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Psychol Methods. 2007 Dec;12(4):399-413. doi: 10.1037/1082-989X.12.4.399.

Toward using confidence intervals to compare correlations.

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Department of Epidemiology and Biostatistics, Schulich School of Medicine and Dentistry, University of Western Ontario.


Confidence intervals are widely accepted as a preferred way to present study results. They encompass significance tests and provide an estimate of the magnitude of the effect. However, comparisons of correlations still rely heavily on significance testing. The persistence of this practice is caused primarily by the lack of simple yet accurate procedures that can maintain coverage at the nominal level in a nonlopsided manner. The purpose of this article is to present a general approach to constructing approximate confidence intervals for differences between (a) 2 independent correlations, (b) 2 overlapping correlations, (c) 2 nonoverlapping correlations, and (d) 2 independent R2s. The distinctive feature of this approach is its acknowledgment of the asymmetry of sampling distributions for single correlations. This approach requires only the availability of confidence limits for the separate correlations and, for correlated correlations, a method for taking into account the dependency between correlations. These closed-form procedures are shown by simulation studies to provide very satisfactory results in small to moderate sample sizes. The proposed approach is illustrated with worked examples.

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