Z-test is a statistical test used to determine whether two population means are different. Using the Fisher transformation, we can test whether two correlation coefficients are significantly different. Z value is calculated as:
Here’s what I wrote for compare correlation coefficients.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
r1 = cor1$estimate
r2 = cor2$estimate
if(abs(r1) < r.lim | abs(r2) < r.lim) next
n1 = sum(complete.cases(x1, x2))
n2 = sum(complete.cases(y1, y2))
# fisher transformation
fisher = ((0.5*log((1+r1)/(1-r1)))-(0.5*log((1+r2)/(1-r2))))/((1/(n1-3))+(1/(n2-3)))^0.5
p.value = (2*(1-pnorm(abs(fisher))))
if(p.value < plim){
cor.dif[ilon,ilat] = r2 - r1
}
The cocor R package can also be used to compare two correlation coefficients.
How to insert LaTeX equations in markdown pages
Take your latex equation and go to http://www.codecogs.com/latex/eqneditor.php, copy the URL and paste that in your markdown script:
How to draw diagrams in markdown
Draw diagrams with Markdown Markdown cheatsheet
Reference
Fisher, R. A. (1921). On the Probable Error of a Coefficient of Correlation Diedenhofen, B. & Musch, J. (2015). cocor: A Comprehensive Solution for the Statistical Comparison of Correlations. PLoS ONE, 10(4): e0121945. doi:10.1371/journal.pone.0121945 https://stackoverflow.com/questions/35498525/latex-rendering-in-readme-md-on-github
