Inference for Disattenuated Correlations

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Abstract

When only summary statistics from published studies are available, the Hunter-Schmidt interval is the standard tool for inference on Spearman's disattenuated correlation, but it treats reliability estimates as known constants and ignores their sampling variability. We derive a simple delta method variance that accounts for the uncertainty of all estimates while requiring nothing beyond the summaries already at hand. Under bivariate normality of scores and coefficient alpha from a normal parallel model, the corrected interval is asymptotically valid. In simulations it achieves coverage near nominal, while Hunter-Schmidt can undercover substantially when reliability is imprecisely estimated.

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