# Finding critical values for the Pearson correlation coefficient

I'd like to use R to find the critical values for the Pearson correlation coefficient.

This has proved difficult to find in search engines since the standard variable for the Pearson correlation coefficient is itself *r*. In turn, I'm finding a lot of *r* critical value tables (rather than how to find this by using the statistical package R).

I'm looking for a function that will provide output like the following:

I'm comfortable finding the correlation with:

```
cor(x,y)
```

However, I'd also like to find the critical values.

Is there a function I can use to enter *n* (or degrees of freedom) as well as alpha in order to find the critical value?

## Answers:

The general structure of hypothesis testing is kind of a mish-mash of two systems: Fisherian and Neyman-Pearson. Statisticians understand the differences but rarely does this get clearly presented in undergraduate stats classes. R was designed by and intended for statisticians as a toolbox, so they constructed a function named `cor.test`

that will deliver a p-value (part of the Fisherian tradition) as well as a confidence interval for "r" (derived on the basis of the Neyman-Pearson formalism.) Fisher and Neyman had bitter disputes in their lifetime. The "critical value" terminology is part of the N-P testing strategy. It is equivalent to building a confidence interval and finding the particular statistic that reaches exactly a threshold value of 0.05 significance.

The code for constructing the inferential statistics in `cor.test`

is available with:

```
methods(cor.test)
getAnywhere(cor.test.default)
# scroll down
method <- "Pearson's product-moment correlation"
#-----partial code----
r <- cor(x, y)
df <- n - 2L
ESTIMATE <- c(cor = r)
PARAMETER <- c(df = df)
STATISTIC <- c(t = sqrt(df) * r/sqrt(1 - r^2))
p <- pt(STATISTIC, df)
# ---- omitted some set up and error checking ----
# this is the confidence interval section------
z <- atanh(r)
sigma <- 1/sqrt(n - 3)
cint <- switch(alternative, less = c(-Inf, z + sigma *
qnorm(conf.level)), greater = c(z - sigma * qnorm(conf.level),
Inf), two.sided = z + c(-1, 1) * sigma * qnorm((1 +
conf.level)/2))
cint <- tanh(cint)
```

So now you know how R does it. Notice that there is no "critical value" mentioned. I suspect that your hope was to find some table where a tabulation of "r" and "df" was laid out displaying the minimum "r" that would reach a significance of 0.05 for a given 'df'. Such a table could be built but that's not how this particular toolbox is constructed. You should now have the tools to build it yourself.