Re: [R] Comparison of correlation coefficients

From: Anupam Tyagi <>
Date: Tue 19 Sep 2006 - 07:03:40 GMT

Peter Dalgaard <p.dalgaard <at>> writes:

> No, he wants to compare two correlation coefficients, not test that
> one is zero. That's usually a misguided question, but if need be, the
> Fisher z transform atanh(r) can be used to convert r to an
> approximately normal variate with a known variance 1/(N-3) and
> comparing r1 and r2 from two independent samples is straightforward.
> The correlated case (like cor(x,y) vs cor(x,z)) is more complicated.

It seem the more complicated case is often of more substantive interest in many settings: is children's income more strongly correlated with parent's education than parent's income? mailing list PLEASE do read the posting guide and provide commented, minimal, self-contained, reproducible code. Received on Tue Sep 19 17:09:24 2006

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