Speaking Stata: Correlation with confidence, or Fisher's z revisited

dc.creatorCox, Nicholas J.
dc.date2017-04-01T19:57:47Z
dc.date.accessioned2026-07-09T06:01:13Z
dc.descriptionRonald 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.
dc.identifierOther:pr0041
dc.identifierdoi:10.22004/ag.econ.122603
dc.identifierhttps://ageconsearch.umn.edu/record/122603/files/sjart_pr0041.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/122603
dc.identifier.urihttp://hdl.handle.net/123456789/571308
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/122603
dc.titleSpeaking Stata: Correlation with confidence, or Fisher's z revisited
dc.typeText

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