Abstract
Computer sampling from a multivariate normal spherical population was used to evaluate Type I error rates for a test of P = I based on Fisher’s tanh−1 variance stabilizing transformation of the correlation coefficient. The range of variates considered was 5 to 25 and Type I error rates were estimated for several sample sizes with 2,500 independent replications. Except for small samples the test was well behaved. After the test converges to an acceptable Type I error rate it is preferable to Box’s test of P = I.
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