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.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by StataCorp LP in its journal Stata Journal.
Volume (Year): 8 (2008)
Issue (Month): 3 (September)
Contact details of provider:
Web page: http://www.stata-journal.com/
You can help add them by filling out this form.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum) or (Lisa Gilmore).
If references are entirely missing, you can add them using this form.