Hi IM,
I understand that you want to compare two 25×25 correlation matrices (X and X1) elementwise and find out if they differ significantly.
If you only have two 25x25 matrices (not multiple samples per entry), you cannot do a t-test.
Alternatively, you could use a “permutation test” (which allows element-wise testing), followed by FDR correction.
• Compute the difference between X and X1 (element-wise).
• Use a permutation test: Randomly shuffle the matrix labels many times and recompute the differences to build a null distribution.
• Compare the observed differences to the null distribution to get p-values.
• Apply False Discovery Rate (FDR) correction (e.g. Benjamini-Hochberg) at 0.01 to identify significant differences.
Hope this helps!
