Calculates probabilities for product moment correlations (R.W. Payne).
Option
NOBSERVATIONS = scalar |
Number of observations from which the correlation(s) were calculated |
|---|
Parameters
DATA = scalars, variates, tables, matrices, diagonal matrices or symmetric matrices |
Correlations for calculating probabilities or cumulative lower probabilities for calculating equivalent deviates |
|---|---|
CLPROBABILITY = scalars, variates, tables, matrices, diagonal matrices or symmetric matrices |
Saves cumulative lower probabilities |
CUPROBABILITY = scalars, variates, tables, matrices, diagonal matrices or symmetric matrices |
Saves cumulative upper probabilities |
PROBABILITY = scalars, variates, tables, matrices, diagonal matrices or symmetric matrices |
Saves probability densities |
CORRELATION = scalars, variates, tables, matrices, diagonal matrices or symmetric matrices |
Saves correlations |
Description
PRCORRELATION calculates probabilities and equivalent deviates for the product moment correlation coefficient. The number of observations must be supplied by the NOBSERVATIONS option, in a scalar. The DATA parameter supplies the data values in any numerical data structure (scalar, variate, matrix, table, etc.). If these are correlations, you can save various probabilities using the parameters CLPROBABILITY (cumulative lower), CUPROBABILITY (cumulative upper) and PROBABILITY (probability density). Alternatively, if DATA contains probabilities, you can save equivalent correlation values using the CORRELATION parameter.
Option: NOBSERVATIONS.
Parameters: DATA, CLPROBABILITY, CUPROBABILITY, PROBABILITY, CORRELATION.
Method
PRCORRELATION uses the fact that, for a correlation r based on n observations, the variable
t = r × √((n – 2) / (1 – r2))
has a t distribution on n-2 degrees of freedom.
Action with RESTRICT
If a DATA variate is restricted, the calculations will be preformed only on the specified units.
See also
Directive: CORRELATE.
Procedures: DCORRELATION, FCORRELATION.
Commands for: Basic and nonparametric statistics.
Example
CAPTION 'PRCORRELATION example'; STYLE=meta
PRCORRELATION [NOBSERVATIONS=12] 0.5; CLPROBABILITY=clprob05;\
CUPROBABILITY=cuprob05; PROBABILITY=prob05; CORRELATION=corr05
PRINT clprob05,cuprob05,prob05,corr05; DECIMALS=5