Forms the correlation matrix for a list of variates (R.W. Payne).
Options
PRINT = string tokens |
Printed output (correlations, test); default corr |
|---|---|
METHOD = string token |
Type of test to make (against zero) for the correlations (twosided, greater, lessthan); default twos |
WEIGHTS = variate |
Provides weights for the units of the variates; default * assumes that they all have weight one |
CORRELATIONS = symmetric matrix |
Saves the correlations |
PROBABILITIES = symmetric matrix |
Saves the test probabilities |
NOBSERVATIONS = scalars |
Saves the number of observations from which the correlations have been calculated |
Parameter
DATA = variates |
Variates for which the matrix is to be calculated |
|---|
Method
FCORRELATION forms the correlation matrix for a set of variates which should be listed by the DATA parameter. The WEIGHTS option can provide a variate of weights for the units of the variates; by default these are all assumed to have weight one.
Printed output is controlled by the PRINT option with settings:
correlations |
prints the correlation matrix; |
|---|---|
tests |
prints tests for the correlations. |
By default PRINT=correlation. The METHOD option indicates the type of test to be done, with settings:
twosided |
for a two-sided test of the null hupothesis that that the correlation is zero; |
|---|---|
greaterthan |
for a one-sided test of the null hypothesis that the correlation is not greater than zero; |
lessthan |
for a one-sided test of the null hypothesis that the correlation is not less than zero. |
Tests cannot be produced if there are fewer than two observations.
The correlation matrix can be saved using the CORRELATIONS option, the (symmetric) matrix of test probabilities can be saved using the PROBABILITIES option, and the number of observations upon which it is based can be saved using NOBSERVATIONS option.
Options: PRINT, METHOD, WEIGHTS, CORRELATIONS, PROBABILITIES, NOBSERVATIONS.
Parameter: DATA.
Method
A SSPM structure is set up for the DATA variates, and its values are formed using the FSSPM directive. The corrected sums of squares and products are divided by the residual degrees of freedom to give the variance covariance matrix, and the CORRMAT function is used to convert this to a correlation matrix. The test probabilities are obtained using the PRCORRELATION procedure.
Action with RESTRICT
FCORRELATION takes account of restrictions on any of the variates.
See also
Directive: CORRELATE.
Procedures: DCORRELATION, FVCOVARIANCE, PARTIALCORRELATIONS, PRCORRELATION, SCORRELATION.
Commands for: Basic and nonparametric statistics, Calculations and manipulation.
Example
CAPTION 'FCORRELATION example',\
'Data from Draper & Smith, 1981, Applied Regression Analysis.\';
STYLE=meta,plain
VARIATE [VALUES=129,141,153,166,193,189,175,186,190,187,\
195,206,198,192,191,200,200] Employees
& [VALUES=21,22,22,20,25,23,20,23,20,20,\
22,19,22,22,21,21,22] Operatingdays
& [VALUES=7.107,6.373,6.796,9.208,14.792,\
14.564,11.964,13.526,12.656,14.119,16.691,\
14.571,13.619,14.575,14.556,18.573,15.618] Production
& [VALUES=58.8,65.2,70.9,77.4,79.3,81,71.9,63.9,54.5,39.5,\
44.5,43.6,56,64.7,73,78.9,79.4] Temperature
& [VALUES=3.067,2.828,2.891,2.994,3.082,\
3.898,3.502,3.06,3.211,3.286,3.542,\
3.125,3.022,2.922,3.95,4.488,3.295] Wateruse
FCORRELATION [PRINT=correlation, test]\
Employees,Operatingdays,Production,Temperature,Wateruse