A Two Factor ANOVA-like Test for Correlated Correlations: CORANOVA.

@article{Bilker2004ATF,
  title={A Two Factor ANOVA-like Test for Correlated Correlations: CORANOVA.},
  author={Warren B. Bilker and Colleen Brensinger and Ruben C. Gur},
  journal={Multivariate behavioral research},
  year={2004},
  volume={39 4},
  pages={565-94}
}
Testing homogeneity of correlations with Fisher's Z is inappropriate when correlations are themselves correlated. Suppose measurements of brain activation and performance are taken before and during a verbal memory task. Of interest are changes in activity gradients in specific regions, R1, R2, R3, and performance, V. The "correlated correlations" of interest ρV,R1 , ρV,R2 , and ρV,R3 , have a single variable, V, in common. We wish to compare these correlations between males and females, across… CONTINUE READING

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