Difference between 2 correlation coefficients

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Difference between 2 correlation coefficients

Moshe Marko
Hi,

I am analyzing data concerning the differences in strength between people
with and without difficulties preforming certain tasks. A correlation
coefficients from the entire group were high and significant. Now I wanted
to see the correlations between strength and performance within each group
i.e. the able and unable and I found that the correlation is higher within
the unable group. Is there a way for me to show that the difference in r is
statistically significant (or not)?

Thanks

Moshe

Moshe Marko, PT, DPT, MHS, OCS, CSCS
Assistant Professor
Department of Physical Therapy Education
College of Health Professions
SUNY Upstate Medical University
Room 2232  Silverman Hall
750 Adams Street
Syracuse, NY 13210-1834
315 464 6577
FAX 315 464 6887
[hidden email]

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Re: Difference between 2 correlation coefficients

Bruce Weaver
Administrator
Moshe Marko wrote
Hi,

I am analyzing data concerning the differences in strength between people
with and without difficulties preforming certain tasks. A correlation
coefficients from the entire group were high and significant. Now I wanted
to see the correlations between strength and performance within each group
i.e. the able and unable and I found that the correlation is higher within
the unable group. Is there a way for me to show that the difference in r is
statistically significant (or not)?

Thanks

Moshe
Karl Wuensch has a document describing how to to this on his Statistics Lessons page:

   http://core.ecu.edu/psyc/wuenschk/StatsLessons.htm

Scroll down to Bivariate Correlation and Regression, and look at the document called "Comparing correlation coefficients, slopes & intercepts".

--
Bruce Weaver
bweaver@lakeheadu.ca
http://sites.google.com/a/lakeheadu.ca/bweaver/

"When all else fails, RTFM."

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Re: Difference between 2 correlation coefficients

Marta Garcia-Granero
In reply to this post by Moshe Marko
Moshe Marko wrote:
> I am analyzing data concerning the differences in strength between people
> with and without difficulties preforming certain tasks. A correlation
> coefficients from the entire group were high and significant. Now I wanted
> to see the correlations between strength and performance within each group
> i.e. the able and unable and I found that the correlation is higher within
> the unable group. Is there a way for me to show that the difference in r is
> statistically significant (or not)?
Hi, this macro can help:

* Comparison of two correlation coefficients
  (see: http://www-class.unl.edu/psycrs/statpage/biv_corr_eg.pdf)

* Independent populations: Fisher's Z test *.
DEFINE TWOCORRS (r1=!TOKENS(1)/n1=!TOKENS(1)/r2=!TOKENS(1)/n2=!TOKENS(1)).
MATRIX.
PRINT /TITLE='COMPARING TWO INDEPENDENT CORRELATION COEFFICIENTS'.
COMPUTE r1=!r1.
COMPUTE n1=!n1.
COMPUTE r2=!r2.
COMPUTE n2=!n2.
PRINT {r1,r2}
 /FORMAT='F8.2'
 /CLABELS='R1' 'R2'
 /TITLE='Correlation values being compared:'.
PRINT {n1,n2}
 /FORMAT='F8.0'
 /CLABELS='N1','N2'
 /TITLE='Sample sizes:'.
COMPUTE zr1=.5*(LN((1+r1)/(1-r1))).
COMPUTE varzr1=1/(n1-3).
COMPUTE zr2=.5*(LN((1+r2)/(1-r2))).
COMPUTE varzr2=1/(n2-3).
COMPUTE z=ABS(zr1-zr2)/SQRT(varzr1+varzr2).
COMPUTE z_sig=2*(1-CDFNORM(z)).
PRINT {z,z_sig,(z_sig/2)}
 /FORMAT='F8.3'
 /CLABELS='Z' '2-tails' '1-tail'
 /TITLE='Z value and significance (2-tailed & 1-tailed)'.
END MATRIX.
!ENDDEFINE.

TWOCORRS r1=0.397 n1=76 r2=0.819 n2=64.

Best regards,
Marta GG

--
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