Sample size for a weak correlation to be significant
Question
You have data pairs with both and centred to mean zero, and you regress on through the origin, . The sample correlation is . What is the smallest for which the one-sided test of against is significant at the level? Use and as the th and th percentiles.
Short answer
. For a no-intercept fit on centred data with residual degrees of freedom, the slope statistic simplifies to . With this is , which first exceeds when .
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Open the worked solutionLessons behind this question
- Simple Linear Regression: OLS Estimators and Geometry
- Conditional Probability, Total Probability, and Bayes' Rule
- Worked Examples — Probability Trees, Monty Hall, and Bayesian Updating
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