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.
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