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.
- Online Statsbookhas formulas for calculating the confidence interval of a correlation coefficient.
Start R and run the following commands, updating the
CIrcommand 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)