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Re: significance probability when using CORRELATE? [message #26675]

Wed, 19 September 2001 12:48

mchinand
Messages: 66
Registered: September 1996

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In article <bz6q7.28$N4.2123@news.uchicago.edu>,
Mike Chinander <mchinand@midway.uchicago.edu> wrote:

> For the calculation of the two-tailed significance (Ho: r=0) of a
> correlation coefficient I have been using the following code snippet:
>
> r=correlate(x,y)
> var=1/(n-3.0)
> zvalue = 0.5*alog((1+r)/(1-r))/sqrt(var)
> if (zvalue lt 0) then pvalue = 2*(gauss_pdf(zvalue)) $
> else pvalue = 2*(1-gauss_pdf(zvalue))
>

I forgot to add, n is the number of x-y pairs.

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Michael Chinander University of Chicago
m-chinander@uchicago.edu (773)834-5101 (Voice) (773)702-0371 (Fax)

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		Re: significance probability when using CORRELATE? By: mchinand on Wed, 19 September 2001 12:48
		Re: significance probability when using CORRELATE? By: mchinand on Wed, 19 September 2001 12:43

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