Comparison of correlated correlations.
We consider a problem where kappa highly correlated variables are available, each being a candidate for predicting a dependent variable. Only one of the kappa variables can be chosen as a predictor and the question is whether there 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.
Cohen
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Faculty of Industrial Engineering and Management, Technion Israel Institute of Technology, Haifa.
D006801:Humans; D011507:Proteinuria / Q000175:diagnosis; D012107:Research Design; D013223:Statistics as Topic / Q000379:methods*; D013997:Time Factors