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Correlation coefficient significance test

Description

The Correlation coefficient significance test can be used to evaluate whether the value of an observed correlation coefficient is 'close to 0' or 'significantly different from 0'. The P-value is the probability to find the observed correlation coefficient (or larger) in the sample, under the hypothesis that the population correlation coefficient is 0.

Required input

  • The observed correlation coefficient and sample size (the number of paired observations). The sample size must be more than 3.

Results

The program calculates:

  • P-value. If this P-value is lower than the conventional 5% (P<0.05) the correlation coefficient is called statistically significant.
  • The 95% confidence interval for the correlation coefficient. This is the range of values that contains with a 95% confidence the 'true' correlation coefficient.

Literature

  • Bland M (2000) An introduction to medical statistics, 3rd ed. Oxford: Oxford University Press.
  • Altman DG (1991) Practical statistics for medical research. London: Chapman and Hall.

Link

Go to Correlation coefficient significance test.