olkin_siotani {mars}R Documentation

Olkin & Siotani variance-covariance matrix

Description

Computational function to compute the Olkin & Siotani (1976) variance-covariance matrix for correlation matrices. It allows the user to specify three different computations.

Usage

olkin_siotani(data, n, type = c("average", "weighted", "simple"))

Arguments

data

A correlation matrix or a list of correlation matrices.

n

Sample size

type

The type of Olkin and Siotani correction to make.

Details

The three possible computations that can be specified are:

Value

List of matrices, same length as the number of studies or number of correlation matrices.

References

Becker, B. J. (1992). Using results from replicated studies to estimate linear models. Journal of Educational Statistics, 17(4), 341-362. Olkin, I. (1976). Asymptotic distribution of functions of a correlation matrix. Essays in provability and statistics: A volume in honor of Professor Junjiro Ogawa.


[Package mars version 0.2.2 Index]