Constructs a confidence interval based on the standard error of the difference
of two correlations \((r1 - r2)\), sed \(<- sqrt((1-r1^2)/n1 + (1-r2^2)/n2) \)
References
Cohen, J., Cohen, P., West, S. G., & Aiken, L. S. (2003).
Applied multiple regression/correlation analysis for the behavioral sciences (3rd ed.).
Mahwah, NJ: Lawrence Erlbaum.