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170-31: Computation of Correlation Coefficient and Its ...

1 Paper 170-31 Computation of Correlation Coefficient and Its Confidence Interval in SAS David Shen, WCI, Inc. Zaizai Lu, AstraZeneca Pharmaceuticals ABSTRACT Correlation measures the association between variables. However, the Correlation Coefficient is not normally distributed and its variance is not constant. This paper presents the principle of Fisher transformation to normalize the distribution and stabilize the variance, and its application in Computation of confidence interval. The calculation is implemented with SAS codes in both and versions. Keywords: Correlation Coefficient , Fisher Transformation, Confidence Interval 1.

2 The correlation coefficient can be computed with PROC CORR procedure in SAS. Probability values for the Pearson correlation are computed by treating

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  Correlations, Pearson, Computation, Coefficients, Computation of correlation coefficient, Pearson correlation

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