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Tests for comparing elements of a correlation matrix
Abstract
In a variety of situations in psychological research, it is desirable to be able to make statistical comparisons between correlation coefficients measured on the same individuals. For example, an experimenter may wish to assess whether two predictors correlate equally with a criterion variable. In another situation, the experimenter may wish to test the hypothesis that an entire matrix of correlations has remained stable over time. The present article reviews the literature on such tests, points out some statistics that should be avoided, and presents a variety of techniques that can be used safely with medium to large samples. Several illustrative numerical examples are provided.
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“As seen in Table 4, all between-subscale differences in correlation coefficients were statistically significant (all ps < 0.001).”
From Spanish adaptation of the experiential approach scale (Eas) (2021) · cites this paper as [33]
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“The correlation values were compared using Steiger ’ s Z-test for two dependent correlations with one variable in common, 31,32 with Bonferoni correction for three tests.”
MethodKteily, N., & Bruneau, E. (2016) · Personality and Social Psychology Bulletin · doi:10.1177/0146167216675334 · Cited by 213
“This was especially true when it came to Donald Trump: Using Steiger’s (1980) test for differences in dependent correlations among the 282 participants who provided data for all candidates, we found that the relationship between dehumanization of Mexican immigrants and candidate support was stronger for Donald Trump t…”
MethodInfluentialMusical Preferences Predict Personality: Evidence From Active Listening and Facebook Likes
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“The Williams test has been endorsed as the most appropriate test for differences between nonindependent correlations (Dunn & Clark, 1971; Steiger, 1980) and yields a t value which is evaluated for significance with N – 3 degrees of freedom.”
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“The normed fit index (NFI) (Bentler & Bonett, 1980) and root mean squared error of approximation (RMSEA) (Steiger, 1980) are two other indicators that measure the fit between the model and the observed data.”
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“Williams' test is a well-validated statistical approach for assessing the equality of two correlation coefficients that are dependent (as they are in this experiment, since the WCST and RPM rCBF data were collected from the same sample) (Neill and Dunn, 1975; Steiger, 1980).”
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“However, we note that the two Pearson’s correlation coefficients did not differ significantly (z 1.3, p 0.1, using the z2* statistic described by Steiger, 1980).”
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“To test hypothesis 5a we compared the magnitude of the relationships with the formula proposed by Steiger (1980).”
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“1 More than one test statistic is available for comparing the magnitude of correlation coefficients, so in the present research we checked results obtained with the Dunn and Clark (1969) procedure using two other well-known tests (Williams, 1959; Steiger, 1980).”
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“Using Steiger (1980) procedures for comparing correlations determined on the same sample, we compared the strength of the correlations of optimism and each distress measure with correlations between pessimism and the distress measures.”
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“Models with an RMSEA of 0.08 or below present a satisfactory fit, while values over 0.10 should be rejected ( Steiger, 1980 ).”
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“A Steiger (1980) test shows that these two correlations are significantly different from each other (z1 bar* = 5.11, p .001).”
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“However, William’s t-test, comparing dependent correlations of variables regressed on a common variable (Steiger, 1980), showed no significant difference between parametric correlation coefficients for the two groups, t(21) = 0.885, p = 0.39.”
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JOSEPH, R. M., EHRMAN, K., MCNALLY, R., & KEEHN, B. (2008) · Journal of the International Neuropsychological Society · doi:10.1017/s1355617708081344 · Cited by 185
“A Williams T2 test (Steiger, 1980) to assess differences between nonindependent correlations showed that the correlation between face recognition and amplitude of SCRs to direct gaze was of significantly larger magnitude than that between face recognition and amplitude of SCRs to averted gaze…”
Blackmore, E. R., Gustafsson, H., Gilchrist, M., Wyman, C., & G O’Connor, T. (2016) · Journal of Affective Disorders · doi:10.1016/j.jad.2016.03.008 · Cited by 186
“Steiger JH. Tests for comparing elements of a correlation matrix.”
InfluentialOlsson, S. J. G., Ekblom, Ö. B., Andersson, E. A., Börjesson, M., & Kallings, L. (2015) · Scandinavian Journal of Public Health · doi:10.1177/1403494815602830 · Cited by 187
“05, Steiger [15] and myers and Sirois [16]).”
