If you don't happen to have a convenient r <--> Z conversion table
handy, it may be helpful to know, for step 1. below, that
Z = 0.5 log((1+r)/(1-r)) or, equivalently,
Z = tanh^(-1)r = the hyperbolic arctangent of r.
("log" is the natural logarithm.)
It follows that, given a value of Z (for step 4.),
r = (exp(2Z)-1)/(exp(2Z)+1)
where "exp(2Z)" is e to the power 2Z, or, equivalently,
r = tanh(Z) = the hyperbolic tangent of Z.
The standard error of Z is 1/sqrt(n-3) (for step 2.),
where "sqrt(n-3)" is the square root of (n-3).
On Sat, 28 Jul 2001, dennis roberts wrote:
> one way is:
>
> 1. convert sample r to Fisher's BIG Z (consult conversion table)
> 2. find standard error of Fisher's Z ... (find formula in good stat book)
> 3. for 95% CI ... go 1.96 standard error (from #2) units on either side of
> Z (from #1)
> 4. convert EACH end of the CI in Fisher Z units back to r values (use table
> from #1 in reverse)
>
> At 05:28 AM 10/22/99 -0200, Alexandre Moura wrote:
> >how can I construct a confidence interval for a Pearson correlation?
> >
> >Thanks in advance.
> >
> >Alexandre Moura.
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Donald F. Burrill [EMAIL PROTECTED]
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