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Re: Confidence-intervall for correlation?


From: CdeMills
Subject: Re: Confidence-intervall for correlation?
Date: Sun, 16 Oct 2011 12:45:17 -0700 (PDT)

stn wrote:
> 
> Hi,
> 
> is there a function to calculate the confidence-intervall of the
> correlation-coefficient?
> 
> corrcoeff() does not do that.
> 
> 
Your request is rather vague. Are you interested in confidence interval on
the values of some linear model between a control variable and an observed
variable, or in something different? In the second case, do you know what is
the theoretical probability distribution function of the variable you're
interested in ?

Regards

Pascal

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