Confidence interval for a Pearson or partial correlation

Source: R/statpsych2.R

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.

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

  • 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.

Examples

ci.cor(.05, .536, 0, 50)
#>  Estimate        SE        LL        UL
#>     0.536 0.1018149 0.2978573 0.7058914

# Should return:
# Estimate        SE        LL        UL
#    0.536 0.1018149 0.2978573 0.7058914