Testing Correlation Coefficients

1. Computing a correlation coefficient

(You input values of X and Y. You will have to insert rows.)
X
Y
5
3
7
5
6
6
7
8
8
9
r=
0.863294071
2. Fisher's r to z transformation
r=
0.25
z=
0.255412812

(you input r, it figures z)

0.255413

Translating back from z to r (you input z)

z=
0.65
r=
0.571669966
3. Testing whether a correlation is significantly different from zero

H0 : r = 0
You input r (the correlation) and N (the sample size)
r=
0.2
N=
100
t=
p=

2.020725942
0.04604 (two-tailed test)

4. Testing thecorrelation against a value other than zero: The one sample z.

H0 : r = ?

H0 : r =.30

e.g.,
You input r = the sample correlation, N= the sample size, and rho, the hypothesized
population correlation.
r=
N=
rho=
z=
p=

0.6
100
0.5
1.416669912
0.07829

5. Testing the equality of correlations from two INDEPENDENT samples

H0 : r 1 = r 2
You input r1 =sample correlation 1, N1=sample size 1, r2= correlation 2, N2= sample size 2.
r1=
0.63
z1=
0.741416
N1=
150
z2=
0.867301
r2=
0.7
denom
0.112324
N2=
175
z=

-1.120725896

(The difference between this result and the web site is rounding error.)

p=

0.131202278

6. Testing the equality of k (more than 2) independent sample correlations

You input the sample values of r (correlation) and of N (sample size).
You may need to insert rows.
sample r sample N
0.2
200
0.5
150
0.6
75
sum
chi-sq=
17.08819598
k=
3
p=
0.000194691

(N-3)
0.202733
0.549306
0.693147

197
147
72
416

z*(N-3)
39.93831
80.748
49.9066
170.5929

zbar
0.410079
0.410079
0.410079

(N-3)(z-zbar) 2
8.469542
2.849472
5.769182
17.0882

7. Testing the equality of dependent correlations where one variable is in common.

You input N, the common sample size, r12, r13, and r23, the sample correlations.

N=
r12=
r13=
r23=
rbar=
rdet=
t=
df=
p=

101
0.4
0.6
0.3

diff=
top=
bottom=

-0.2
130
1.175546

0.5
0.534
-2.103206295
98
0.038009123

-2.10321

8. Testing the equality of dependent correlations where no variable is in common.

You input N, the common sample size, and all 6 correlations in the matrix.
Note: You have to make sure your variables are in the right place: r12 is in the upper left;
r34 is in the lower right.

H0 : r 12 = r 34

Dependent r
sepre=1
exampre=2
sepost=3
exampost=4
n=

1
1
0.4
0.3
0.1
100

1
0.45
0.35

1
0.7

z1=
z2=
rbar=
sbot=
stop1
stop2
stop3
stop4
psi
S
2sbar
z=
p=

0.42364893
0.867300528
0.55
0.48650625
0.00538125
-0.018525
0.072275
-0.02381875
0.01765625
0.036291928
0.072583857
-3.147314704
0.000823888

ounding error.)