How to convert t-statistic to correlation coefficient or the other way around?
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In a linear regression model, the conversion between t-statistic and partial R2 can be obtained through
R2 = t2 / (t2 + DF),
where DF is number of the degrees of freedom for the t-statistic. Taking the square root of R2, and assigning the sign of t, one gets the correlation coefficient:
3dcalc -a T-stat -expr '(ispositive(a)-isnegative(a))*sqrt(a*a/(a*a+DF))' -prefix corr
The other direction is similar:
t2 = DF*R2 / (1 - R2)
Taking the square root of t2, and assigning the sign of R, one has the t-statistic value.
(not specified)
Last modified 2016-02-01 13:23
Last modified 2016-02-01 13:23
