How to test the equality of two Pearson correlation coefficients computed from the same sample? ...

What computer would be fastest for Mathematica Home Edition?

Why is "Captain Marvel" translated as male in Portugal?

I'm having difficulty getting my players to do stuff in a sandbox campaign

Direct Experience of Meditation

Simulating Exploding Dice

How do you clear the ApexPages.getMessages() collection in a test?

When is phishing education going too far?

Why does tar appear to skip file contents when output file is /dev/null?

Blender game recording at the wrong time

What is the electric potential inside a point charge?

What loss function to use when labels are probabilities?

What to do with post with dry rot?

Who can trigger ship-wide alerts in Star Trek?

How do I automatically answer y in bash script?

Did the new image of black hole confirm the general theory of relativity?

Was credit for the black hole image misattributed?

Is there a service that would inform me whenever a new direct route is scheduled from a given airport?

What would be Julian Assange's expected punishment, on the current English criminal law?

How to say 'striped' in Latin

Is 1 ppb equal to 1 μg/kg?

What's the point in a preamp?

Need a suitable toxic chemical for a murder plot in my novel

Classification of bundles, Postnikov towers, obstruction theory, local coefficients

Can a zero nonce be safely used with AES-GCM if the key is random and never used again?



How to test the equality of two Pearson correlation coefficients computed from the same sample?



Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)Should I reverse score items before running reliability analyses (item-total correlation) and factor analysis?Significance test on the difference of Spearman's correlation coefficientHow can you run a correlation coefficient test among two ordinal variables with uneven scales?How can two positive dependent correlation coefficients differ significantly without differing significantly from zero?How to compare two Pearson correlation coefficientsAlternative to Pearson correlation testDifference Between Two Correlation Coefficients - questionsWhich Two-Sample Test for Non-Independent Data?Comparison of two correlationsWhat is the relationship between an average of correlations and a correlation for an average of the same variables?





.everyoneloves__top-leaderboard:empty,.everyoneloves__mid-leaderboard:empty,.everyoneloves__bot-mid-leaderboard:empty{ margin-bottom:0;
}







3












$begingroup$


Is there a reliable way to say if two Pearson correlations from the same sample (do not) differ significantly? More concrete, I calculated the correlation between a total score on a questionnaire and an other variable, and a subscore of the same questionnaire and the variable. The correlations are respectively .239 and .234, so they look quite similar to me. (The other two subscales did not significantly correlate with the variable). Could I use a fisher Z to check if the two correlations indeed do not significantly differ, or is the fact that they are not independent a problem?










share|cite|improve this question









New contributor




ChaFo is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.







$endgroup$



















    3












    $begingroup$


    Is there a reliable way to say if two Pearson correlations from the same sample (do not) differ significantly? More concrete, I calculated the correlation between a total score on a questionnaire and an other variable, and a subscore of the same questionnaire and the variable. The correlations are respectively .239 and .234, so they look quite similar to me. (The other two subscales did not significantly correlate with the variable). Could I use a fisher Z to check if the two correlations indeed do not significantly differ, or is the fact that they are not independent a problem?










    share|cite|improve this question









    New contributor




    ChaFo is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
    Check out our Code of Conduct.







    $endgroup$















      3












      3








      3


      2



      $begingroup$


      Is there a reliable way to say if two Pearson correlations from the same sample (do not) differ significantly? More concrete, I calculated the correlation between a total score on a questionnaire and an other variable, and a subscore of the same questionnaire and the variable. The correlations are respectively .239 and .234, so they look quite similar to me. (The other two subscales did not significantly correlate with the variable). Could I use a fisher Z to check if the two correlations indeed do not significantly differ, or is the fact that they are not independent a problem?










      share|cite|improve this question









      New contributor




      ChaFo is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.







