Correlations and Covariances

The Correlations dialog calculates correlation and variance/covariance matrices.

To compute correlations and covariances matrices:

Choose Statistics __image\ebd_ebd6.gif Data Summary __image\ebd_ebd7.gif Correlations. The dialog shown below appears.

__image\corr.gif

The Correlations and Covariances dialog has the following options:

Data

Data Set

Specify the name of the data set containing the columns and rows to be exported.

Variables

Use this only if each row represents multiple observations. Select the column that specifies the number of replications corresponding to each row.

Method to Handle Missing Variables

Select an option to handle missing data. Click on the link for more information.

Statistic

Type

Select either Correlations or Covariances.

Fraction to Trim

If Correlation is selected, then enter a number between 0 and 0.5 in the Fraction to Trim field to specify the proportion of cases to trim before calculation of the correlations.

Results

Save As

Enter the name for the object in which to save the results of the analysis.

Print Results

Select this to print out the results of the analysis in the designated output window.

Related S-Plus language functions

cor, var