Let r_1 be the correlation between the two variables for the first group with n_1 subjects and let r_2 be the correlation for the second group with n_2 subjects. Then a simple way to test H0: rho_1 = rho_2 is to convert r_1 and r_2 via Fisher's variance stabilizing transformation ( z = 1/2 * ln[ (1+r)/(1-r)] ) and then calculate:
(z_1 - z_2) / sqrt( 1/(n_1 - 3) + 1/(n_2 - 3) ) which is (approximately) N(0,1) under H0. So, using alpha = .05, you can reject H0 if the absolute value of the test statistic above is larger than 1.96. -- Wolfgang Viechtbauer Department of Methodology and Statistics University of Maastricht, The Netherlands http://www.wvbauer.com/ ----Original Message---- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Timo Stolz Sent: Thursday, July 26, 2007 16:13 To: [email protected] Subject: [R] significance test for difference of two correlations > Dear R users, > > how can I test, whether two correlations differ significantly. (I > want to prove, that variables are correlated differently, depending > on the group a person is in.) > > Greetings from Freiburg im Breisgau (Germany), > Timo Stolz ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
