This web utility may be cited in APA style in the following manner:
This interactive calculator yields the result of a test of the equality of two correlation coefficients obtained from the same sample, with the two correlations sharing one variable in common. The result is a z-score which may be compared in a 1-tailed or 2-tailed fashion to the unit normal distribution. By convention, values greater than |1.96| are considered significant if a 2-tailed test is performed.
First, each correlation coefficient is converted into a z-score using Fisher's r-to-z transformation. Then, we make use of Steiger's (1980) Equations 3 and 10 to compute the asymptotic covariance of the estimates. These quantities are used in an asymptotic z-test.
Enter the two correlation coefficients to be compared (rjk and rjh), along with the correlation of the unshared variables (rkh) and the sample size, into the boxes below. Then click on "calculate." The p-values associated with both a 1-tailed and 2-tailed test will be displayed in the "p" boxes.
Steiger, J. H. (1980). Tests for comparing elements of a correlation matrix. Psychological Bulletin, 87, 245-251.