Confidence intervals for differences between independent Pearson correlations

Sample 1 Sample 2
Observed Pearson correlation (r):
Sample size (n):
Confidence interval (CI):
Difference between correlations:
Approximate confidence interval of difference: to

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.

Olkin I, Finn JD. Correlations Redux. Psychol Bull. 1995;118(1):155–64.
Cohen J, Cohen P, West SG, Aiken LS. Applied multiple regression/correlation analysis for the behavioral sciences. Third edition. Mahwah, NJ: Lawrence Erlbaum Associates; 2003.