相关系数的检验,R提供了cor.test 这个函数,但是由于我基础知识不过关,
看不大懂这个输出的结果。
如:
cor.test(x,y,conf.level=0.99)
Pearson's product-moment correlation
data: x and y
t = 9.5161, df = 98, p-value = 1.332e-15
alternative hypothesis: true correlation is not equal to 0
99 percent confidence interval:
0.5314640 0.8059121
sample estimates:
cor
0.6930074
和 下面这个:
Pearson's product-moment correlation
data: x and y
t = 0.7409, df = 98, p-value = 0.4605
alternative hypothesis: true correlation is not equal to 0
99 percent confidence interval:
-0.1846201 0.3241792
sample estimates:
cor
0.07463517
这两个结果,如何看相关系数是否通过了置信度99%的检验呢?
拜谢!