      $endgroup$




      Is there a reliable way to say if two Pearson correlations from the same sample (do not) differ significantly? More concrete, I calculated the correlation between a total score on a questionnaire and an other variable, and a subscore of the same questionnaire and the variable. The correlations are respectively .239 and .234, so they look quite similar to me. (The other two subscales did not significantly correlate with the variable). Could I use a fisher Z to check if the two correlations indeed do not significantly differ, or is the fact that they are not independent a problem?







      hypothesis-testing correlation non-independent






      share|cite|improve this question









      New contributor




      ChaFo is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.











      share|cite|improve this question









      New contributor




      ChaFo is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.









      share|cite|improve this question




      share|cite|improve this question








      edited yesterday









      amoeba

      62.3k15208267




      62.3k15208267






      New contributor




      ChaFo is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.









      asked yesterday









      ChaFoChaFo

      161




      161




      New contributor




      ChaFo is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.





      New contributor





      ChaFo is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.






      ChaFo is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.






















          3 Answers
          3






          active

          oldest

          votes


















          4












          $begingroup$

          Firstly I would point out that these correlations are fairly low.



          Second, have you plotted the data to investigate possible non-linear associations?



          Third, I would say that common sense should dictate that correlations of 0.239 and 0.234 are essentially the same and searching for a test to confirm this, unless the sample size is absolutely enormous, is folly.



          Fourth, you could calculate confidence intervals for both statistics, and if they do not overlap, then you can conclude that they are statistically significantly different. However, this would be invalid since the 2 samples are not independent. Moreover, as per my third point, even if you did have such an enormous sample and a test which validly concluded that a significant difference exists, I would find it hard to belive that the difference was practically significant.






          share|cite|improve this answer









          $endgroup$













          • $begingroup$
            Thanks for your reply. I am indeed aware that the correlations are small. I have checked for non-linear associations. I also feel like the difference is not meaningfull, but I just wanted make I do everything in the best possible way. Thanks!
            $endgroup$
            – ChaFo
            17 hours ago










          • $begingroup$
            @ChaFo that's OK, but you don't always have to make a formal test, especially where it seems obvious that they are essentially the same. How many observations do you have?
            $endgroup$
            – Robert Long
            16 hours ago



















          4












          $begingroup$

          Expanding on Robert Long's answer (+1 to Robert) I'd say that testing for a difference between these is folly, regardless of sample size. Look! Is 0.239 different from 0.234? Well, maybe it is. There are situations where a very small effect size is very important. If a plane crashes 1 in 1,000 flights, that's a big big problem. I can't think, offhand, of a situation where this tiny difference in correlations could be meaningful, but maybe there is one. Whether it is significant or not is not the point.



          Also, the dependence will surely be a problem. If you really wanted to see something like this, I'd find a third correlation: The correlation between the test after removing the subtest. Then you can compare that to the correlation with the subtest.



          Finally, it's unclear to me what you are trying to show, but I think you are trying to show that these are not different. In that case, the usual null hypothesis tests are inappropriate. You should be looking at tests of equivalence (if, in fact you want to look at significance at all).






          share|cite|improve this answer









          $endgroup$









          • 1




            $begingroup$
            Excellent points, Peter (+1)
            $endgroup$
            – Robert Long
            yesterday






          • 1




            $begingroup$
            Peter Flom, the population perspective in epidemiology says, in effect, that a tiny change in risk—one that is so small as to be effectively inconsequential clinically—is a big deal if it is multiplied across an entire population. Changing someone's risk of stroke by 1 in 10,000 per year is kinda meh. Changing 10,000,000 people's risk of stroke by 1 in 10,000 is a change of a 1,000 strokes per year: a big deal. See Rose, G. (1985). Sick individuals and sick populations. International Journal of Epidemiology, 14(1), 32–28.
            $endgroup$
            – Alexis
            yesterday










          • $begingroup$
            Of course, Pearson's correlation coefficient alone isn't likely to be the most used measure of contrasts in risk, but I think small associations can matter.
            $endgroup$
            – Alexis
            yesterday



















          0












          $begingroup$

          Yes, it is possible to perform a significance test using the Fisher transform. This also depends on $N$, the number of samples used to compute the Pearson correlations. This blog post describes the method in more detail, and provides R code for it.






          share|cite|improve this answer








          New contributor




          Bai is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
          Check out our Code of Conduct.






