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.
Usage
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