Friday, April 23, 2010

Correlation Matrix


A correlation matrix lists the variable names down the first column and across the first row. The diagonal of a correlation matrix (the numbers that go from the upper left to the lower right) always consist of ones. That is because these are the correlations between each variable and itself (and a variable is always perfectly correlated with itself).

URL: http://yin.che.wisc.edu/images.htm

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