::Free Statistics and Forecasting Software::

v1.2.1

:: Testing difference between two correlations ::

All rights reserved. The non-commercial (academic) use of this software is free of charge. The only thing that is asked in return is to cite this software when results are used in publications.

This R module tests the difference between two Pearson correlations. Given 3 variables, x, y, z, the software tests whether the correlation between xy is different from the correlation between xz. If y and z are independent, this is a simple t-test of the z transformation. If, however, x and y are dependent, the software also takes into account the correlation between yz.

Enter (or paste) your data delimited by hard returns.

 Send output to: Browser Blue - Charts White Browser Black/White CSV Data X (click to load default data) 99.2 99 100 111.6 122.2 117.6 121.1 136 154.2 153.6 158.5 140.6 136.2 168 154.3 149 165.5 Data Y: 96.7 98.1 100 104.9 104.9 109.5 110.8 112.3 109.3 105.3 101.7 95.4 96.4 97.6 102.4 101.6 103.8 Data Z: 101 100.1 100 90.6 86.5 89.7 90.6 82.8 70.1 65.4 61.3 62.5 63.6 52.6 59.7 59.5 61.3 Paired or Unpaired? unpairedpaired Chart options Width: Height:

 Source code of R module library(psych) xy <- cor(x,y,use = "pairwise") xz <- cor(x,z,use = "pairwise") yz <- cor(y,z,use = "pairwise") nx <- length(na.omit(x)) ny <- length(na.omit(y)) nz <- length(na.omit(z)) nxy <- min(nx,ny) nxz <- min(nx,nz) if(par1=="paired") { r <- paired.r(xy,xz,yz,n=nxy,n2=nxz) } else { r <- paired.r(xy,xz,n=nxy,n2=nxz) } print(r) load(file="createtable") a<-table.start() a<-table.row.start(a) a<-table.element(a,"Testing difference between two Pearson Correlations",2,TRUE) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,"Pearson Correlation between X and Y",header=TRUE) a<-table.element(a,xy) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,"Pearson Correlation between X and Z",header=TRUE) a<-table.element(a,xz) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,"Type of test",header=TRUE) a<-table.element(a,par1) a<-table.row.end(a) if(par1=="paired") { a<-table.row.start(a) a<-table.element(a,"t-Test for dependent correlations",header=TRUE) a<-table.element(a,r\$t) a<-table.row.end(a) } else { a<-table.row.start(a) a<-table.element(a,"z-Test for independent correlations",header=TRUE) a<-table.element(a,r\$z) a<-table.row.end(a) } a<-table.row.start(a) a<-table.element(a,"P-value (H0: r(xy) = r(xz))",header=TRUE) a<-table.element(a,r\$p) a<-table.row.end(a) a<-table.end(a) table.save(a,file="mytable.tab")
 Top | Output | Charts | References

 Cite this software as: Patrick Wessa (2017) Testing difference between correlations (v1.0.7) in Free Statistics Software (v1.2.1), Office for Research Development and Education, URL https://www.wessa.net/rwasp_CompareCorrelations.wasp/ The R code is based on :
 Top | Output | Charts | References
 To cite Wessa.net in publications use:Wessa, P. (2023), Free Statistics Software, Office for Research Development and Education, version 1.2.1, URL https://www.wessa.net/ © All rights reserved. Academic license for non-commercial use only. The free use of the scientific content, services, and applications in this website is granted for non commercial use only. In any case, the source (url) should always be clearly displayed. Under no circumstances are you allowed to reproduce, copy or redistribute the design, layout, or any content of this website (for commercial use) including any materials contained herein without the express written permission. Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. We make no warranties or representations as to the accuracy or completeness of such information (or software), and it assumes no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site. Software Version : 1.2.1Algorithms & Software : Patrick Wessa, PhDServer : www.wessa.net