          $endgroup$









          • 2




            $begingroup$
            Your reference is inappropriate for comparing correlation coefficients that share data, as is the case here. The OP points out that "the fact they are not independent" is the problem.
            $endgroup$
            – whuber
            yesterday






          • 1




            $begingroup$
            Yes, I see. OP's situation involves overlap between the two datasets, but is not a case of paired data. Therefore, my answer is inappropriate.
            $endgroup$
            – Bai
            yesterday










          • $begingroup$
            Actually, it sounds like the data are triples: that's what makes it possible to compute more than one correlation coefficient.
            $endgroup$
            – whuber
            yesterday












          Your Answer








          StackExchange.ready(function() {
          var channelOptions = {
          tags: "".split(" "),
          id: "65"
          };
          initTagRenderer("".split(" "), "".split(" "), channelOptions);

          StackExchange.using("externalEditor", function() {
          // Have to fire editor after snippets, if snippets enabled
          if (StackExchange.settings.snippets.snippetsEnabled) {
          StackExchange.using("snippets", function() {
          createEditor();
          });
          }
          else {
          createEditor();
          }
          });

          function createEditor() {
          StackExchange.prepareEditor({
          heartbeatType: 'answer',
          autoActivateHeartbeat: false,
          convertImagesToLinks: false,
          noModals: true,
          showLowRepImageUploadWarning: true,
          reputationToPostImages: null,
          bindNavPrevention: true,
          postfix: "",
          imageUploader: {
          brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
          contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
          allowUrls: true
          },
          onDemand: true,
          discardSelector: ".discard-answer"
          ,immediatelyShowMarkdownHelp:true
          });


          }
          });






          ChaFo is a new contributor. Be nice, and check out our Code of Conduct.










          draft saved

          draft discarded


















          StackExchange.ready(
          function () {
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstats.stackexchange.com%2fquestions%2f402809%2fhow-to-test-the-equality-of-two-pearson-correlation-coefficients-computed-from-t%23new-answer', 'question_page');
          }
          );

          Post as a guest















          Required, but never shown

























          3 Answers
          3






          active

          oldest

          votes








          3 Answers
          3






          active

          oldest

          votes









          active

          oldest

          votes






          active

          oldest

          votes









          4












          $begingroup$

          Firstly I would point out that these correlations are fairly low.



          Second, have you plotted the data to investigate possible non-linear associations?



          Third, I would say that common sense should dictate that correlations of 0.239 and 0.234 are essentially the same and searching for a test to confirm this, unless the sample size is absolutely enormous, is folly.



          Fourth, you could calculate confidence intervals for both statistics, and if they do not overlap, then you can conclude that they are statistically significantly different. However, this would be invalid since the 2 samples are not independent. Moreover, as per my third point, even if you did have such an enormous sample and a test which validly concluded that a significant difference exists, I would find it hard to belive that the difference was practically significant.






          share|cite|improve this answer









          $endgroup$













          • $begingroup$
            Thanks for your reply. I am indeed aware that the correlations are small. I have checked for non-linear associations. I also feel like the difference is not meaningfull, but I just wanted make I do everything in the best possible way. Thanks!
            $endgroup$
            – ChaFo
            17 hours ago










          • $begingroup$
            @ChaFo that's OK, but you don't always have to make a formal test, especially where it seems obvious that they are essentially the same. How many observations do you have?
            $endgroup$
            – Robert Long
            16 hours ago
















          4












          $begingroup$

          Firstly I would point out that these correlations are fairly low.



          Second, have you plotted the data to investigate possible non-linear associations?



          Third, I would say that common sense should dictate that correlations of 0.239 and 0.234 are essentially the same and searching for a test to confirm this, unless the sample size is absolutely enormous, is folly.



