Correlations and Covariances
The Correlations dialog calculates correlation and variance/covariance matrices.
To compute correlations and covariances matrices:
Choose Statistics Data Summary
Correlations. The dialog shown below appears.
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
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