[R] Comparing the correlations coefficient of two (very) dependent samples

[Mike Cheung]

Dear Tal,

There are several approaches in doing it (see Steiger, 2003). It
should not be difficult to implement them in R.

Steiger, J.H. (2003). Comparing correlations. In A. Maydeu-Olivares
(Ed.) Psychometrics. A festschrift to Roderick P. McDonald. Mahwah,
NJ:  Lawrence Erlbaum Associates.
http://www.statpower.net/Steiger%20Biblio/Steiger03.PDF

Regards,
Mike
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 Mike W.L. Cheung               Phone: (65) 6516-3702
 Department of Psychology       Fax:   (65) 6773-1843
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On Tue, May 4, 2010 at 2:00 AM, Tal Galili <tal.galili at gmail.com> wrote:
> Hello all,
>
> I believe this can be done using bootstrap, but I am wondering if there is
> some other way that might be used to tackle this.
>
> #Let's say I have two pairs of samples:
> set.seed(100)
> s1 <- rnorm(100)
> s2 <- s1 + rnorm(100)
>
> x1 <- s1[1:99]
> y1 <- s2[1:99]
>
> x2 <- x1
> y2 <- s2[2:100]
>
> #And both yield the following two correlations:
> cor(x1,y1) # 0.7568969  (cor1)
> cor(x2,y2) # -0.2055501 (cor2)
>
> Now for my questions:
> 1) is cor1 larger then cor2?   (CI for the diff ?)
> 2) With what P value?
> 3) What if the values of s1 are not independent ?
>
> I found an older thread discussing such issues:
> http://tolstoy.newcastle.edu.au/R/e2/help/06/09/1035.html
> But wasn't sure how much this might be relevant to my case.
>
>
>
> Thanks for any help,
> Tal
>
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