          Fourth, you could calculate confidence intervals for both statistics, and if they do not overlap, then you can conclude that they are statistically significantly different. However, this would be invalid since the 2 samples are not independent. Moreover, as per my third point, even if you did have such an enormous sample and a test which validly concluded that a significant difference exists, I would find it hard to belive that the difference was practically significant.






          share|cite|improve this answer









          $endgroup$













          • $begingroup$
            Thanks for your reply. I am indeed aware that the correlations are small. I have checked for non-linear associations. I also feel like the difference is not meaningfull, but I just wanted make I do everything in the best possible way. Thanks!
            $endgroup$
            – ChaFo
            17 hours ago










          • $begingroup$
            @ChaFo that's OK, but you don't always have to make a formal test, especially where it seems obvious that they are essentially the same. How many observations do you have?
            $endgroup$
            – Robert Long
            16 hours ago














          4












          4








          4





          $begingroup$

          Firstly I would point out that these correlations are fairly low.



          Second, have you plotted the data to investigate possible non-linear associations?



          Third, I would say that common sense should dictate that correlations of 0.239 and 0.234 are essentially the same and searching for a test to confirm this, unless the sample size is absolutely enormous, is folly.



          Fourth, you could calculate confidence intervals for both statistics, and if they do not overlap, then you can conclude that they are statistically significantly different. However, this would be invalid since the 2 samples are not independent. Moreover, as per my third point, even if you did have such an enormous sample and a test which validly concluded that a significant difference exists, I would find it hard to belive that the difference was practically significant.






          share|cite|improve this answer









          $endgroup$



          Firstly I would point out that these correlations are fairly low.



          Second, have you plotted the data to investigate possible non-linear associations?



          Third, I would say that common sense should dictate that correlations of 0.239 and 0.234 are essentially the same and searching for a test to confirm this, unless the sample size is absolutely enormous, is folly.



          Fourth, you could calculate confidence intervals for both statistics, and if they do not overlap, then you can conclude that they are statistically significantly different. However, this would be invalid since the 2 samples are not independent. Moreover, as per my third point, even if you did have such an enormous sample and a test which validly concluded that a significant difference exists, I would find it hard to belive that the difference was practically significant.







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered yesterday









          Robert LongRobert Long

          11.9k22552




          11.9k22552












          • $begingroup$
            Thanks for your reply. I am indeed aware that the correlations are small. I have checked for non-linear associations. I also feel like the difference is not meaningfull, but I just wanted make I do everything in the best possible way. Thanks!
            $endgroup$
            – ChaFo
            17 hours ago










          • $begingroup$
            @ChaFo that's OK, but you don't always have to make a formal test, especially where it seems obvious that they are essentially the same. How many observations do you have?
            $endgroup$
            – Robert Long
            16 hours ago


















          • $begingroup$
            Thanks for your reply. I am indeed aware that the correlations are small. I have checked for non-linear associations. I also feel like the difference is not meaningfull, but I just wanted make I do everything in the best possible way. Thanks!
            $endgroup$
            – ChaFo
            17 hours ago










          • $begingroup$
            @ChaFo that's OK, but you don't always have to make a formal test, especially where it seems obvious that they are essentially the same. How many observations do you have?
            $endgroup$
            – Robert Long
            16 hours ago
















          $begingroup$
          Thanks for your reply. I am indeed aware that the correlations are small. I have checked for non-linear associations. I also feel like the difference is not meaningfull, but I just wanted make I do everything in the best possible way. Thanks!
          $endgroup$
          – ChaFo
          17 hours ago




          $begingroup$
          Thanks for your reply. I am indeed aware that the correlations are small. I have checked for non-linear associations. I also feel like the difference is not meaningfull, but I just wanted make I do everything in the best possible way. Thanks!
          $endgroup$
          – ChaFo
          17 hours ago












          $begingroup$
          @ChaFo that's OK, but you don't always have to make a formal test, especially where it seems obvious that they are essentially the same. How many observations do you have?
          $endgroup$
          – Robert Long
          16 hours ago




          $begingroup$
          @ChaFo that's OK, but you don't always have to make a formal test, especially where it seems obvious that they are essentially the same. How many observations do you have?
          $endgroup$
          – Robert Long
          16 hours ago













          4












          $begingroup$

          Expanding on Robert Long's answer (+1 to Robert) I'd say that testing for a difference between these is folly, regardless of sample size. Look! Is 0.239 different from 0.234? Well, maybe it is. There are situations where a very small effect size is very important. If a plane crashes 1 in 1,000 flights, that's a big big problem. I can't think, offhand, of a situation where this tiny difference in correlations could be meaningful, but maybe there is one. Whether it is significant or not is not the point.



