Fisher confidence interval

Source: R/statpsych2.R

Computes a Fisher confidence interval for any type of correlation (e.g., Pearson, Spearman, Kendall-tau, tetrachoric, phi, partial, semipartial, etc.) or ordinal association such as gamma, Somers' d, or tau-b. The correlation could also be between two latent factors obtained from a SEM analysis (the Fisher CI will be more accurate than the large-sample CI from a SEM analysis). The standard error can be a traditional standard error, a bootstrap standard error, or a robust standard error from a SEM analysis.

ci.fisher(alpha, cor, se)

Arguments

alpha

alpha value for 1-alpha confidence

cor

estimated correlation or association coefficient

se

standard error of correlation or association coefficient

Value

Returns a 1-row matrix. The columns are:

  • Estimate - correlation (from input)

  • LL - lower limit of the confidence interval

  • UL - upper limit of the confidence interval

Examples

ci.fisher(.05, .641, .052)
#>      Estimate        LL        UL
#> [1,]    0.641 0.5276396 0.7319293

# Should return:
# Estimate        LL        UL
#    0.641 0.5276396 0.7319293