My Dear.. You can use p-value of each correlation which is small is high different for example:

if r11(1) for first matrix with p-value(sig.=0.003), and r11(2) from second matrix with (sig.=0.024) each them are signficant, but r11(1) is very strong compared with r11(2) becuase p-value_1

My Dear.. You can use p-value of each correlation which is small is high different for example:

if r11(1) for first matrix with p-value(sig.=0.003), and r11(2) from second matrix with (sig.=0.024) each them are signficant, but r11(1) is very strong compared with r11(2) becuase p-value_1

Dear Fadhil, thank you for your precious suggestion.

Regards

I agree with you Dr Fadhil Abdulabbas Abidi.

Regards!

Thank you, Adriana

The standard test is given in Morrison, D. F., Multivariate Statistical Methods, 4th ed. Duxbury/Thomson. in Section 5.4 (Testing the Equality of Several Covariance Matrices,), p. 247 ff

Best wishes, D. Booth

I propose to consult this link:

https://www.researchgate.net/post/Significance_of_the_difference_between_two_correlation_matrices

the best

good luck

Dear David and Samra,

thank you for your precise responses.

Best

Dear friend

Inspite of comparing them

You can use z test to get a representative value of r using both the data.

A similar kind of paper you can see

Evaluation of stay green induced maize hybrids for green fodder and grain yields under variable moisture regimes

RP Sah, M Chakraborty, K Prasad, M Pandit, A Kumar… - Range Management and Agroforestry,

Range Management and Agroforestry 38(1):58-64

You might even consider applying a permutation test approach: by randomly assigning your observations to two groups of the same size as the original groups, each time calculating the resulting difference in covariation values. When repeating this a sufficient number of times (say 10.000 repeats), the difference between the original covariation matrices is significant if less than 5 per cent of the resulting differences are larger than the one you obtained.

Dear all,

thank you so much for your responses!

Best

mmm...maybe you can use Mantel test for associate two matrices.