          Also, the dependence will surely be a problem. If you really wanted to see something like this, I'd find a third correlation: The correlation between the test after removing the subtest. Then you can compare that to the correlation with the subtest.



          Finally, it's unclear to me what you are trying to show, but I think you are trying to show that these are not different. In that case, the usual null hypothesis tests are inappropriate. You should be looking at tests of equivalence (if, in fact you want to look at significance at all).






          share|cite|improve this answer









          $endgroup$









          • 1




            $begingroup$
            Excellent points, Peter (+1)
            $endgroup$
            – Robert Long
            yesterday






          • 1




            $begingroup$
            Peter Flom, the population perspective in epidemiology says, in effect, that a tiny change in risk—one that is so small as to be effectively inconsequential clinically—is a big deal if it is multiplied across an entire population. Changing someone's risk of stroke by 1 in 10,000 per year is kinda meh. Changing 10,000,000 people's risk of stroke by 1 in 10,000 is a change of a 1,000 strokes per year: a big deal. See Rose, G. (1985). Sick individuals and sick populations. International Journal of Epidemiology, 14(1), 32–28.
            $endgroup$
            – Alexis
            yesterday










          • $begingroup$
            Of course, Pearson's correlation coefficient alone isn't likely to be the most used measure of contrasts in risk, but I think small associations can matter.
            $endgroup$
            – Alexis
            yesterday
















          4












          $begingroup$

          Expanding on Robert Long's answer (+1 to Robert) I'd say that testing for a difference between these is folly, regardless of sample size. Look! Is 0.239 different from 0.234? Well, maybe it is. There are situations where a very small effect size is very important. If a plane crashes 1 in 1,000 flights, that's a big big problem. I can't think, offhand, of a situation where this tiny difference in correlations could be meaningful, but maybe there is one. Whether it is significant or not is not the point.



          Also, the dependence will surely be a problem. If you really wanted to see something like this, I'd find a third correlation: The correlation between the test after removing the subtest. Then you can compare that to the correlation with the subtest.



          Finally, it's unclear to me what you are trying to show, but I think you are trying to show that these are not different. In that case, the usual null hypothesis tests are inappropriate. You should be looking at tests of equivalence (if, in fact you want to look at significance at all).






          share|cite|improve this answer









          $endgroup$









          • 1




            $begingroup$
            Excellent points, Peter (+1)
            $endgroup$
            – Robert Long
            yesterday






          • 1




            $begingroup$
            Peter Flom, the population perspective in epidemiology says, in effect, that a tiny change in risk—one that is so small as to be effectively inconsequential clinically—is a big deal if it is multiplied across an entire population. Changing someone's risk of stroke by 1 in 10,000 per year is kinda meh. Changing 10,000,000 people's risk of stroke by 1 in 10,000 is a change of a 1,000 strokes per year: a big deal. See Rose, G. (1985). Sick individuals and sick populations. International Journal of Epidemiology, 14(1), 32–28.
            $endgroup$
            – Alexis
            yesterday










          • $begingroup$
            Of course, Pearson's correlation coefficient alone isn't likely to be the most used measure of contrasts in risk, but I think small associations can matter.
            $endgroup$
            – Alexis
            yesterday














          4












          4








          4





          $begingroup$

          Expanding on Robert Long's answer (+1 to Robert) I'd say that testing for a difference between these is folly, regardless of sample size. Look! Is 0.239 different from 0.234? Well, maybe it is. There are situations where a very small effect size is very important. If a plane crashes 1 in 1,000 flights, that's a big big problem. I can't think, offhand, of a situation where this tiny difference in correlations could be meaningful, but maybe there is one. Whether it is significant or not is not the point.



