Hi Jeremy, I don't know about references, but this around. See for example: http://afni.nimh.nih.gov/sscc/gangc/tr.html
the relevant line in cor.test is: STATISTIC <- c(t = sqrt(df) * r/sqrt(1 - r^2)) You can convert *t*s to *r*s and vice versa. Best, Josh On Fri, Oct 17, 2014 at 10:32 AM, Jeremy Miles <jeremy.mi...@gmail.com> wrote: > I'm trying to understand how cor.test() is calculating the p-value of > a correlation. It gives a p-value based on t, but every text I've ever > seen gives the calculation based on z. > > For example: > > data(cars) > > with(cars[1:10, ], cor.test(speed, dist)) > > Pearson's product-moment correlation > > data: speed and dist > t = 2.3893, df = 8, p-value = 0.04391 > alternative hypothesis: true correlation is not equal to 0 > 95 percent confidence interval: > 0.02641348 0.90658582 > sample estimates: > cor > 0.6453079 > > But when I use the regular formula: > > r <- cor(cars[1:10, ])[1, 2] > > r.z <- fisherz(r) > > se <- se <- 1/sqrt(10 - 3) > > z <- r.z / se > > (1 - pnorm(z))*2 > [1] 0.04237039 > > My p-value is different. The help file for cor.test doesn't (seem to) > have any reference to this, and I can see in the source code that it > is doing something different. I'm just not sure what. > > Thanks, > > Jeremy > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Joshua F. Wiley Ph.D. Student, UCLA Department of Psychology http://joshuawiley.com/ Senior Analyst, Elkhart Group Ltd. http://elkhartgroup.com Office: 260.673.5518 [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.