N. Clayton; Dunlap, William P.

Educational and Psychological Measurement, v49 n3 p563-69 Fall 1989

A Monte Carlo simulation examined the Type I error rates and power of four tests of the null hypothesis that a correlation matrix equals the identity matrix. The procedure of C. J. Brien and others (1984) was found to be the most powerful test maintaining stable empirical alpha values. (SLD)

Descriptors: Correlation, Hypothesis Testing, Monte Carlo Methods, Power (Statistics), Simulation

Publication Type: Journal Articles; Reports - Evaluative

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Language: English

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