PROC CORR P-value

[yuchendi]

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

[WarrenKuhfeld]

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

[yuchendi]

Thank you very much.

[Rick_SAS · Accepted solution]

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]

Thank you very much for the reference.

[Nradulovich]

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.