Converts Fisher's Z back into the scale of a correlation coefficient (r). Fisher's Z is the variance-stabilizing transformation of a correlation; many authors call it the z-prime transform and write the transformed value as z'. The capital Z is meaningful: Fisher's Z is not a z-score (it is not a standardized variate, that is, an observation centered and divided by a standard deviation). This function applies the inverse transform \(r = \mathrm{tanh}(Z)\) to return to the scale of a correlation coefficient.
convert_Z_r(Z)A 1-row data.frame with columns term and
value. The term is "r_from_Z" and value
is the correlation coefficient corresponding to the supplied Fisher's Z. The inverse direction is
convert_r_Z.
Fisher's Z (the variance-stabilizing transform of a correlation, which many authors call z')
Ken Kelley [email protected]
This function is typically used in the context of forming a confidence interval for a population correlation coefficient. Note that, in that situation, the two variables are assumed to follow a bivariate normal distribution (e.g., Hays, 1994).
Kelley, K. (2007). Confidence intervals for standardized effect sizes: Theory, application, and implementation. Journal of Statistical Software, 20(8), 1--24. tools:::Rd_expr_doi("10.18637/jss.v020.i08")
Hays, W. L. (1994). Statistics (5th ed.). Fort Worth, TX: Harcourt Brace College Publishers.
convert_r_Z, ci_r
Other parameterization conversions:
convert_F_chisq(),
convert_R2,
convert_cor_cov(),
convert_d_or(),
convert_d_r(),
convert_r_Z(),
convert_t_smd,
convert_z_normal()
# From Hays (1994, pp. 649--650)
convert_Z_r(0.3654438)
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