Cut and paste this syntax into a SPSS syntax window, select all and click the run arrow key. Amend the spreadsheet data as required.
* Dependent Correlation Comparison Program of rab = rxy. * Comparing Correlated but Nonoverlapping Correlation Coefficients. * Raghunathan, Rosenthal, and Rubin (1996, Psychological Methods, 1, 178-183). *Need as input sample sizes plus six offdiagonal correlations (see below) * can input multiple rows : each row different set of correlations and sample size (n) * a b x y *-------------------------------- *a 1 rab rax ray *b 1 rbx rby *x 1 rxy *y 1 ***** replace the specimen values below with correlations and sample size of your data****** set format f10.5. DATA LIST free /rab rax ray rbx rby rxy n. BEGIN DATA .38 .45 .53 .31 .55 .25 603 .645 .756 .707 .952 .947 .980 10 END DATA. compute #k = (rax-rbx*rab)*(rby-rbx*rxy)+(ray-rax*rxy)*(rbx-rax*rab)+(rax-ray*rxy)*(rby-ray*rab)+(ray-rab*rby)*(rbx-rby*rxy). compute #pf = (rab-rxy)*sqrt(n)/sqrt((1-rab**2)**2+(1-rxy**2)**2-#k). compute #p_pf = 2*cdfnorm(-1*abs(#pf)). compute #zab = 0.5*ln((1+rab)/(1-rab)). compute #zxy = 0.5*ln((1+rxy)/(1-rxy)). compute zpf = sqrt((n-3)/2)*(#zab-#zxy)/sqrt(1-(#k/(2*(1-rab**2)*(1-rxy**2)))). compute p_zpf = 2*cdfnorm(-1*abs(zpf)). FORMAT rab rxy zpf p_zpf (f9.3). VARIABLE LABELS rab 'correlation 1' rxy 'correlation 2' /zpf 'z-value' /p_zpf '2-tailed p-value'. EXECUTE. REPORT FORMAT=LIST AUTOMATIC ALIGN(CENTER) /VARIABLES=rab rxy zpf p_zpf /TITLE "Pearson-Filon test of two nonoverlapping correlations".