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test if two correlations are statistically different











































I want to test wheather two correlations (1.correlation between snow depth and winter temperature, 1.correlation between snow depth and winter precipitation) are statistically different. I think I should use the z-test, but not sure how. Can anyone help? Thanks!

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Feb 11, 2011
Compare Statistical Correlations
by: Staff

The question:

I want to test whether two correlations are statistically different.

I think I should use the z-test, but not sure how.

1. correlation between snow depth and winter temperature,

2. correlation between snow depth and winter precipitation

Can anyone help? Thanks!


The answer:


You didn’t say, but I assume the following:

1.you have developed a (proportional) linear relationship for the form y = mx + b between the independent and dependent variables for both datasets (temperature & snow depth; and winter precipitation & snow depth)

2.you have computed a Pearson r (linear) correlation for each of the two datasets (temperature & snow depth; and, winter precipitation & snow depth).


I believe your question is: How do you test the significance of the Pearson r value at a given confidence level?

Here are five, free on-line calculators which you may find helpful:

http://www.wessa.net/corr.wasp

http://web.mst.edu/~psyworld/rcalculator.htm

http://faculty.vassar.edu/lowry/tabs.html

http://www.quantitativeskills.com/sisa/statistics/correl.htm

http://www.fon.hum.uva.nl/Service/Statistics/Two_Correlations.html



I’m also going to refer you to an example of how to use the z-value and standard deviation to compute the margin of error:

http://www.solving-math-problems.com/question-on-averages-margin-of-error.html


Thanks for writing.


Staff
www.solving-math-problems.com


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