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Suppose we have two variables, X and Y we wish to correlate. To obtain the 95% Confidence Interval for their correlation firstly standardise the two variables by subtracting their mean and dividing by their standard deviation. This can also be done using CROSSTABS in the EXPLORE menu. Weaver and Koopman (2014) use SPSS macros [[https://sites.google.com/a/lakeheadu.ca/bweaver/Home/statistics/spss/my-spss-page/rhoci | here]] to obtain a 95% confidence interval for each element of a matrix of Pearson correlations showing associations between variables.
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Perform a linear regression using one of the standardised variables as the predictor of the other after selecting 95% confidence intervals for the regression estimate in the window obtained by clicking on the statistics button in the regression window. This method is also suggested by Howell, (2002) and has advantages over using 95% confidence intervals based upon regression coefficients of standardised variables in giving asymmetric intervals which are contained within the range [-1,1] and is, therefore, to be preferred.
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There is also an A 95% confidence interval using the backtransformed Fisher transformation for a single Pearson correlation may also be computed using this
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__References__

Howell DC (2002) Statistical Methods for Psychologists. Fifth Edition. Wadsworth:Pacific Grove, CA.

Weaver B and Koopman R (2014) An SPSS Macro to Compute Confidence Intervals for Pearson’s Correlation. To appear in

How do I obtain 95% Confidence Intervals for a (Pearson) correlation in SPSS?

Weaver and Koopman (2014) use SPSS macros here to obtain a 95% confidence interval for each element of a matrix of Pearson correlations showing associations between variables.

This method is also suggested by Howell, (2002) and has advantages over using 95% confidence intervals based upon regression coefficients of standardised variables in giving asymmetric intervals which are contained within the range [-1,1] and is, therefore, to be preferred.

A 95% confidence interval using the backtransformed Fisher transformation for a single Pearson correlation may also be computed using this on-line calculator.

References

Howell DC (2002) Statistical Methods for Psychologists. Fifth Edition. Wadsworth:Pacific Grove, CA.

Weaver B and Koopman R (2014) An SPSS Macro to Compute Confidence Intervals for Pearson’s Correlation. To appear in

None: FAQ/corrsCi (last edited 2019-11-19 11:55:48 by PeterWatson)