Howdy, Stranger!

It looks like you're new here. If you want to get involved, click one of these buttons!

Supported by

Bayesian difference between correlation coefficients

edited January 2018 in JASP & BayesFactor

Is there a Bayesian equivalent of Fisher's difference between two correlation coefficients? If so, is this achievable in JASP or R?


  • I should mention that I'm interested in differences in two measures selected in the same cohort and not independent samples.

  • Jeffreys does mention this in his 1961 book, but I am not aware of a modern Bayes factor test. It is straightforward to do estimation using JAGS/Stan, but the test requires a bit more development. It is on our radar.

Sign In or Register to comment.