          Also, the dependence will surely be a problem. If you really wanted to see something like this, I'd find a third correlation: The correlation between the test after removing the subtest. Then you can compare that to the correlation with the subtest.



          Finally, it's unclear to me what you are trying to show, but I think you are trying to show that these are not different. In that case, the usual null hypothesis tests are inappropriate. You should be looking at tests of equivalence (if, in fact you want to look at significance at all).






          share|cite|improve this answer









          $endgroup$



          Expanding on Robert Long's answer (+1 to Robert) I'd say that testing for a difference between these is folly, regardless of sample size. Look! Is 0.239 different from 0.234? Well, maybe it is. There are situations where a very small effect size is very important. If a plane crashes 1 in 1,000 flights, that's a big big problem. I can't think, offhand, of a situation where this tiny difference in correlations could be meaningful, but maybe there is one. Whether it is significant or not is not the point.



          Also, the dependence will surely be a problem. If you really wanted to see something like this, I'd find a third correlation: The correlation between the test after removing the subtest. Then you can compare that to the correlation with the subtest.



          Finally, it's unclear to me what you are trying to show, but I think you are trying to show that these are not different. In that case, the usual null hypothesis tests are inappropriate. You should be looking at tests of equivalence (if, in fact you want to look at significance at all).







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered yesterday









          Peter FlomPeter Flom

          77.5k12109218




          77.5k12109218








          • 1




            $begingroup$
            Excellent points, Peter (+1)
            $endgroup$
            – Robert Long
            yesterday






          • 1




            $begingroup$
            Peter Flom, the population perspective in epidemiology says, in effect, that a tiny change in risk—one that is so small as to be effectively inconsequential clinically—is a big deal if it is multiplied across an entire population. Changing someone's risk of stroke by 1 in 10,000 per year is kinda meh. Changing 10,000,000 people's risk of stroke by 1 in 10,000 is a change of a 1,000 strokes per year: a big deal. See Rose, G. (1985). Sick individuals and sick populations. International Journal of Epidemiology, 14(1), 32–28.
            $endgroup$
            – Alexis
            yesterday










          • $begingroup$
            Of course, Pearson's correlation coefficient alone isn't likely to be the most used measure of contrasts in risk, but I think small associations can matter.
            $endgroup$
            – Alexis
            yesterday














          • 1




            $begingroup$
            Excellent points, Peter (+1)
            $endgroup$
            – Robert Long
            yesterday






          • 1




            $begingroup$
            Peter Flom, the population perspective in epidemiology says, in effect, that a tiny change in risk—one that is so small as to be effectively inconsequential clinically—is a big deal if it is multiplied across an entire population. Changing someone's risk of stroke by 1 in 10,000 per year is kinda meh. Changing 10,000,000 people's risk of stroke by 1 in 10,000 is a change of a 1,000 strokes per year: a big deal. See Rose, G. (1985). Sick individuals and sick populations. International Journal of Epidemiology, 14(1), 32–28.
            $endgroup$
            – Alexis
            yesterday










          • $begingroup$
            Of course, Pearson's correlation coefficient alone isn't likely to be the most used measure of contrasts in risk, but I think small associations can matter.
            $endgroup$
            – Alexis
            yesterday








          1




          1




          $begingroup$
          Excellent points, Peter (+1)
          $endgroup$
          – Robert Long
          yesterday




          $begingroup$
          Excellent points, Peter (+1)
          $endgroup$
          – Robert Long
          yesterday




          1




          1




          $begingroup$
          Peter Flom, the population perspective in epidemiology says, in effect, that a tiny change in risk—one that is so small as to be effectively inconsequential clinically—is a big deal if it is multiplied across an entire population. Changing someone's risk of stroke by 1 in 10,000 per year is kinda meh. Changing 10,000,000 people's risk of stroke by 1 in 10,000 is a change of a 1,000 strokes per year: a big deal. See Rose, G. (1985). Sick individuals and sick populations. International Journal of Epidemiology, 14(1), 32–28.
          $endgroup$
          – Alexis
          yesterday




