[Statistica] help!


Is it possible to display significance levels (Kendall Tau) in the output matrix? At the moment it is only the Correlation Coefficient, the number of observations would be handy to...

Thanks :tup:


New Member
Well, there is not an option for this, however, the computation of the p-value is based upon a normal approximation and is easy to compute by hand.

The computation could be done as follows:
Z = T / sqrt(Var),
where T = Kendall Tau correlation and
Var = 2*(2*N+5)/(9*N*(N-1)), and
N = Number of observations,

the two tailed approximate p-value is then 2 * NormalCDF(-|Z|).

The formula in STATISTICA for NormalCDF(x) is INormal(x,mean,sd). Here use INormal(-Abs(z), 0, 1).