Confidence interval on Pearson's Correlation (3 of 3)
Next section: Difference between correlations
Summary of Computations
Compute the sample r.
Use the
r to z' table
to convert the value of r to z'.
Use a
z table
to find the value of z for the level of confidence desired.
Compute:
Lower limit = z' - (z)(σ
z'
)
Upper limit = z' + (z)(σ
z'
)
Use procedure the
r to z' table
to convert the lower and upper limits from z' to r
Assumptions
Each subject (observation) is sampled independently from each other subject.
Subjects are sampled randomly.
Next section: Difference between correlations