I have several Pearson correlation coefficients with their corresponding p-values. But I need an Average Correlation Coefficient. To calculate it, I've used the Fisher z transformation mentioned here and here. But, probably due to my lack of knowledge, I didn't find a way to compute a p-value for this average correlation coefficient. Can you help me with this?

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    $\begingroup$ What do you mean by an average correlation coefficient? Is this the mean of several correlations? $\endgroup$ Apr 12 '13 at 14:44
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    $\begingroup$ Perhaps the answers at stats.stackexchange.com/questions/8019/… will be helpful. $\endgroup$
    – whuber
    Apr 12 '13 at 17:32

You might just want to calculate the confidence interval.

Zr has a nearly normal distribution with variance

sz² = 1 / n - 3.

Using these statistics we can construct a level C confidence interval for the population value

Zr +/- z* / Square Root(n - 3)

where z* is the critical value from the normal distribution such that the area between -z* and z* is equal to C.


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