FAQ/corrdf - CBU statistics Wiki
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How many degrees of freedom are associated with a test of whether a zero-order or multiple correlation equals zero?

The test of whether a single (zero-order Pearson) correlation equals zero is equivalent to a test that the standardised regression estimate equals zero. This, therefore, may be expressed as a t-test which, for a sample size of N, has N-2 degrees of freedom.

For testing the correlation between a single variable and more than one predictor we use the R-squared criterion which is produced in a linear regression. The test of whether R-squared is non-zero has a F distribution with p, N-p-1 degrees of freedom, for p predictors.

None: FAQ/corrdf (last edited 2013-03-08 10:17:16 by localhost)