A nice online calculator for comparing correlations can be found here. It uses the cocor package for the R programming language.
SPSS and SAS programs for comparing Pearson
correlations and OLS regression coefficients
This page has SPSS syntax files and associated output for the methods described in the Behavior Research Methods article by Weaver & Wuensch.
We thank Ray Koopman for noticing that there was a problem with the original version of our t-test for comparing two independent ordinary least squares (OLS) regression coefficients. Ray also noticed that we had not implemented Steiger's (1980) adjustment when computing the standard errors for the PF and ZPF tests. The Errata for our article can be downloaded here. The details of the corrections are also summarized below.
Problem with t-test for comparing two OLS regression coefficients
We computed the standard error of the difference between the two coefficients using a method that does not assume equal variances. Therefore, we ought to have used Satterthwaite degrees of freedom (df), as is done when using the unequal variances version of the t-test for comparing two means. We have modified our code to use the correct df for that t-test. Our revised code also computes the pooled variance version of the same t-test. Users can indicate which version of the test they want by setting input variable Pool = 1 (for the pooled variance test) or Pool = 0 (for the unequal variances test). Note that the pooled variance test is the one that corresponds to Potthoff analysis, which can be carried out if one has the raw data.
Steiger's adjustment when computing PF and ZPF
Steiger's adjustment consists of replacing both r12 and r34 with Mean(r12,r34) in the equations for their respective standard errors, including the computation of k (see equations 18 and 19 in the original article). Therefore, we have also modified our code for PF and ZPF to compute both Steiger's modified versions and the original versions of those tests. Users can indicate which one they want by setting input variable Steiger = 1 (for Steiger's modified versions) or Steiger = 0 (for the original versions).
Our article shows Fisher's r-to-z transformation in Equation 2. Note that the absolute value function we included is not necessary, because (1+r)/(1-r) cannot be negative. And finally, as Ray Koopman (personal communication) noted, Fisher's r-to-z "is better known in the wider world as the hyperbolic arctangent (aka arctanh)". So if one is using software that has an arctanh function, it can be used in place of our Equation 2.
SPSS Syntax Files to Perform the Analyses
NOTE (30-Apr-2014): When these syntax files were first developed, they all ran perfectly with no errors. But when I recently attempted to run some of them using a newer version of IBM-SPSS (SPSS 188.8.131.52, 64-bit version under Windows 7 Professional, SP1), some COMPUTE lines involving scratch variables (e.g., #tneg) caused an errors. (For more details see this thread from the SPSSX-L mailing list.) Therefore, I have uploaded revised versions of the affected files that eliminate the scratch variables that are causing the problems. (Syntax files downloaded via the journal website remain the original versions that contain the potentially problematic scratch variables.)
To facilitate opening the SPSS syntax files in a web-browser, they are stored as text files (.txt) rather than as SPSS syntax files (.sps). When viewing a text file in your browser, you can use Save-As to save it to your local computer. While saving it, or after the fact using a file manager, you can change the extension from .txt to .sps.
SAS Programs to Perform the Analyses
SAS users can find the corresponding SAS files on Karl Wuensch's website.
The Raw Data
The lung data used by some of these syntax files and SAS programs can be downloaded from the UCLA Statistical Computing website. (If that page doesn't work, try this one.)
An Online Calculator
Page last modified on 23-Mar-2015