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Correlated correlations analysis

Calculeaza probabilitatea corelatiilor corelate. Compute the probability of the correlated correlations. Refs: Hotelling H, 1931. The generalization of Student's ratio. Ann Math Stat 2(3): 360-378 Williams EJ, 1959. The comparison of regression variables. J Roy Stat Soc Ser B (Method) 21(2): 396-399 Steiger JH, 1980. Tests for comparing elements of a correlation matrix. Psychol Bull 87: 245-251 [*"r" changed to "ρ" using (Fisher, 1921)] Fisher RA, 1915. Frequency distribution of the values of the correlation coefficient in samples from an indefinitely large population. Biometrika 10: 507-521 Fisher RA, 1921. On the "probable error" of a coefficient of correlation deduced from a small sample. Metron 1: 3-32 Fisher RA, 1948. Combining independent tests of significance. Am Stat 2(5): 30 y0 y1 = Linear(x1) ~ y0 y2 = Linear(x2) ~ y0 -42.5 -0.5 -11.73 36.07 27.85 9.5 68.74 60.27 63.28 49.74 57.99 98.43 90.05 91.85 93.48 79.2 89.78 80.5 86.06 80.88 125.66 117.65 118.93 117.71 118.53 106.84 115.61 109.43 109.1 111.97 117.73 115.65 118.26 109.84 99.24 114.76 113.47 106.47 150.8 143.26 144.18 142.48 143 142.1 132.69 140.5 133.5 136 135.21 137.3 140.1 136 135.2 138 133.8 140.6 140.4 133.6 126.54 124.08 137.68 139 131.34 130.65 140.46 146.17 133.83 142 136.72 140.27 133.01 122.28 141.55 -42.97 1.0131 -12.05 39.125 27.171 10.069 71.123 61.144 62.149 48.942 54.919 99.399 91.012 91.412 91.814 79.127 87.183 82.785 84.528 79.581 124.29 117.73 117.8 117.41 117.77 107.07 114.39 111.75 111.5 111.23 115.93 114.78 116.51 109.33 100.54 112.94 111.57 108.01 146.78 141.44 141.48 140.94 141.21 141.38 132.19 138.75 136.32 136.87 136.32 135.68 140.21 137.72 135.56 139.59 137.57 140.87 141.51 134.92 128.68 128.13 137.96 139.05 134.94 131.64 140.07 145.8 135.58 143.17 137.36 139.33 133.31 118.7 140.54 -42.17 -3.65 -13.7 33.91 26.07 13.08 68.04 60.92 62.4 50.72 57.17 97.8 91.41 92.16 93.63 81.94 89.14 84.49 85.67 82.87 123.92 117.51 119.01 119.01 119.75 108.79 115.99 111.89 112.06 112.52 117.46 116.01 116.05 111.93 101.87 114.18 112.24 111.65 146.41 140.75 142.22 141.49 142.97 142.97 132.73 139.2 135.11 136.56 135.28 135.73 140.68 137.31 135.73 139.95 136.58 139.27 141.23 135.14 127.09 126.54 137.39 137.66 132.81 129.34 139.6 143 135.89 140.93 136.2 139.86 131.39 112.7 139.06 N= df1= df2=