Manuals/calci/MCORREL

MCORREL (ArrayOfArrays)


  • is set of values.

Description

  • This function is showing the result for multiple correlation.
  • In  ,  are set of values.
  • Correlation is a statistical technique which shows the relation of strongly paired variables.When one variable is related to a number of other variables, the correlation is not simple.
  • It is multiple if there is one variable on one side and a set of variables on the other side.
  • If we have a series of   measurements of   and   written as   and   where   then the Sample Correlation Coefficient is:

 

  •   and   are the sample means of   and  .
  • The above formula is used for simple correlation.
  • Now consider the variables x,y and z we define the multiple correlation as:

Failed to parse (syntax error): {\displaystyle R_{zxy}=\sqrt{\frac{r_{xz}^2+r_{yz}^2-2 r_{xz} r_{yz} r_{xy}}{1-r_{xy}^2}}

  •   is the correlation of x and y.
  •   is the correlation of y and z.
  •   is the correlation of z and x.
  • Here x and y are viewed as the independent variables and z is the dependent variable.
  • This function will give the result as error when

1.  are non-numeric or different number of data points. 2. is empty 3.The denominator value is zero. Failed to parse (syntax error): {\displaystyle \sqrt{\frac{r_{xz}^2+r_{yz}^2-2 r_{xz} r_{yz} r_{xy}}{1-r_{xy}^2}}

Examples

See Also

References