Confidence intervals for differences between independent Pearson correlations
| Approximate confidence intervals for a difference between two Pearson correlations in two independent samples, given the values of the correlations and the total sample sizes.
For example: for two observed correlations of 0.657 and 0.430 in samples 1 and 2 and sample sizes of 62 and 143, respectively, the 95% two-sided confidence interval for the difference between the correlations ranges from -0.012 to 0.466. Since this confidence interval includes zero, the difference between the correlations is not significant at the α = 0.05 level. Note: Confidence intervals are based on large sample theory (central limit theorem). Provides adequate approximations only for large samples. References: |