[R] Effective degrees of freedom

Mario A. Pardo biomario at gmail.com
Tue Nov 13 22:23:22 CET 2012


Greetings,

I am performing a simple Pearson's correlation test. Length of both 
vectors is 40, therefore the resulting df is 38. Nevertheless, a 
colleague is asking me for the "effective degrees of freedom". As far as 
I understand, those degrees of freedom have to be estimated for more 
complex regressions, but I was not able to find detailed information 
about it. Does any one of you know if I have to estimate those effective 
degrees of freedom for a simple Pearson correlation test?

Thank you very much in advance,

-- 
-mario



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