[R] pearson correlation significant level

[Don McKenzie]

Just stating the obvious that Peter left unsaid:  The OP calculated a  
matrix, whose diagonal is the correlations between each variable and  
itself, with the off-diagonal entries being the ones of interest.

On 17-May-13, at 11:06 AM, Peter Ehlers wrote:

> On 2013-05-17 08:37, Jose Iparraguirre wrote:
>> Dear Elaine,
>>
>> One of the elements you obtain the P matrix, which is the matrix  
>> of  asymptotic p-values. In your case, you get that the asymptotic  
>> p-value of the association between t_i and t_r is 0. That is,  
>> there would exist a perfect association (look also at the first  
>> result, the matrix of correlations: the correlation coefficient  
>> between these variables is 1).
>> Hope this helps,
>> José
>>
>
> Actually, the coefficient is -0.89.
> Not surprisingly, with n = 4873, this indicates a significant
> correlation.
> For details of the t-test involved in the calculation, see any
> intro stats text or look at the code of cor.test.default().
>
> Peter Ehlers
>
>>
>> Prof. José Iparraguirre
>> Chief Economist
>> Age UK
>>
>> -----Original Message-----
>> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r- 
>> project.org] On Behalf Of Elaine Kuo
>> Sent: 17 May 2013 10:40
>> To: r-help at r-project.org
>> Subject: [R] pearson correlation significant level
>>
>> Hello
>>
>> I am using package Hmisc to calculate the pearson correlation and  
>> the significant level for the matrix of t_i and t_r. (temperature  
>> minimum and temperature range)
>>
>> However, I have difficulty interpreting the result, even after  
>> checking the manual.
>> Please kindly help to indicate if the p-value is zero.
>> Thank you in advance.
>> Elaine
>>
>> The code
>>> library(Hmisc)
>>> rcorr(as.matrix(datat), type="pearson") # type can be pearson or
>>> spearman
>>
>>
>> The result is
>>       t_i   t_r
>> t_i  1.00 -0.89
>> t_r -0.89  1.00
>>
>> n= 4873
>>
>>
>> P
>>      t_i t_r
>> t_i      0
>> t_r  0
>>>
>>>
>>
>> 	[[alternative HTML version deleted]]
>>
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>
> ______________________________________________
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> https://stat.ethz.ch/mailman/listinfo/r-help
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Don McKenzie, Research Ecologist
Pacific Wildland Fire Sciences Lab
US Forest Service
phone: 206-732-7824

Affiliate Professor
School of Environmental and Forest Sciences
University of Washington