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Posted 08-09-2017 08:12 PM
(6519 views)

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

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

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Thank you very much.

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Thank you very much for the reference.

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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.

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