r_test_paired

Tests hypothesis that 2 variables are equally correlated with a 3rd if values from all 3 are paired

This simple function tests the null hypothesis that two variables are equally linearly correlated with a third variable when all three sets of observations were derived from the same "individuals" (i.e., a repeated measures/paired observations design). The test uses a t-distribution and was taken from:
Williams, E. J. (1959) The comparison of regression variables. Journal of the Royal Statistical Society: Series B, 21, 396-399.

It is one of the tests recommended for this situation by:
Steiger, J. H. (1980) Tests for comparing elements of a correlation matrix. Psychological Bulletin. 87(2), 245-251.

This function relies upon the MATLAB functions corr.m and cdf.m.