          $begingroup$
          Peter Flom, the population perspective in epidemiology says, in effect, that a tiny change in risk—one that is so small as to be effectively inconsequential clinically—is a big deal if it is multiplied across an entire population. Changing someone's risk of stroke by 1 in 10,000 per year is kinda meh. Changing 10,000,000 people's risk of stroke by 1 in 10,000 is a change of a 1,000 strokes per year: a big deal. See Rose, G. (1985). Sick individuals and sick populations. International Journal of Epidemiology, 14(1), 32–28.
          $endgroup$
          – Alexis
          yesterday












          $begingroup$
          Of course, Pearson's correlation coefficient alone isn't likely to be the most used measure of contrasts in risk, but I think small associations can matter.
          $endgroup$
          – Alexis
          yesterday




          $begingroup$
          Of course, Pearson's correlation coefficient alone isn't likely to be the most used measure of contrasts in risk, but I think small associations can matter.
          $endgroup$
          – Alexis
          yesterday











          0












          $begingroup$

          Yes, it is possible to perform a significance test using the Fisher transform. This also depends on $N$, the number of samples used to compute the Pearson correlations. This blog post describes the method in more detail, and provides R code for it.






          share|cite|improve this answer








          New contributor




          Bai is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
          Check out our Code of Conduct.






          $endgroup$









          • 2




            $begingroup$
            Your reference is inappropriate for comparing correlation coefficients that share data, as is the case here. The OP points out that "the fact they are not independent" is the problem.
            $endgroup$
            – whuber
            yesterday






          • 1




            $begingroup$
            Yes, I see. OP's situation involves overlap between the two datasets, but is not a case of paired data. Therefore, my answer is inappropriate.
            $endgroup$
            – Bai
            yesterday










          • $begingroup$
            Actually, it sounds like the data are triples: that's what makes it possible to compute more than one correlation coefficient.
            $endgroup$
            – whuber
            yesterday
















          0












          $begingroup$

          Yes, it is possible to perform a significance test using the Fisher transform. This also depends on $N$, the number of samples used to compute the Pearson correlations. This blog post describes the method in more detail, and provides R code for it.






          share|cite|improve this answer








          New contributor




          Bai is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
          Check out our Code of Conduct.






          $endgroup$









          • 2




            $begingroup$
            Your reference is inappropriate for comparing correlation coefficients that share data, as is the case here. The OP points out that "the fact they are not independent" is the problem.
            $endgroup$
            – whuber
            yesterday






          • 1




            $begingroup$
            Yes, I see. OP's situation involves overlap between the two datasets, but is not a case of paired data. Therefore, my answer is inappropriate.
            $endgroup$
            – Bai
            yesterday










          • $begingroup$
            Actually, it sounds like the data are triples: that's what makes it possible to compute more than one correlation coefficient.
            $endgroup$
            – whuber
            yesterday














          0












          0








          0





          $begingroup$

          Yes, it is possible to perform a significance test using the Fisher transform. This also depends on $N$, the number of samples used to compute the Pearson correlations. This blog post describes the method in more detail, and provides R code for it.






          share|cite|improve this answer








          New contributor




          Bai is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
          Check out our Code of Conduct.






          $endgroup$



          Yes, it is possible to perform a significance test using the Fisher transform. This also depends on $N$, the number of samples used to compute the Pearson correlations. This blog post describes the method in more detail, and provides R code for it.







          share|cite|improve this answer








          New contributor




          Bai is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
          Check out our Code of Conduct.









          share|cite|improve this answer



          share|cite|improve this answer






          New contributor




          Bai is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
          Check out our Code of Conduct.









          answered yesterday









          BaiBai

          101




          101




          New contributor




          Bai is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
          Check out our Code of Conduct.





