Article,
Tests for comparing elements of a correlation matrix.
Psychological Bulletin, 87 (2): 245--251 (1980)
DOI: 10.1037/0033-2909.87.2.245
Abstract
In psychological research, it is desirable to be able to make statistical comparisons between correlation coefficients measured on the same individuals. For example, an experimenter (E) may wish to assess whether 2 predictors correlate equally with a criterion variable. In another situation, the E may wish to test the hypothesis that an entire matrix of correlations has remained stable over time. The present article reviews the literature on such tests, points out some statistics that should be avoided, and presents a variety of techniques that can be used safely with medium to large samples. Several numerical examples are provided.
