Correlation Standard Error Stata
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standard error of correlation coefficient Date Tue, 04 Aug 2009 08:52:59 -0500 If that is really all you know, I doubt that you can
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do it. To a good first approximation the se of r depends standard error stata output mainly on the sample size, so long as correlations are near zero. The original standard deviations are standard error stata command immaterial, given that the correlation is necessarily scale-free. But even given a p-value, you need sample size as well. Also watch out: if correlations are interestingly non-zero, then
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the usual kind of rule that uncertainty is captured by intervals of the form estimate +/- multiplier * se breaks down, as the bounds +1 or -1 impart asymmetry to the problem. It's better to do calculations on a transformed scale. For more, see SJ-8-3 pr0041 . Speaking Stata: Corr. with confidence, Fisher's z revisited (help
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corrci, corrcii if installed) . . . . . . . . . . . . N. J. Cox Q3/08 SJ 8(3):413--439 reviews Fisher's z transformation and its inverse, the hyperbolic tangent, and reviews their use in inference with correlations Nick Miranda Kim wrote: How can I derive the standard error of the correlation coefficient when I have only a correlation coefficient, p-value, and the standard deviations of both variables? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ References: st: how to derive standard error of correlation coefficient From: Miranda Kim
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[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index] Re: st: Standard error for correlation coefficient in "biprobit" From kubo http://www.stata.com/statalist/archive/2010-10/msg00667.html kensuke