Help using Base SAS procedures

PROC CORR P-value

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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


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‎08-14-2017 04:31 PM
SAS Super FREQ
Posts: 3,755

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: 306

Re: PROC CORR P-value

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

New Contributor
Posts: 3

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: 3,755

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:

 

 

New Contributor
Posts: 3

Re: PROC CORR P-value

Thank you very much for the reference.
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