Wednesday, September 10, 2008

Calculate Pearson Correlation Coefficient Critical Values

Two-tailed Pearson Correlation Coefficient Critical Values can be found exactly in Open Office or Excel by:

1. Enter the probability you wish into a cell, ie 0.1 or 0.05 (Say cell A1)
2. Enter the number of samples (N) into a cell (Say cell A2)
3. Enter A2 - 2 into a cell to get the degrees of freedom (Say cell A3)
4. Enter =TINV(A1;A3) into cell A4
5. Enter =SQRT(A4^2/(A4^2+A3)) into a cell to find the Critical Value.

This takes advantage of the relationship between the t-test critical value and the Pearson critical value.

t = r / sqrt ( (1-r)^2 / (n-2))

where t is the t-test value, and r is the Pearson.

2 comments:

Anonymous said...

I think this is the part of the course that you can feel your brain growing larger. The Correlation Coefficient is easy to work thanks!
perason correlation

Unknown said...

One error in your formula. For step 5 it should be =SQRT(A4^2/(A4^2+A3))