Doesn't seem to make any difference, ctr was the same before and aftr I put amazon on a site that already had adsense. However, as the traffic on that site has gone up, amazon income has gone up and adsense has pretty much stayed the same.
In my opinion, amazon affiliate sucks compared to google adsense. With their 4% commission on a book sale, I can easily get that with 1 or 2 clicks from Google Adsense. It depends on how your place the Amazon ad, it may or may not affect Adsense.
Use text links instead of amazon banners or widgets that opens in a new tab or window! That works perfectly fine for me and text links of amazon affiliate code converts better than those banners and widgets.
It really depends on more factors, ad placement and site topic come to mind right now. The only way to really find out is testing for your particular site. Remove Amazon for a time period and analyze the results. Share with us the results if you wish, should be helpful for others.
As a very general rule, you can say that your overall CTR remains about the same, so when you have additional items that attract the reader's attention, your CTR for older ads might decrease. That being said, it is a very general rule and you need to experiment and see for yourself. I know this will be different for every single website, but do not be surprised if your AdSense CTR indeed drops after putting another ad unit of anything.