ci.spear: Confidence interval for a Spearman correlation

In statpsych: Statistical Methods for Psychologists

Confidence interval for a Spearman correlation

Description

Computes a Fisher confidence interval for a population Spearman correlation. Unlike the confidence interval for a Pearson correlation, this function does not assume bivariate normality. Unlike the Pearson correlation which describes a linear bivariate relation, the Spearman correlation describes a monotonic bivariate relation. This function is not appropriate for ordered categorical variables.

For more details, see Section 1.32 of Bonett (2021, Volume 2)

Usage

ci.spear(alpha, y, x)

Arguments

alpha	alpha level for 1-alpha confidence
y	vector of y scores
x	vector of x scores (paired with y)

Value

Returns a 1-row matrix. The columns are:

• Estimate - estimated Spearman correlation

• SE - standard error

• LL - lower limit of the confidence interval

• UL - upper limit of the confidence interval

References

\insertRef

Bonett2000statpsych

\insertRef

Bonett2021statpsych

Examples

y <- c(21, 4, 9, 12, 35, 18, 10, 22, 24, 1, 6, 8, 13, 16, 19)
x <- c(67, 28, 30, 28, 52, 40, 25, 37, 44, 10, 14, 20, 28, 40, 51)
ci.spear(.05, y, x)

# Should return:
# Estimate      SE     LL     UL
#     0.87 0.08241 0.5841 0.9638
 

statpsych documentation built on Jan. 13, 2026, 1:07 a.m.