I'm using the tool in the following website to compare correlation coefficients: http://vassarstats.net/rdiff.html The tool uses Fisher's r to z transformation to ultimately compare two correlation coefficients.
Let's say I want to compare a correlation coefficient that was calculated with Pearson's correlation and a correlation coefficient that was calculated using Spearman's correlation. Is that ok to do? Or do both need to be calculated using the same correlation procedure (i.e., both Pearson's or both Spearman's?).