Derivation of the Fisher-z independence test

[verae98]

Hi, I would like to understand where the derivation of the Fisher-z test comes from. I have tried to derive it from Wikipedia (https://en.wikipedia.org/wiki/Partial_correlation), since that source is the most elaborating. I think I understand everything, but I am not very sure about why the inverse of the matrix is used. Is there any documentation available to read into?

Kind regards,
Vera

[Haoyue Dai]

Hi Vera! This might help: https://en.wikipedia.org/wiki/Partial_correlation#Using_matrix_inversion