Hello, I have I problem and I hope someone can help me. I have a data set with 66 variables and 30 values for each variable. I need to calculate the Pearson correlation and the p-values among variables. I have the “large p, small n” problem so I used a shrinkage process to obtain the r values. My problem is that I can’t calculate the p-values because the degree of freedom of the t-student distribution is: df=30-66-1, It is negative and the t-student distribution is not defined for negative degrees of freedom. Is there some way to calculate the p-value in the “large p, small n” problem?
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