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6.7.4. Correlation

Sample Size and Power-Correlation

6.7.4.1. Sample Size for Correlation

The sample size is estimated using the following formula:

   Sample Size and Power-Correlation

where:

   Sample Size and Power-Correlation

·      and z is the Fisher’s z transformation of the correlation coefficient r,

·      Sample Size and Power-Correlationis the one-tailed critical value from the standard normal distribution,

·      Sample Size and Power-Correlationis the (one or) two-tailed critical value from the standard normal distribution.

The user is expected to enter:

·      Correlation Coefficient

·      Power of the test

·      Confidence Level

·      1 or 2 tailed test

and the program will output the estimated sample size.

Example

Example 19.5a on p. 388 from Zar, J. H. (2010). Select Statistics 1Sample Size and Power EstimationCorrelation and the Sample Size option. Enter the following data at the next dialogue:

Sample Size and Power Estimation: Correlation

Sample Size

Correlation Coefficient =

 0.5000

Power of the Test =

 0.9900

Confidence Level =

 0.9500

1 or 2 Tailed Test =

 2.0000

Estimated Sample Size =

 63.9136

 

6.7.4.2. Power of the Test for Correlation

Power of the test is one minus the p-value of the following Z-statistic:

   Sample Size and Power-Correlation

where:

   Sample Size and Power-Correlation

   Sample Size and Power-Correlation

   Sample Size and Power-Correlation

and Sample Size and Power-Correlationis the (one or) two-tailed critical value from t-distribution with n-2 degrees of freedom.

The user is expected to enter:

·      Sample Size

·      Correlation Coefficient

·      Confidence Level

·      1 or 2 tailed test

and the program will output the estimated Z-statistic and its p-value.

Example

Example 19.4 on p. 388 from Zar, J. H. (2010). Select Statistics 1Sample Size and Power EstimationCorrelation and the Power of the Test option. Enter the following data at the next dialogue:

Sample Size and Power Estimation: Correlation

Power of the Test

Sample Size =

 12.0000

Correlation Coefficient =

 0.8700

Confidence Level =

 0.9500

1 or 2 Tailed Test =

 2.0000

Power of the Test:

 

Z-Statistic =

 2.0300

2-Tail Probability =

 0.9788