Calculating statistical significance of correlations in multivariate models
Posted: Mon Jan 10, 2022 12:37 pm
Hello,
I am running a multivariate multilevel model with 2 outcomes. I am interested in checking if the correlations between the residual outcomes are significant. As per your example, I have used the following code to calculate the correlation at Level 2:
display [RP2]cov(cons_1\cons_2)/sqrt([RP2]var(cons_1)*[RP2]var(cons_2)
Can you advise on the code or command I can use to check if the correlation is statistically significant?
Many thanks,
Valerie
I am running a multivariate multilevel model with 2 outcomes. I am interested in checking if the correlations between the residual outcomes are significant. As per your example, I have used the following code to calculate the correlation at Level 2:
display [RP2]cov(cons_1\cons_2)/sqrt([RP2]var(cons_1)*[RP2]var(cons_2)
Can you advise on the code or command I can use to check if the correlation is statistically significant?
Many thanks,
Valerie