Testing differences between non-independent correlations

[David C. Howell]

To Edstat-L list:

I was asked a question this morning that I can't answer (hardly a new experience). It may be that the answer is obvious and that I just can't see it, or that it is a question that does not have an easy answer.

It is well known how to test the difference between correlations in two independent samples. It is also well known how to test the difference between r(xy) and r(xz) by taking into account the correlation between y and z. But what about the correlation between xy and time 1 and xy at time 2? Presumably we need to take into account the lack of independence between Time 1 and Time 2, which means the correlation between x1 and x2 and the correlation between y1 and y2.

Can anyone tell me how to go about this? Am I just being blind?

Thanks,
Dave Howell

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David C. Howell
Professor Emeritus
University of Vermont

New address:
David C. Howell                                 Phone: (970) 871-4556
P.O. Box 770059         
Steamboat Springs, CO  80477            email: [EMAIL PROTECTED]


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