Dennis,
The closest answer that I can find as an answer to your question is
that "it is very complicated." But the first question is what
you would do with the answer if you had it? Because the distribution of r
is skewed when rho is not equal to 0, you wouldn't want to use that
standard error to create a confidence interval--it would be too wide on
one side, and not wide enough on the other.
There are two other answers. I'm sure that you are aware that we can
convert r to r' (or z' as Fisher called it), and that its standard error
is estimated well by 1/sqrt(N-3). The other approach would be to estimate
the standard error by bootstrapping. That is actually a relatively simple
process, but, again, I don't know what I would do with the answer once I
found it.
Dave
.At 04:18 PM 3/28/01 -0500, dennis roberts wrote:
>anyone know off hand quickly ... what the formula might be for
the standard
>error for r would be IF the population rho value is something
OTHER than zero?
>
>_________________________________________________________
>dennis roberts, educational psychology, penn state
university
>208 cedar, AC 8148632401,
mailto:[EMAIL PROTECTED]
>
>
>
>=================================================================
>Instructions for joining and leaving this list and remarks
about
>the problem of INAPPROPRIATE MESSAGES are available at
>=================================================================
________________________________________________________________
----------------------------------------------------------------------------------------------------------------
David C. Howell
Dept of Psychology
University of Vermont
Burlington, VT 05405
http://www.uvm.edu/~dhowell/StatPages/StatHomePage.html
http://www.uvm.edu/~dhowell/gradstat/index.html
