Skip to main content
. Author manuscript; available in PMC: 2020 May 1.
Published in final edited form as: Multivariate Behav Res. 2019 Jan 20;54(3):382–403. doi: 10.1080/00273171.2018.1532280

Table 2:

Derived population correlations of different kinds of stacked long data when σX, σY , XPS, and Y PS follow a joint multivariate normal distribution.

Data Type Derived population correlation Involved parameters
Raw data
(xit and yit)
ρX,Y=

μσXμσY+σσX,σYμρw+σμXσμYρbμσX2+σσX2+σμX2μσY2+σσY2+σμY2
Average within-person correlation (µρw)
Between-person correlation (ρb)
Mean and SD of the person SDs (µσX , µσY , σσX , σσY)
Covariance of the person SDs (σσX,σY)
SD of the person means (σµX , σµY)
P-C data
(xitPC and yitPC)
ρCX,CY=

μσXμσY+σσX,σYμρwμσX2+σσX2μσY2+σσY2
Average within-person correlation (µρw)
Mean and SD of the person SDs (µσX , µσY , σσX , σσY)
Covariance of the person SDs (σσX,σY)
P-S data
(xitPS and yitPS)
ρWX,WY=μρw Average within-person correlation (µρw)