Method of calculating p value for Pearson's correlation coefficient - (Apr/29/2013 )
I'm not very professional in calculating Pearson's correlation coefficient (r), and I see people use the following formula to calculate the p value for r:
p=r/Sqrt(r^2)/(N—2)
where N is the number of variants.
why don't they just use student's t test? I usually use Excel and chose TTEST function for this matter. It's so easy.
Pearson's is used for determining if there is a correlation between variables, a t-test measures the difference between two populations, so they look at different things.
The formula you have given looks like it should be t=r/Sqrt((1-r^2)/(N—2)) the t statistic for testing if the correlation coefficient is significant, it can then be converted to a p value using the T.DIST function in Excel.
bob1 on Mon Apr 29 22:22:55 2013 said:
Pearson's is used for determining if there is a correlation between variables, a t-test measures the difference between two populations, so they look at different things.
I always use TTEST function and I have no problem. But the above equation gives me different p value which is not similar to the TTEST value. I am still not sure why people use this equation to calculate the p value of those variables. I hope you understand what I' trying to say. I know r is correlation coefficient. by why can't they just use the same TTEST, instead of this equation. it shouldn't be used?
DRT on Mon Apr 29 23:37:24 2013 said:
The formula you have given looks like it should be t=r/Sqrt((1-r^2)/(N—2)) the t statistic for testing if the correlation coefficient is significant, it can then be converted to a p value using the T.DIST function in Excel.
I checked TDIST. don't know how to fill those gaps.
Curtis on Tue Apr 30 05:35:18 2013 said:
DRT on Mon Apr 29 23:37:24 2013 said:
The formula you have given looks like it should be t=r/Sqrt((1-r^2)/(N—2)) the t statistic for testing if the correlation coefficient is significant, it can then be converted to a p value using the T.DIST function in Excel.
I checked TDIST. don't know how to fill those gaps.
I found this link with the instructions for getting the obtaining a p value from the correlation coefficient.
http://www.ehow.com/how_8554041_calculate-its-correlation-excel-2007.html
You may also like to install the ‘data analysis’ add-in for excel (under File-Options-Add-Ins) but make sure you come to grips with the different sorts of t-tests first
