Comparison of correlation coefficients
Calculates the statistical significance of the difference between two independent correlation coefficients.
This test is not performed on data in the spreadsheet, but on statistics you enter in a dialog box.
In the dialog box enter the correlation coefficients and the corresponding number of cases. Next click the Test button (or press the Enter key) to calculate the statistical significance of the difference between the two correlation coefficients.
When the P-value is less than 0.05, the conclusion is that the two coefficients indeed are significantly different.
In the example a correlation coefficient of 0.86 (sample size = 42) is compared with a correlation coefficient of 0.62 (sample size = 42). The resulting z-statistic is 2.5097, which is associated with a P-value of 0.0121. Since this P-value is less than 0.05, it is concluded that the two correlation coefficients differ significantly.
In the Comment input field you can enter a comment or conclusion that will be included on the printed report.
- Hinkle DE, Wiersma W, Jurs SG (1988) Applied statistics for the behavioral sciences. 2nd ed. Boston: Houghton Mifflin Company.