Comparing correlations in matrices from two subgroups
The following syntax produces individual group correlation matrices involving variables, x, saves the output to a SPSS data file and then compares two of the groups using Fisher's transformation (See for example, Howell, (2002)).
* USING FISHER'S TRANSFORMATION FOR COMPARING TWO CORRELATIONS FROM TWO INDEPENDENT GROUPS
DEFINE !FISH ( GP !TOKENS(1)
/ X !CMDEND).
SPLIT FILE BY !GP.
OMS
/SELECT TABLES
/IF SUBTYPES=['Correlations']
/DESTINATION FORMAT=SAV OUTFILE='c:\corrs.sav'
/COLUMNS SEQUENCE=[R3, R1].
CORRELATIONS
/VARIABLES=!X
/PRINT=TWOTAIL NOSIG
/MISSING=PAIRWISE .
OMSEND.
!ENDDEFINE.
*
Specify group variable and variables in correlation matrix.
!FISH GP=SEX X=AGE EDUC PRESTG80.
* Edit the correlation data file and perform Fisher's test.
* OMS creates names of form using the variable label
* PearsonCorrelation_Var Label which are a bit cumbersome
* so you can rename them as below if you wish and remove
* extraneous information.
GET FILE ='C:\CORRS.SAV'.
SAVE OUTFILE='C:\CORRS2.SAV'
/DROP=Command_ to Var2 Sig.2tailed_Female Sig.2tailed_Male
/RENAME=(PearsonCorrelation_Male PearsonCorrelation_Female N_Male N_Female = cm cf nm nf).
exe.
GET FILE='C:\CORRS2.SAV'.
SELECT IF (CF NE 1 AND CM NE 1).
EXE.
FORMAT CF (F5.2) CM (F5.2).
DEFINE !FISH2 ( GP1 !TOKENS(1)
/ GP2 !TOKENS(1)
/ NGP1 !TOKENS(1)
/ NGP2 !TOKENS(1)).
COMPUTE Z= 0.5*ABS((1+!GP1)/(1-!GP2)) / SQRT( (1/(!NGP1-3)) + (1/(!NGP2-3)) ).
COMPUTE PZ= CDFNORM(-ABS(Z)).
EXE.
SUMMARIZE
/TABLES=!GP1 !GP2 Z PZ
/FORMAT=LIST NOCASENUM NOTOTAL
/TITLE='CORRELATION COMPARISONS FOR MALES AND FEMALES'
/MISSING=VARIABLE
/CELLS=NONE.
!ENDDEFINE.
!FISH2 GP1=CM GP2=CF NGP1=NM NGP2=NF.Reference
Howell DC (2002) Statistical methods for psychologists. Duxbury Press:Pacific Grove, CA