How to calculate confidence intervals of correlations with R

November 11, 2010
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(This article was first published on Jeromy Anglim's Blog: Psychology and Statistics, and kindly contributed to R-bloggers)

This post sets out how to calculate confidence intervals for correlations using R. Because I often get this question from people unfamiliar with R, it assumes no prior knowledge of R.

Formulas

• Online Statsbookhas formulas for calculating the confidence interval of a correlation coefficient.

R

1. Download and Install R (R Home Page; Windows Installation)

2. Start R and run the following commands, updating the CIr command as required:

install.packages("psychometric") # install package with functionlibrary(psychometric) # load package with function# The following command calculates lower and upper # 95% confidence intervals (level)# assuming sample size (n) is 100# and the obtained correlation (r) is 0.90CIr(r=.9, n = 100, level = .95)

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