[R] correlation given p value and sample size

[peter dalgaard]

There's a simple relation 

t = r / sqrt(1 - r^2) * sqrt(n - 2)
r = t / sqrt(n - 2 + t^2)

where t has a t distribution on n-2 df. Insert t = +-qt(p/2, n-2).

-pd


On 16 Jun 2014, at 11:23 , Witold E Wolski <wewolski at gmail.com> wrote:

> Hi,
> 
> 
> Looking for and function which produces the minimum r (pearson
> correlation) so that H0 (r=0) can be rejected, given sample size and
> p-value?
> 
> 
> Witold
> 
> -- 
> Witold Eryk Wolski
> 
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-- 
Peter Dalgaard, Professor
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com