
CORRELATION MATRIXName:
Alternatively, you can compute the CDF or the pvalue for the correlation coefficient (i.e., to see if the correlation coefficient is significantly different than zero). To see the formulas for the correlation coefficient and the CDF and pvalues, enter
<SUBSET/EXCEPT/FOR qualification> where <mat1> is a matrix for which the correlations are to be computed; <mat2> is a matrix where the resulting correlations are saved; and where the <SUBSET/EXCEPT/FOR qualification> is optional and rarely used in this context.
<SUBSET/EXCEPT/FOR qualification> where <mat1> is a matrix for which the correlation CDF's are to be computed; <mat2> is a matrix where the resulting correlation CDF's are saved; and where the <SUBSET/EXCEPT/FOR qualification> is optional and rarely used in this context. This syntax computes the CDF of the correlation coefficient.
<SUBSET/EXCEPT/FOR qualification> where <mat1> is a matrix for which the correlation pvalue's are to be computed; <mat2> is a matrix where the resulting correlation pvalues's are saved; and where the <SUBSET/EXCEPT/FOR qualification> is optional and rarely used in this context. This syntax computes the pvalue of the correlation coefficient.
To specify a correlation matrix based on rows rather than columns, enter the command
To reset column based correlations, enter
To see the definitions for these, enter
SET CORRELATION PERCENTAGE VALUE <ON/OFF> SET CORRELATION DIGITS <VALUE> These commands are typically used when plotting the correlation values. Specifically, the first command allows you to specify the absolute value of the correlation (useful when you are trying to identify significant correlation regardless of whether it is a positive or a negative correlation). The second command specifies the correlation as a percentage value (e.g., a correlation of 0.91 would be given as 91.0). The third command specifies how many digits to store for the correlation.
2002/07: Support for Winsorized correlation, rank correlation, and biweight midcorrelation 2004/11: Support for Kendell tau correlation and for row based correlations 2012/06: Added support for cdf and pvalues 2016/09: Added SET CORRELATION ABSOLUTE VALUE 2016/09: Added SET CORRELATION PERCENTAGE VALUE 2016/09: Added SET CORRELATION DIGITS . This data is from page 202 of . . Peavy, Bremer, Varner, Hogben (1986), "OMNITAB 80: . An Interpretive System for Statistical and Numerical . Data Analysis," NBS Special Publication 701. . . Original source of the data is from . Draper and Smith (1981), "Applied Regression Analysis", . Wiley, p. 373. . dimension 40 columns . read matrix m 42.2 11.2 31.9 167.1 48.6 10.6 13.2 174.4 42.6 10.6 28.7 160.8 39.0 10.4 26.1 162.0 34.7 9.3 30.1 140.8 44.5 10.8 8.5 174.6 39.1 10.7 24.3 163.7 40.1 10.0 18.6 174.5 45.9 12.0 20.4 185.7 end of data . set write decimals 4 let corr = correlation matrix m print corrThe following output is generated. MATRIX CORR  4 ROWS  4 COLUMNS VARIABLESCORR1 CORR2 CORR3 CORR4 1.0000 0.6837 0.6160 0.8018 0.6837 1.0000 0.1725 0.7680 0.6160 0.1725 1.0000 0.6287 0.8018 0.7680 0.6287 1.0000  
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Date created: 01/23/2013 