          New contributor





          Bai is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
          Check out our Code of Conduct.






          Bai is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
          Check out our Code of Conduct.








          • 2




            $begingroup$
            Your reference is inappropriate for comparing correlation coefficients that share data, as is the case here. The OP points out that "the fact they are not independent" is the problem.
            $endgroup$
            – whuber
            yesterday






          • 1




            $begingroup$
            Yes, I see. OP's situation involves overlap between the two datasets, but is not a case of paired data. Therefore, my answer is inappropriate.
            $endgroup$
            – Bai
            yesterday










          • $begingroup$
            Actually, it sounds like the data are triples: that's what makes it possible to compute more than one correlation coefficient.
            $endgroup$
            – whuber
            yesterday














          • 2




            $begingroup$
            Your reference is inappropriate for comparing correlation coefficients that share data, as is the case here. The OP points out that "the fact they are not independent" is the problem.
            $endgroup$
            – whuber
            yesterday






          • 1




            $begingroup$
            Yes, I see. OP's situation involves overlap between the two datasets, but is not a case of paired data. Therefore, my answer is inappropriate.
            $endgroup$
            – Bai
            yesterday










          • $begingroup$
            Actually, it sounds like the data are triples: that's what makes it possible to compute more than one correlation coefficient.
            $endgroup$
            – whuber
            yesterday








          2




          2




          $begingroup$
          Your reference is inappropriate for comparing correlation coefficients that share data, as is the case here. The OP points out that "the fact they are not independent" is the problem.
          $endgroup$
          – whuber
          yesterday




          $begingroup$
          Your reference is inappropriate for comparing correlation coefficients that share data, as is the case here. The OP points out that "the fact they are not independent" is the problem.
          $endgroup$
          – whuber
          yesterday




          1




          1




          $begingroup$
          Yes, I see. OP's situation involves overlap between the two datasets, but is not a case of paired data. Therefore, my answer is inappropriate.
          $endgroup$
          – Bai
          yesterday




          $begingroup$
          Yes, I see. OP's situation involves overlap between the two datasets, but is not a case of paired data. Therefore, my answer is inappropriate.
          $endgroup$
          – Bai
          yesterday












          $begingroup$
          Actually, it sounds like the data are triples: that's what makes it possible to compute more than one correlation coefficient.
          $endgroup$
          – whuber
          yesterday




          $begingroup$
          Actually, it sounds like the data are triples: that's what makes it possible to compute more than one correlation coefficient.
          $endgroup$
          – whuber
          yesterday










          ChaFo is a new contributor. Be nice, and check out our Code of Conduct.










          draft saved

          draft discarded


















          ChaFo is a new contributor. Be nice, and check out our Code of Conduct.













          ChaFo is a new contributor. Be nice, and check out our Code of Conduct.












          ChaFo is a new contributor. Be nice, and check out our Code of Conduct.
















          Thanks for contributing an answer to Cross Validated!


          • Please be sure to answer the question. Provide details and share your research!

          But avoid



          • Asking for help, clarification, or responding to other answers.

          • Making statements based on opinion; back them up with references or personal experience.


          Use MathJax to format equations. MathJax reference.


          To learn more, see our tips on writing great answers.




          draft saved


          draft discarded














          StackExchange.ready(
          function () {
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstats.stackexchange.com%2fquestions%2f402809%2fhow-to-test-the-equality-of-two-pearson-correlation-coefficients-computed-from-t%23new-answer', 'question_page');
          }
          );

          Post as a guest















          Required, but never shown





















































          Required, but never shown














          Required, but never shown












          Required, but never shown







          Required, but never shown

































          Required, but never shown














          Required, but never shown












          Required, but never shown







          Required, but never shown







          Popular posts from this blog

          VNC viewer RFB protocol error: bad desktop size 0x0I Cannot Type the Key 'd' (lowercase) in VNC Viewer...

          Tribunal Administrativo e Fiscal de Mirandela Referências Menu de...

          looking for continuous Screen Capture for retroactivly reproducing errors, timeback machineRolling desktop...