I have been told to take a closer look at: http://www.quantpsy.org/corrtest/corrtest.htm but how exactly does this work?
E.g. Given two groups of data A
and B
, each with one explanatory variable and one response variable, each with e.g. n=20
data points, I can calculate Spearman's Correlation Coefficient SCC
yielding SCC = 0.9
in group A
and in group B
I get SCC=-0.9
.
From the above, it is obvious that in group A
the data is well correlated with a slope >0
and in group B
also well correlated, but with a slope <0
, so definitely a difference - Right?
Now to the real question: The SCC
quantifies in a non-parametric way how well correlated the explanatory and response variables are, but I am not sure I understand how it works with testing the difference between two correlations? I am thinking that testing SCC=0.3
and SCC=0.8
should not yield anything, since basically one correlation is crappyrather weak and the other is sort of ok? But the link yields p=0.02