
CORRELATION ABSOLUTE VALUEName:
\( S_{yy} = \sum_{i=1}^{N}{(Y_{i}\bar{Y})^2} \) \( S_{xy} = \sum_{i=1}^{N}{(X_{i}\bar{X}) (Y_{i}  \bar{Y})} \) \( r = \frac{S_{xy}}{S_{xx}S_{yy}} \) A perfect linear relationship yields a correlation coefficient of +1 (or 1 for a negative relationship) and no linear relationship yields a correlation coefficient of 0. This command takes the absolute value of the correlation coefficient. That is, we are interested in the magnitude of the correlation without without regard to direction. For example, if we are screening a large number of pairwise correlations, we may want to identify correlations that exceed a threshold without taking into account the direction of the relationship.
<SUBSET/EXCEPT/FOR qualification> where <y1> is the first response variable; <y2> is the second response variable; <par> is a parameter where the computed correlation is stored; and where the <SUBSET/EXCEPT/FOR qualification> is optional.
LET A = CORRELATION ABSOLUTE VALUE Y1 Y2 SUBSET TAG > 2
This statistic is most commonly used when displaying a large number of correlations (e.g., the STATISTIC PLOT, CROSS TABULATE or FLUCTUATION PLOT) where we want to identify the "large" correlations without distinguishing between positive or negative relationships.
SKIP 25 READ IRIS.DAT Y1 Y2 Y3 Y4 TAG . TITLE CASE ASIS TITLE OFFSET 2 LABEL CASE ASIS TIC MARK OFFSET UNITS DATA Y1LABEL Correlation YLIMITS 0 1 MAJOR YTIC MARK NUMBER 6 MINOR YTIC MARK NUMBER 1 Y1TIC MARK LABEL DECIMAL 1 Y1LABEL DISPLACEMENT 20 X1LABEL Species XLIMITS 1 3 MAJOR XTIC MARK NUMBER 3 MINOR XTIC MARK NUMBER 0 XTIC MARK OFFSET 0.3 0.3 X1LABEL DISPLACEMENT 14 CHARACTER X BLANK LINES BLANK SOLID . MULTIPLOT CORNER COORDINATES 5 5 95 95 MULTIPLOT SCALE FACTOR 2 MULTIPLOT 2 3 . TITLE Sepal Length vs Sepal Width CORRELATION ABSOLUTE VALUE PLOT Y1 Y2 TAG . TITLE Sepal Length vs Petal Length CORRELATION ABSOLUTE VALUE PLOT Y1 Y3 TAG . TITLE Sepal Length vs Petal Width CORRELATION ABSOLUTE VALUE PLOT Y1 Y4 TAG . TITLE Sepal Width vs Petal Length CORRELATION ABSOLUTE VALUE PLOT Y2 Y3 TAG . TITLE Sepal Width vs Petal Width CORRELATION ABSOLUTE VALUE PLOT Y2 Y4 TAG . TITLE Petal Length vs Petal Width CORRELATION ABSOLUTE VALUE PLOT Y3 Y4 TAG . END OF MULTIPLOT  
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Date created: 08/24/2011 