## P-Values of the Correlations

The **P-Values of the Correlations** table contains the
*p*-value of each correlation under the null hypothesis
that the correlation is 0, assuming independent and
identically distributed (unless weights are specified)
observations from a bivariate distribution with
at least one variable normally distributed.
This table is shown in Figure 40.14.
Each *p*-value in this table can be used to assess the
significance of the corresponding correlation coefficient.
The *p*-value of
a correlation *r* is obtained by treating the statistic

as having a Student's *t* distribution
with *n*-2 degrees of freedom.
The *p*-value of the correlation *r*
is the probability of obtaining a Student's
*t* statistic greater in absolute value than
the absolute value of the observed statistic *t*.
With partial variables, the *p*-value of
a correlation is obtained by treating the statistic

as having a Student's *t* distribution
with *n*- *n*_{p}-2 degrees of freedom.

Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.