topic Re: PROC CORR P-value in SAS Procedures

PROC CORR P-value

yuchendi — Thu, 10 Aug 2017 00:12:16 GMT

Hello,

Could anyone help clarify how the p-value is calculated for Pearson correlation coefficient using PROC CORR procedure? I know the null hypothesis is r=0, but not sure if it's calculated using 2-sided t-test or 1-sided F-test, or anything else.

I have looked through all materials and discussion threads posted online but haven't found the answer to my question.

Thanks a lot,

Erin

Re: PROC CORR P-value

WarrenKuhfeld — Thu, 10 Aug 2017 01:51:57 GMT

two sided t although t**2 = F so it does not matter.

Re: PROC CORR P-value

Rick_SAS — Fri, 11 Aug 2017 14:57:08 GMT

The documentation for PROC CORR contains a details section on the Pearson correlation. The definition of the t statistic that is used to test for r=0 is specified at the bottom of the page:

Re: PROC CORR P-value

yuchendi — Mon, 14 Aug 2017 20:30:36 GMT

Thank you very much.

Re: PROC CORR P-value

yuchendi — Mon, 14 Aug 2017 20:30:56 GMT

Thank you very much for the reference.

Re: PROC CORR P-value

Nradulovich — Tue, 25 Jun 2019 15:47:02 GMT

Hello,

and thanks for the valuable information.

Does anyone know how to get the t-test values for testing the population correlation coefficient from PROC CORR, or other PROC for that matter? That is, the actual value of

I have saved the correlation coefficients (r) generated by PROC CORR and then coded the formula myself. But isn't there an easier way to do it?

Thanks.