If I change my home from ext3 to ext4 when installing will my data be lost?
Where do you want to change it? As far as I can imagine, if you install new version of ubuntu, any selection about a new file system means destroying the previous. Since you mentioned "my home" (I am not sure you mean that /home is mounted as a separated filesystem), if I were you, I would simply skip using that fs, and later, you only need to edit
/etc/fstab to mount your "old" /home. Note: if you choose ext4 fs there (but /home was ext3) this means some kind of "conversion" from ext3 to ext4 then (ext3 can be mounted az ext4, but if you do this even only at once, you can't "revert" it easily ...).
if you want your old ext3 partition to become ext4 you can easily convert it after you are done upgrading:
tune2fs -O extents,uninit_bg,dir_index /dev/sdb1
where /dev/sdb1 your 'home' partition, which has to be unmouned
sudo umount /dev/sdb1 prior running the command.
beware though that, as LGB mentioned, reverse conversion is not so trivial.
Not much to add as the how to has been said already. However consider this:
Before changing the filesystem on a preexisting partition it is strongly recommended to backup your data.
In the likely case that you already made your backup you may run the tools mentioned by psusi, or else you may find it less time consuming to simply restore your data in a brand new /home.