Dear Tal, There are several approaches in doing it (see Steiger, 2003). It should not be difficult to implement them in R.
Steiger, J.H. (2003). Comparing correlations. In A. Maydeu-Olivares (Ed.) Psychometrics. A festschrift to Roderick P. McDonald. Mahwah, NJ: Lawrence Erlbaum Associates. http://www.statpower.net/Steiger%20Biblio/Steiger03.PDF Regards, Mike -- --------------------------------------------------------------------- Mike W.L. Cheung Phone: (65) 6516-3702 Department of Psychology Fax: (65) 6773-1843 National University of Singapore http://courses.nus.edu.sg/course/psycwlm/internet/ --------------------------------------------------------------------- On Tue, May 4, 2010 at 2:00 AM, Tal Galili <tal.gal...@gmail.com> wrote: > Hello all, > > I believe this can be done using bootstrap, but I am wondering if there is > some other way that might be used to tackle this. > > #Let's say I have two pairs of samples: > set.seed(100) > s1 <- rnorm(100) > s2 <- s1 + rnorm(100) > > x1 <- s1[1:99] > y1 <- s2[1:99] > > x2 <- x1 > y2 <- s2[2:100] > > #And both yield the following two correlations: > cor(x1,y1) # 0.7568969 (cor1) > cor(x2,y2) # -0.2055501 (cor2) > > Now for my questions: > 1) is cor1 larger then cor2? (CI for the diff ?) > 2) With what P value? > 3) What if the values of s1 are not independent ? > > I found an older thread discussing such issues: > http://tolstoy.newcastle.edu.au/R/e2/help/06/09/1035.html > But wasn't sure how much this might be relevant to my case. > > > > Thanks for any help, > Tal > > ----------------Contact > Details:------------------------------------------------------- > Contact me: tal.gal...@gmail.com | 972-52-7275845 > Read me: www.talgalili.com (Hebrew) | www.biostatistics.co.il (Hebrew) | > www.r-statistics.com (English) > ---------------------------------------------------------------------------------------------- > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
