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08-09-2017 08:12 PM

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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Solution

08-14-2017
04:31 PM

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Posted in reply to yuchendi

08-11-2017 10:57 AM

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Posted in reply to yuchendi

08-09-2017 09:51 PM

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

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Posted in reply to WarrenKuhfeld

08-14-2017 04:30 PM

Thank you very much.

Solution

08-14-2017
04:31 PM

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Posted in reply to yuchendi

08-11-2017 10:57 AM

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Posted in reply to Rick_SAS

08-14-2017 04:30 PM

Thank you very much for the reference.