Say I have two groups of observations
B. Each group contains the SAME two set of observations
b_1,b_2. For group
A, I estimate how well
a_2 are correlated by computing Spearman's Correlation Coefficient between
a_2 and likewise for group
B. How do I assess the magnitude of the difference?
E.g. think of it this way: Group
A is women and group
B is men.
a_1 is weight and so is
b_2 are heights. How do I asses sif there is a significant difference in how weight and height are connected in men and women?
I guess it comes down to assuming linearity and then constructing and comparing two linear models, one for men and one for women?