Confidence interval for a 2-group Pearson correlation difference

Source: R/statpsych2.R

Computes a confidence interval for a difference in population Pearson correlations in a 2-group design. A bias adjustment is used to reduce the bias of each Fisher transformed correlation.

ci.cor2(alpha, cor1, cor2, n1, n2)

Arguments

alpha

alpha level for 1-alpha confidence

cor1

estimated Pearson correlation for group 1

cor2

estimated Pearson correlation for group 2

n1

sample size for group 1

n2

sample size for group 2

Value

Returns a 1-row matrix. The columns are:

  • Estimate - estimated correlation difference

  • SE - standard error

  • LL - lower limit of the confidence interval

  • UL - upper limit of the confidence interval

References

Zou GY (2007). “Toward using confidence intervals to compare correlations.” Psychological Methods, 12(4), 399--413. ISSN 1939-1463, doi:10.1037/1082-989X.12.4.399 .

Examples

ci.cor2(.05, .886, .802, 200, 200)
#>  Estimate         SE         LL        UL
#>     0.084 0.02967934 0.02803246 0.1463609

# Should return:
# Estimate         SE         LL        UL
#    0.084 0.02967934 0.02803246 0.1463609