Re: significance of correlation affected by sample size?



2046 wrote:
Hi,

I have read that the sample size can affect the significance of
correlation. Can someone explain why is this so? Thanks.


The SE of r = SE(r) = SQRT[(1-r^2)/(n-2)]. The significance of r is tested with a t-test.


	t = (r-0)/SE(r)

So, as n gets larger, SE(r) gets smaller, t gets larger, and p gets smaller.

--
Bruce Weaver
bweaver@xxxxxxxxxxxx
www.angelfire.com/wv/bwhomedir
.