BookmarkSubscribeRSS Feed
🔒 This topic is solved and locked. Need further help from the community? Please sign in and ask a new question.
yuchendi
Calcite | Level 5

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

1 ACCEPTED SOLUTION

Accepted Solutions
Rick_SAS
SAS Super FREQ

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:

 

 

View solution in original post

5 REPLIES 5
WarrenKuhfeld
Rhodochrosite | Level 12

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

yuchendi
Calcite | Level 5

Thank you very much.

Rick_SAS
SAS Super FREQ

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:

 

 

yuchendi
Calcite | Level 5
Thank you very much for the reference.
Nradulovich
Calcite | Level 5

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 

 

Capture.PNG

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.

sas-innovate-2024.png

Don't miss out on SAS Innovate - Register now for the FREE Livestream!

Can't make it to Vegas? No problem! Watch our general sessions LIVE or on-demand starting April 17th. Hear from SAS execs, best-selling author Adam Grant, Hot Ones host Sean Evans, top tech journalist Kara Swisher, AI expert Cassie Kozyrkov, and the mind-blowing dance crew iLuminate! Plus, get access to over 20 breakout sessions.

 

Register now!

What is Bayesian Analysis?

Learn the difference between classical and Bayesian statistical approaches and see a few PROC examples to perform Bayesian analysis in this video.

Find more tutorials on the SAS Users YouTube channel.

Click image to register for webinarClick image to register for webinar

Classroom Training Available!

Select SAS Training centers are offering in-person courses. View upcoming courses for:

View all other training opportunities.

Discussion stats
  • 5 replies
  • 5964 views
  • 0 likes
  • 4 in conversation