FisherZ: Fisher-Transformation for Correlation to z-Score

In AndriSignorell/DescTools: Tools for Descriptive Statistics

Fisher-Transformation for Correlation to z-Score

Description

Convert a correlation to a z score or z to r using the Fisher transformation or find the confidence intervals for a specified correlation.

Usage

FisherZ(rho)
FisherZInv(z)
CorCI(rho, n, conf.level = 0.95, alternative = c("two.sided", "less", "greater"))

Arguments

rho	the Pearson's correlation coefficient
z	a Fisher z transformed value
n	sample size used for calculating the confidence intervals
alternative	is a character string, one of "greater", "less", or "two.sided", or the initial letter of each, indicating the specification of the alternative hypothesis. "greater" corresponds to positive association, "less" to negative association.
conf.level	confidence level for the returned confidence interval, restricted to lie between zero and one.

Details

The sampling distribution of Pearson's r is not normally distributed. Fisher developed a transformation now called "Fisher's z-transformation" that converts Pearson's r to the normally distributed variable z. The formula for the transformation is:

z_r = tanh^{-1}(r) = \frac{1}{2}log\left ( \frac{1+r}{1-r}\right )

Value

z value corresponding to r (in FisherZ)
r corresponding to z (in FisherZInv)
rho, lower and upper confidence intervals (CorCI)

Author(s)

William Revelle <[e-mail]>,
slight modifications Andri Signorell <[e-mail]> based on R-Core code

See Also

cor.test

Examples

cors <- seq(-.9, .9, .1)

zs <- FisherZ(cors)
rs <- FisherZInv(zs)
round(zs, 2)
n <- 30
r <- seq(0, .9, .1)
rc <- t(sapply(r, CorCI, n=n))
t <- r * sqrt(n-2) / sqrt(1-r^2)
p <- (1 - pt(t, n-2)) / 2

r.rc <- data.frame(r=r, z=FisherZ(r), lower=rc[,2], upper=rc[,3], t=t, p=p)

round(r.rc,2)

AndriSignorell/DescTools documentation built on Nov. 11, 2024, 12:11 p.m.