Speaking Stata: Correlation with conﬁdence, or Fisher's z revisited
AbstractRonald Aylmer Fisher suggested transforming correlations by using the inverse hyperbolic tangent, or atanh function, a device often called Fisher's z transformation. This article reviews that function and its inverse, the hyperbolic tangent, or tanh function, with discussions of their deﬁnitions and behavior, their use in statistical inference with correlations, and how to apply them in Stata. Examples show the use of Stata and Mata in calculator style. New commands corrci and corrcii are also presented for correlation conﬁdence intervals. The results of using bootstrapping to produce conﬁdence intervals for correlations are also compared. Various historical comments are sprinkled throughout.
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Bibliographic InfoArticle provided by StataCorp LP in its journal Stata Journal.
Volume (Year): 8 (2008)
Issue (Month): 3 (September)
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Web page: http://www.stata-journal.com/
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