How to calculate confidence intervals of correlations with R
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This post sets out how to calculate confidence intervals for correlations using R. Because I often get this question from people unfamiliar with R, it assumes no prior knowledge of R.
Formulas
- Online Statsbookhas formulas for calculating the confidence interval of a correlation coefficient.
R
Download and Install R (R Home Page; Windows Installation)
Start R and run the following commands, updating the
CIrcommand as required:
install.packages("psychometric") # install package with function
library(psychometric) # load package with function
# The following command calculates lower and upper
# 95% confidence intervals (level)
# assuming sample size (n) is 100
# and the obtained correlation (r) is 0.90
CIr(r=.9, n = 100, level = .95)
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