A computer program, based on Jennrich's computations for comparing two correlation matrices, is presented. The short program, written in APL, generates a x2 statistic that allows for assessment of equality between two independent correlation matrices.
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References
1.
Gilman, L. and Rose, A. J. (1974). APL: An interactive approach. New York: Wiley.
2.
Jennrich, R. J. (1970). An asymtotic x test for the equality of two correlation matrices. Journal of the American Statistical Association, 65, 904-912.
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Steiger, J. H. (1980). Tests for comparing elements of a correlation matrix. Psychological Bulletin, 87, 245-251.
