```Date: Thu, 12 Jun 2003 10:09:08 +0100 Reply-To: "Ian(freeserve)" Sender: "SAS(r) Discussion" From: "Ian(freeserve)" Subject: Re: Proc Corr?? Content-Type: text/plain; charset="Windows-1252" PROC MIXED can be used to find a confidence interval for a correlation coefficient. The idea appeared recently on the allstat discussion list, see: http://www.jiscmail.ac.uk/cgi-bin/wa.exe?A1=ind0306&L=allstat I have used this to produce a small example below. The Toeplitz covariance parameter and the assoiciated Wald test give the estimate of the correlation coefficient and the CI. data corr; input x y; obs=_n_; cards; 12 19 10 15 15 23 16 16 19 21 23 25 25 21 27 26 31 30 36 27 ; proc corr data=corr nosimple; var x; with y; /* Rearrange the data so both x and y are contained in the new variable Y1 */ proc transpose data=corr out=corrlong name=varname prefix=y; by obs; proc mixed data=corrlong alpha=0.05 cl=wald; class varname obs; model y1=varname /notest; repeated varname / type=toeph subject=obs; run; Dale, does this seem reasonable to you? Ian. Ian Wakeling Qi Statistics. > Date: Wed, 11 Jun 2003 17:38:09 -0700 > From: Dale McLerran > Subject: Re: Proc Corr?? > > Dennis, > > I don't believe that SAS produces confidence intervals about > the correlation. You will have to compute your own confidence > limits by first applying the Fisher Z transformation > > Z = 0.5 * log((1+corr)/(1-corr)) > > The variance of Z is 1/(n-3). Now compute confidence intervals > for Z, assuming Z ~ normal. > > Z(L) = Z - 1.96*sqrt(1/(n-3)) > Z(U) = Z + 1.96*sqrt(1/(n-3)) > > Back transform the confidence limits for Z to confidence limits > on rho. > > rho(L) = (exp(2*Z(L) - 1) / (1 - exp(2*Z(L))) > rho(U) = (exp(2*Z(U) - 1) / (1 - exp(2*Z(U))) > > Dale > > > --- "Dennis G. Fisher" wrote: > > How does one obtain the confidence intervals for a correlation? I > > do > > not see any mention of it in the version 8 Procedures guide for Proc > > Corr. Is there somewhere else I should be looking??? TIA > > Dennis fisher > > > > -- > > Dennis G. Fisher, Ph.D. > > Director > > Center for Behavioral Research and Services > > 1090 Atlantic Avenue > > Long Beach, CA 90813 > > 562-495-2330 > > 562-983-1421 fax ```

Back to: Top of message | Previous page | Main SAS-L page