This macro calculates a confidence bound or interval for a correlation coefficient.
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Suppose you have test scores in C1 and C2. You want to obtain a 90% upper confidence bound on the correlation coefficient. To run the macro, chooseand type:
%CICORR C1 C2; CONF 90; OSIDE 2.
Click Submit Commands.
Bivariate normality is an assumption for this calculation.
M.G. Kendal and A. Stuart, The Advanced Theory of Statistics,Vol. 1, 2nd Ed, 1963, pp 390-391.