How do i change the alpha value from .05 to .005 in proc corr when determining the p value for the significance of the correlation coefficient?
I don't see where PROC CORR produces a statistic based upon 0.05 as a threshold.
It does produce a prob > |r| which, if it is less than 0.05, would reject the null hypothesis with alpha=0.05. So changing this to 0.005 is pretty simple.
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