I am considering the following problem. I have 2 sets of correlation coefficients (measuring the correlations between behaviours and neural activities in 2 different regions of the brain). I would like to test wether one group has stronger correlations than the other.
I read about the Fisher z test. But it seems to be designed to test wether 2 correlation coefficients are different, not wether 2 groups of correlation coefficients are different. https://real-statistics.com/correlation/one-sample-hypothesis-testing-correlation/correlation-testing-via-fisher-transformation/
Is there a natural extension of this test to groups of correlation? Any reference to share?