Confidence intervals for Pearson correlation
Approximate confidence intervals for an observed Pearson r correlation, given the value of r and the sample size n.
For example: for an observed correlation of 0.657 and a sample size of 15, the 95% confidence interval ranges from 0.22 to 0.87.|
Note: Confidence intervals are based on Fisher’s r to z transformation. References:
Olkin I, Finn JD. Correlations Redux. Psychol Bull. 1995;118(1):155–64.
Cohen J, Cohen P, West SG, Aiken LS. Applied multiple regression/correlation analysis for the behavioral sciences. Third edition. Mahwah, NJ: Lawrence Erlbaum Associates; 2003.