1/29/2009

Problem Session

Inferences in Regression and Correlation Analysis (continued)

• Normal Correlation Model and Bivariate Normal dist
• Correlation model
• Density function
• Marginals
• Conditionals
• Equivalence to normal error regression model
• Correlation:
• Pearson
• Formula
• Inferences about rho

1. Testing that rho=0

2. Interval estimation using the Fisher transformation

• Using SAS: Proc Corr
• Spearman
• Nonparametric correlation
• Procedure

1. rank within Y1 and Y2

2. Pearson correlation on ranks

• Inference
• Using SAS

Please read Sections 3.1 – 3.7 for Tuesday.

Reminder: Homework #2 is due Tuesday!