Confidence interval for a correlation coefficient

This macro calculates a confidence bound or interval for a correlation coefficient.

Download the Macro

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Required Inputs

  • Two columns of numerical data with the same number of observations in each

Optional Inputs

Use to calculate only a lower (enter 1) or upper (enter 2) confidence bound.
The default confidence interval is 95%, but you can modify the default by using the subcommand CONF followed by the interval you want to use (1-99).

Running the Macro

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, choose Edit > Command Line Editor and type:

CONF 90;

Click Submit Commands.

More Information

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.

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