PRCORRELATION procedure

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

Cumulative lower probabilities

CUPROBABILITY = scalars, variates, tables, matrices, diagonal matrices or symmetric matrices

Cumulative upper probabilities

PROBABILITY = scalars, variates, tables, matrices, diagonal matrices or symmetric matrices

Probability densities

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.