R help - Aug 2009 - standard error associated with correlation coefficient

I want the standard error associated with a correlation.  I can calculate
using cor & var, but am wondering if there are libraries that already
provide this function.

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Here are some options for confidence intervals.
#by hand

sample_r <- .5
n_sample <- 100
df <- n_sample-1
fisher_z <- 0.5*(log(1+sample_r)-log(1-sample_r))
se_z <- 1/sqrt(n_sample-3)
t_crit <- qt(.975,df ,lower.tail=TRUE)
z_lci <- fisher_z - (t_crit * se_z)
z_uci <- fisher_z + (t_crit * se_z)

(r_lci <- tanh(z_lci))
(r_uci <- tanh(z_uci))
# Compare to the CIr function in psychometric library
#that uses standard normal instead of t

library(psychometric)
CIr(sample_r,n_sample)


And see

http://www.stat.umn.edu/geyer/5601/examp/bse.html

for bootstrap options.

On Thu, Aug 27, 2009 at 3:03 PM, Donald Braman <dbraman@law.gwu.edu>
wrote:
> I want the standard error associated with a correlation.  I can calculate
> using cor & var, but am wondering if there are libraries that already
> provide this function.
>
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>
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> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
>
http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html>
> and provide commented, minimal, self-contained, reproducible code.
>
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