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“We conducted dependent correlation tests using the Hotelling-William test (Steiger 1980) to examine differences in the correlations of the measured constructs with the generation/ evaluation and the relative outcome focus subscales.”
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“We searched for voxels with higher correlations during self versus other pain by comparing the two correlation values using methods developed by Steiger (1980). This search was conducted in regions of interest defined by PPI analyses, namely: MPFC; superior temporal sulcus (STS); ACC; PCC; insula; supplementary motor…”
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“Thus, all regions identified in this analysis must show a correlation with performance at p .01 for one task, and that correlation must also be greater than that shown in the other task at p .05 (Steiger, 1980).”
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“Using a test of differences between dependent correlations (Steiger, 1980), we found that the general extraversion and conscientiousness measures correlated more highly with the same traits measured in the key role and romantic role than the two role identities did with one another (all zs 2.”
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“To test for differences in r pb , Fisher ’ s (1924) z -test can be used for independent samples, Steiger ’ s (1980) z -test for overlapping samples, and Pearson and Filon ’ s z -test for non-overlapping but correlated samples (Raghunathan, Rosenthal, & Rubin, 1996).”
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“Differences between paired correlations were tested according to Steiger [62].”
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“The correlation between observed and predicted values of each model were compared using William’s test (also known as the Hotelling-Williams test) [34] as implemented by the ‘psych’ R package’s ‘paired.”
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“[58] were used to compare the correlation coefficients of the different predictors (densitometric or FE variables vs experimental results and material or structural variables for all the predictors, significance p=0.”
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“…fit), the comparable fit index (CFI; Bentler, 1990; values above .90 represent an acceptable fit), the incremental fit index (IFI; values above .90 represent an acceptable fit), and the root mean square error of approximation (RMSEA; Steiger, 1980; values below .08 represent an acceptable fit).”
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“In fact, a comparison of the respective raw correlations (.42 vs. .28) shows that they significantly differ (z = 5.62, p < .001; following a formula suggested by Steiger, 1980).”
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“…more strongly related to control (POS3) than to devaluation/defense (POS1) and distraction (POS2) in both samples as expected in Hypothesis 2 (all p < 0.001 one-tailed; except difference between the correlation coefficients of POS3 and POS1 where p < 0.05 one-tailed, cf. Steiger, 1980).”
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“There was no difference in the correlation coefficients between any combinations of the ROIs (Steiger, 1980), indicating that all the predictor variables (amount of decrease of BOLD response in the six ROIs) correlated equally with the criterion variable (learning index).”
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“A separate (somewhat rare) test is needed to decide whether the difference in correlation coefficients is significant (Steiger, 1980).”
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“Because only 14 were recruited successfully, these data are not reported separately in the text*see supplementary materials for a report.”
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“cance alone cannot lead to a strong conclusion because a test for the equality of these correlations (Steiger, 1980) indicates that they are”
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“We tested whether cognitive JI and affective JI correlate equally with other variables (Steiger, 1980) and found that they correlated differently with the two organizational factors (involvement z= 2.03, p< .05; communication z = 1.69, p< .10), but their correlations with the two outcomes…”
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“Not surprisingly, the decoding cluster and the reading comprehension scores were more highly correlated (Z2* = 3.23, P Steiger, 1980, for the Z2* test of dependent correlations) in first grade (r = 0.75, P < 0.001, n = 218) compared to their correlation in sixth grade (r = 0.61, P < 0.001, n = 218) for children for wh…”
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“However, when we used a parametric test to compare the strength of these correlations [Steiger, 1980], we found that the difference between these two correlation coefficients was not significant (z 5 1.”
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“To examine whether the correlations using the different scoring methods were significantly different from each other, we computed t values for each comparison, using the formula for comparing nonindependent correlations (Cohen & Cohen, 1983; Steiger, 1980).”
