Speaking Stata: Correlation with conﬁdence, or Fisher's z revisited
Ronald 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.
Volume (Year): 8 (2008)
Issue (Month): 3 (September)
|Contact details of provider:|| Web page: http://www.stata-journal.com/|
|Order Information:||Web: http://www.stata-journal.com/subscription.html|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Philip Ryan, 2004. "Stata tip 4: Using display as an online calculator," Stata Journal, StataCorp LP, vol. 4(1), pages 1-93, March.
- Nicholas J. Cox, 2004. "Stata tip 15: Function graphs on the fly," Stata Journal, StataCorp LP, vol. 4(4), pages 488-489, December.
When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:8:y:2008:i:3:p:413-439. See general information about how to correct material in RePEc.
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.