T-Statistic (T-Score) for Correlation Coefficient: Definition and Calculation
The t-statistic, also known as the t-score, for the correlation coefficient is a measure of how statistically significant the correlation coefficient is. It's calculated by dividing the correlation coefficient by its standard error.
The formula for calculating the t-statistic for a correlation coefficient is:
t = r * √((n-2)/(1-r^2))
where:
- t is the t-statistic
- r is the correlation coefficient
- n is the number of observations
The t-statistic is used to determine whether the correlation coefficient is significantly different from zero. If the absolute value of the t-statistic is greater than the critical value for a given level of significance, the correlation coefficient is considered statistically significant.
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