# st: Correlation coefficients and the CORTESTi program - again

 From Ricardo Ovaldia To statalist@hsphsun2.harvard.edu Subject st: Correlation coefficients and the CORTESTi program - again Date Sat, 11 Sep 2004 05:47:59 -0700 (PDT)

```Dear statalist members;

I did not get any replies to my query, so I let me ask
it a different way:

The program -cortesti- compares the correlation
coefficients by constructing a Z-score of the
difference as follows:

Z1=ln((1+corr1)/(1-corr1))/2
Z2=ln((1+corr2)/(1-corr2))/2
Z =(Z1-Z2)/sqrt((1/(n1-3))+(1/(n2-3)))

where corr1 and corr2 are the 2 correlation
coefficients and n1 and n2 the corresponding sample
sizes. Z is the test statistic use to compute a
p-value. Does anyone know of a different approach?

Ricardo.

Thank you

--- Ricardo Ovaldia <ovaldia@yahoo.com> wrote:

> Dear all,
>
> I have been using -cortesti- to compare correlation
> coefficients from two independent samples. I am
> concerned that the test may be too conservative for
> moderate sample sizes (n=85). Is there a different
> way
> to test whether correlation coefficients from two
> independent samples are equal?
>
> Thank you,
> Ricardo.
>
> =====
> Ricardo Ovaldia, MS

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