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?
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.