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Effects of a low dose of alcohol on cognitive biases and craving in heavy drinkers
Schoenmakers, T. M., Wiers, R. W. H. J., & Field, M. (2007) · Psychopharmacology · doi:10.1007/s00213-007-1023-5 · Cited by 170
“Using Steiger’s test for calculating the differences between correlations (Steiger 1980), we found that the Pearson correlation was significantly higher in the alcohol session than in the placebo session, z=1.70, p= 0.04, indicating a significant increase in the correlation between these cognitive…”
MethodInfluentialCentifanti, L. C. M., Frick, P. J., Kimonis, E. R., & Aucoin, K. J. (2007) · Research on Child and Adolescent Psychopathology · doi:10.1007/s10802-007-9137-0 · Cited by 184
Passionate and Companionate Love in Courting and Young Married Couples
Sprecher, S., & Regan, P. C. (1998) · Sociological Inquiry · doi:10.1111/j.1475-682x.1998.tb00459.x · Cited by 170
Computer anxiety: relationship with computer experience and prevalence
Bozionelos, N. (2001) · Computers in Human Behavior · doi:10.1016/s0747-5632(00)00039-x · Cited by 170
Hays, R. D., Merz, J. F., & Nicholas, R. (1995) · Behavior Research Methods, Instruments, & Computers · doi:10.3758/bf03204745 · Cited by 169
Negative Urgency, Distress Tolerance, and substance abuse among college students
Kaiser, A. J., Milich, R. S., Lynam, D. R., & Charnigo, R. J. (2012) · Addictive Behaviors · doi:10.1016/j.addbeh.2012.04.017 · Cited by 190
“Differences in correlations were tested for statistical significance using a Z-test (Steiger, 1980).”
Adaptive History Biases Result from Confidence-Weighted Accumulation of past Choices
Braun, A., Urai, A. E., & Donner, T. H. (2018) · Journal of Neuroscience · doi:10.1523/jneurosci.2189-17.2017 · Cited by 166
“We used the parametric 2-tailed Steiger’s test (Steiger, 1980) for comparing across-subjects correlations between individual adaptivitiy indices (correlation coefficients) and their proportion of correct choices with the corresponding correlations between individual perceptual sensitivity and the…”
MethodMotivation and studying in high school science
Nolen, S. B., & Haladyna, T. M. (1990) · Journal of Research in Science Teaching · doi:10.1002/tea.3660270204 · Cited by 169
Anxiety sensitivity: An examination of theoretical and methodological issues
Lilienfeld, S. O., Turner, S. M., & Jacob, R. G. (1993) · Advances in Behaviour Research and Therapy · doi:10.1016/0146-6402(93)90019-x · Cited by 174
“…determine whether the AS1 predicted posttest anxiety significantly better than did the STAI, because tests for the significance of the difference between dependent correlations (Cohen & Cohen, 1983, pp. 54-57; Steiger, 1980) were not performed, and several relevant correlations were not reported.”
BackgroundKim, S. H., & Lord, C. (2011) · Journal of Child Psychology and Psychiatry · doi:10.1111/j.1469-7610.2011.02458.x · Cited by 167
“Correlation coefficients were compared usingFisher’s Z transformations (Steiger, 1980).”
MethodRhodes, G., Yoshikawa, S., Palermo, R., Simmons, L. W., Peters, M., Lee, K., Halberstadt, J. B., & Crawford, J. R. (2007) · Perception · doi:10.1068/p5712 · Cited by 167
Raz, N., Yang, Y., Dahle, C. L., & Land, S. J. (2011) · Biochimica et Biophysica Acta (BBA) - Molecular Basis of Disease · doi:10.1016/j.bbadis.2011.08.007 · Cited by 169
“The GLM analyses were followed by univariate analyses of simple effects, and testing the differences among the levels of the categorical variables with Fisher’s Least Significant Difference (LSD) test, or correlation coefficients with Steiger’s Z* statistic that takes into account dependence between the compared corre…”
MethodHuman mobility networks reveal increased segregation in large cities
Nilforoshan, H., Looi, W., Pierson, E., Villanueva, B., Fishman, N., Chen, Y., Sholar, J., Redbird, B., Grusky, D. B., & Leskovec, J. (2023) · Nature · doi:10.1038/s41586-023-06757-3 · Cited by 190
“66).”
