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Confidence interval for a Pearson or partial correlation

Source: R/statpsych2.R
ci.cor.Rd

Computes a Fisher confidence interval for a population Pearson correlation or partial correlation with s control variables. Set s = 0 for a Pearson correlation. A bias adjustment is used to reduce the bias of the Fisher transformed correlation. This function uses an estimated correlation as input. Use the cor.test function for raw data input.

For more details, see Section 1.14 of Bonett (2021, Volume 2)

Usage

ci.cor(alpha, cor, s, n)

Arguments

alpha

alpha level for 1-alpha confidence

cor

estimated Pearson or partial correlation

s

number of control variables

n

sample size

Value

Returns a 1-row matrix. The columns are:

  • Estimate - estimated correlation (from input)

  • SE - standard error

  • LL - lower limit of the confidence interval

  • UL - upper limit of the confidence interval

References

Snedecor GW, Cochran WG (1989). Statistical Methods, 8th edition. ISU University Pres, Ames, Iowa.

Bonett DG (2021). Statistical Methods for Psychologists https://dgbonett.sites.ucsc.edu/.

Examples

ci.cor(.05, .60, 0, 150)
#>  Estimate      SE    LL     UL
#>       0.6 0.05243 0.485 0.6925

# Should return:
# Estimate      SE    LL     UL
#      0.6 0.05243 0.485 0.6925

ci.cor(.05, .70, 1, 135)
#>  Estimate      SE     LL     UL
#>       0.7 0.04406 0.6002 0.7763

# Should return:
# Estimate      SE     LL     UL
#      0.7 0.04406 0.6002 0.7763