On Sat, 3 Mar 2001, Arenson, Ethan wrote:
> Would someone please remind me the formula for Fisher's
> z-transformation of correlation coefficients?
Z = 0.5 log[(1 + r)/(1 - r)] (using the natural logarithm).
Its standard error is 1/sqrt(n - 3) ("sqrt" = "square root of").
To convert back: r = (exp(2Z) - 1)/(exp(2Z) + 1)
("exp(2Z)" is the natural antilogarithm of 2Z, aka e to the power 2Z).
Equivalently, Z = tanh(r) and r = inverse tanh(Z)
("tanh" = hyperbolic tangent).
-- Don.
----------------------------------------------------------------------
Donald F. Burrill [EMAIL PROTECTED]
348 Hyde Hall, Plymouth State College, [EMAIL PROTECTED]
MSC #29, Plymouth, NH 03264 (603) 535-2597
Department of Mathematics, Boston University [EMAIL PROTECTED]
111 Cummington Street, room 261, Boston, MA 02215 (617) 353-5288
184 Nashua Road, Bedford, NH 03110 (603) 471-7128
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