Tests of Differences between Independent Pearson Correlations (2 of 5)

next previous
  1. The third step is to compute the sample correlations. In this experiment, rengineers = 0.61 and rhumanities = 0.35.

  2. The fourth step is to compute p, the probability (or probability value). It is the probability of obtaining a difference between the statistic

    r1- r2 ( rengineers - rhumanities in this example)

    and the value specified by the null hypothesis (zero) as large or larger than the difference observed in the experiment. Since the sampling distribution of Pearson's r is not normal, (click here for illustration) the sample correlations are transformed to Fisher's z's.

    The general formula applied to this problem is:

    where is the first correlation transformed to z', is the second correlation converted to z', and is the standard error of the difference between z's and is equal to:

    where N1 is the sample size for the first correlation and N2 is the sample size for the second correlation.

next previous