Multivariate Analyses |
The P-Values of the Correlations table contains the p-value of each correlation under the null hypothesis that the correlation is 0, assuming independent and identically distributed (unless weights are specified) observations from a bivariate distribution with at least one variable normally distributed. This table is shown in Figure 40.14. Each p-value in this table can be used to assess the significance of the corresponding correlation coefficient.
The p-value of a correlation r is obtained by treating the statistic
With partial variables, the p-value of a correlation is obtained by treating the statistic
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