How to calculate confidence intervals of correlations with R

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

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