How accurate is the Pearson r-from-Z approximation? A Monte Carlo simulation study

J Gen Psychol. 2012 Apr-Jun;139(2):68-77. doi: 10.1080/00221309.2012.661376.

Abstract

The Pearson r-from-Z approximation estimates the sample correlation (as an effect size measure) from the ratio of two quantities: the standard normal deviate equivalent (Z-score) corresponding to a one-tailed p-value divided by the square root of the total (pooled) sample size. The formula has utility in meta-analytic work when reports of research contain minimal statistical information. Although simple to implement, the accuracy of the Pearson r-from-Z approximation has not been empirically evaluated. To address this omission, we performed a series of Monte Carlo simulations. Results indicated that in some cases the formula did accurately estimate the sample correlation. However, when sample size was very small (N = 10) and effect sizes were small to small-moderate (ds of 0.1 and 0.3), the Pearson r-from-Z approximation was very inaccurate. Detailed figures that provide guidance as to when the Pearson r-from-Z formula will likely yield valid inferences are presented.

Keywords: Monte Carlo simulation; Pearson r-from-Z; correlation; effect size; meta-analysis.

MeSH terms

  • Data Interpretation, Statistical*
  • Humans
  • Meta-Analysis as Topic
  • Monte Carlo Method
  • Psychology, Experimental / methods
  • Sample Size
  • Statistical Distributions
  • Statistics as Topic