Design

Distribution

ρxz ρyz N Type I Error Power
Method of Moments* Dunn and Clark Meng Method of Moments* Dunn and Clark Meng
1 Normal 0.305 0.305 100 0.061 0.054 0.052 --- --- ---
2 Normal 0.305 0.305 400 0.045 0.045 0.045 --- --- ---
3 Normal 0.5 0.5 100 0.063 0.054 0.052 --- --- ---
4 Normal 0.5 0.5 400 0.045 0.045 0.045 --- --- ---
5 Normal 0.305 0.5 100 --- --- --- 0.866 0.842 0.839
6 Normal 0.305 0.5 400 --- --- --- 0.987 1 1
7 Lognormal 0.305 0.305 100 0.102 0.162 0.16 --- --- ---
8 Lognormal 0.305 0.305 400 0.075 0.197 0.196 --- --- ---
9 Lognormal 0.5 0.5 100 0.116 0.247 0.244 --- --- ---
10 Lognormal 0.5 0.5 400 0.082 0.302 0.326 --- --- ---
11 Lognormal 0.305 0.5 100 --- --- --- 0.495 0.581 0.577
12 Lognormal 0.305 0.5 400 --- --- --- 0.812 0.919 0.919
*Based on equation 7
Table 1: Comparison of alternative methods for comparing dependent correlations.