PROC CORR P-value

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Occasional Contributor
Posts: 5

PROC CORR P-value

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

Accepted Solutions
Solution
‎08-14-2017 04:31 PM
SAS Super FREQ
Posts: 4,241

Re: PROC CORR P-value

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:

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SAS Super FREQ
Posts: 502

Re: PROC CORR P-value

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

Occasional Contributor
Posts: 5

Re: PROC CORR P-value

Posted in reply to WarrenKuhfeld

Thank you very much.

Solution
‎08-14-2017 04:31 PM
SAS Super FREQ
Posts: 4,241

Re: PROC CORR P-value

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:

Occasional Contributor
Posts: 5

Re: PROC CORR P-value

Thank you very much for the reference.
☑ This topic is solved.

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