FAQ/corrsCi - CBU statistics Wiki

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How do I obtain 95% Confidence Intervals for a (Pearson) correlation in SPSS?

Weaver and Koopman (2014) use SPSS macros here to obtain a 95% confidence interval for each element of a matrix of Pearson correlations showing associations between variables.

This method is also suggested by Howell, (2002) and has advantages over using 95% confidence intervals based upon regression coefficients of standardised variables in giving asymmetric intervals which are contained within the range [-1,1] and is, therefore, to be preferred.

A 95% confidence interval using the backtransformed Fisher transformation for a single Pearson correlation may also be computed using this on-line calculator.

References

Howell DC (2002) Statistical Methods for Psychologists. Fifth Edition. Wadsworth:Pacific Grove, CA.

Weaver B and Koopman R (2014) An SPSS Macro to Compute Confidence Intervals for Pearson’s Correlation. To appear in