ci.cor.dep: Confidence interval for a difference in dependent Pearson...

In statpsych: Statistical Methods for Psychologists

Confidence interval for a difference in dependent Pearson correlations

Description

Computes a confidence interval for a difference in population Pearson correlations that are estimated from the same sample and have one variable in common. A bias adjustment is used to reduce the bias of each Fisher transformed correlation. An approximate standard error is recovered from the confidence interval.

For more details, see Section 2.17 of Bonett (2021, Volume 2)

Usage

ci.cor.dep(alpha, cor1, cor2, cor12, n)

Arguments

alpha	alpha level for 1-alpha confidence
cor1	estimated Pearson correlation between y and x1
cor2	estimated Pearson correlation between y and x2
cor12	estimated Pearson correlation between x1 and x2
n	sample size

Value

Returns a 1-row matrix. The columns are:

• Estimate - estimated correlation difference

• SE - recovered standard error

• LL - lower limit of the confidence interval

• UL - upper limit of the confidence interval

References

\insertRef

Zou2007statpsych

\insertRef

Bonett2021statpsych

Examples

ci.cor.dep(.05, .396, .179, .088, 166)

# Should return:
# Estimate     SE     LL     UL
#    0.217 0.1027 0.0132 0.4158
 

statpsych documentation built on Jan. 13, 2026, 1:07 a.m.