Saturday, July 26, 2008

Correlation Matrix

Pearson Correlation Coefficients / Significance / Number of Observations


The correlation matrix computes the correlation coefficients of the columns of a matrix. That is, row i and column j of the correlation matrix is the correlation between column i and column j of the original matrix. The diagonal elements of the correlation matrix will be 1 since they are the correlation of a column with itself. The correlation matrix is also symmetric since the correlation of column i with column j is the same as the correlation of column j with column i.

http://www.kltprc.net/policynotes/Gifs/Tab_005A_4.gif

2 comments:

Anonymous said...

First of all, thanks for putting together the code for Likert-scale correlation matrix; it has helped me a lot.pearson correlation

Anonymous said...

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