I was hoping to be able to get some advice on how to check if a correlation of two variables crosses a certain threshold but set a different threshold based on the DB (database). So, a different threshold for DB1 compared to DB2 or DB3.
Why don't you first figure out how to do it with a single database, making sure you have working code that produces the results you want, in the format you want.
Then you can progress to parameterizing your task based on the data source.
ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.