matlab correlation and significant values

matlab, statistics

Solution

>> [R,p] = corrcoef(dat,dat2,'rows','pairwise')

R =

    1.0000   -0.3331
   -0.3331    1.0000


p =

    1.0000    0.3811
    0.3811    1.0000

The correlation is -0.3331 and the p-value is 0.3811. The latter is the probability of getting a correlation as large as -0.3331 by random chance, when the true correlation is zero. The p-value is large, so we cannot reject the null hypothesis of no correlation at any reasonable significance level.

Problem

I have a rather simple question that needs addressing in matlab. I think I understand but I need someone to clarify I'm doing this correctly: In the following example I'm trying to calculate the correlation between two vectors and the p values for the correlation. ``` dat = [1,3,45,2,5,56,75,3,3.3]; dat2 = [3,33,5,6,4,3,2,5,7]; [R,p] = corrcoef(dat,dat2,'rows','pairwise'); R2 = R(1,2).^2; pvalue = p(1,2); ``` From this I have a R2 value of 0.11 and a p value of 0.38. Does this mean that the vectors are correlated by 0.11 (i.e. 11%) and this would be expected to occur 38 % of the same, so 62 % of the time a different correlation could occur?

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