How to calculate confidence intervals of correlations with R

November 11, 2010

(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

Download and Install R (R Home Page; Windows Installation)
Start R and run the following commands, updating the CIr command as required:

install.packages("psychometric") # install package with function
library(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 0.90
CIr(r=.9, n = 100, level = .95)