Γούδας, Μ., Biddle, S., Fox, K. R., & Underwood, M. (1995) · The Sport Psychologist · doi:10.1123/tsp.9.3.254 · Cited by 166
“The Williams F test (Steiger, 1980) for comparing correlations with a common index showed that the lesson-specific measures of task involvement and work avoidance correlated significantly higher with intrinsic motivation and intention than the general task and work avoidance orientation scores, both for direct and dif…”
MethodConvergent and Discriminant Validity of Psychopathy Factors Assessed Via Self-Report
Benning, S. D., Patrick, C. J., Salekin, R. T., & Leistico, A.-M. R. (2005) · Assessment · doi:10.1177/1073191105277110 · Cited by 165
Kaul, M., & Lakey, B. (2003) · Journal of Social and Clinical Psychology · doi:10.1521/jscp.22.1.59.22761 · Cited by 165
The Facial Expression Coding System (FACES): Development, validation, and utility.
Kring, A. M., & Sloan, D. M. (2007) · Psychological Assessment · doi:10.1037/1040-3590.19.2.210 · Cited by 173
“On the basis of the Dunn-Clark z test for the equality of two dependent correlations (Dunn & Clark, 1969; for a review, see Steiger, 1980), correlations between EMFACS enjoyment smile ratings and FACES positive ratings were significantly higher than the correlations between EMFACS social smile…”
MethodSocial and Cognitive Factors Affecting the Own-Race Bias in Whites
Slone, A. E., Brigham, J. C., & Meissner, C. A. (2000) · Basic and Applied Social Psychology · doi:10.1207/15324830051036162 · Cited by 165
Understanding extraverts' enjoyment of social situations: The importance of pleasantness.
Lucas, R. E., & Diener, E. (2001) · Journal of Personality and Social Psychology · doi:10.1037/0022-3514.81.2.343 · Cited by 273
Variations in patterns of attraction of same- and other-sex peers during early adolescence.
Bukowski, W. M., Sippola, L. K., & Newcomb, A. F. (2000) · Developmental Psychology · doi:10.1037/0012-1649.36.2.147 · Cited by 266
Jawahar, I. M. “., Meurs, J. A., Ferris, G. R., & Hochwarter, W. A. (2008) · Human Performance · doi:10.1080/08959280801917685 · Cited by 175
“57; Meng, Rosenthal, & Rubin, 1992 ; Steiger, 1980 , p.”
The role of peer and adult models for drug taking at different stages in adolescence
Huba, G. J., & Bentler, P. M. (1980) · Journal of Youth and Adolescence · doi:10.1007/bf02087681 · Cited by 164
“Hypothesis 5--that there would not be a greater relationship between self-use and the number of peer models than between self-use and the number of adult models at middle adolescence than in early adolescencewas tested using the Dunn-Clark z statistic for assessing the difference between correlated correlations ( Stei…”
Method
Metadata
- Authors
- Steiger, J. H.
- Affiliations
- University of British Columbia (CA)
- Corresponding author
- Steiger, James H.
- Venue
- Psychological Bulletin
- Published
- 1980-03
- Volume
- 87
- Issue
- 2
- Pages
- 245-251
- ISSN
- 0033-2909 (ISSN-L)
- 1939-1455
- OpenAlex
- W2097137621
- Cited by
- 4,621
- References
- 17
- Citations by year
- 2026: 227 · 2025: 157 · 2024: 152 · 2023: 168 · 2022: 212 · 2021: 214 · 2020: 242 · 2019: 259 · 2018: 302 · 2017: 265 · 2016: 261 · 2015: 260 · 2014: 189 · 2013: 197 · 2012: 148
- FWCI
- 16.67
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- Psychological Bulletin (publishedVersion)
- Topics
- Social Sciences › Decision Sciences › Management Science and Operations Research › Psychometric Methodologies and Testing
- Social Sciences › Decision Sciences › Statistics, Probability and Uncertainty › Multidisciplinary Science and Engineering Research
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Applications
- Keywords
- correlation coefficient, hypothesis testing
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