ci.fisher: Fisher confidence interval

In statpsych: Statistical Methods for Psychologists

Fisher confidence interval

Description

Computes a Fisher confidence interval for any type of correlation (e.g., Pearson, Spearman, Kendall-tau, tetrachoric, phi, partial, semipartial, etc.) or ordinal association such as gamma, Somers' d, or tau-b. The correlation could also be between two latent factors obtained from a SEM analysis (the Fisher CI will be more accurate than the large-sample CI from a SEM analysis). The standard error can be a traditional standard error, a bootstrap standard error, or a robust standard error from a SEM analysis.

Usage

ci.fisher(alpha, cor, se)

Arguments

alpha	alpha value for 1-alpha confidence
cor	estimated correlation or association coefficient
se	standard error of correlation or association coefficient

Value

Returns a 1-row matrix. The columns are:

• Estimate - correlation (from input)

• LL - lower limit of the confidence interval

• UL - upper limit of the confidence interval

Examples

ci.fisher(.05, .641, .052)

# Should return:
# Estimate        LL        UL
#    0.641 0.5276396 0.7319293

statpsych documentation built on June 22, 2024, 6:51 p.m.