There's a simple relation t = r / sqrt(1 - r^2) * sqrt(n - 2) r = t / sqrt(n - 2 + t^2)
where t has a t distribution on n-2 df. Insert t = +-qt(p/2, n-2). -pd On 16 Jun 2014, at 11:23 , Witold E Wolski <[email protected]> wrote: > Hi, > > > Looking for and function which produces the minimum r (pearson > correlation) so that H0 (r=0) can be rejected, given sample size and > p-value? > > > Witold > > -- > Witold Eryk Wolski > > ______________________________________________ > [email protected] 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. -- Peter Dalgaard, Professor Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: [email protected] Priv: [email protected] ______________________________________________ [email protected] 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.
