cor.JGR {CADStat} | R Documentation |

Computes a correlation matrix and confidence intervals for the chosen variables. Possible computational methods are Pearson's r, Kendall's tau, and Spearman's rho.

Correlation coefficients measure the strength of the linear relationship between two variables. This module produces a correlation matrix, which presents the correlation coefficients for several variables, along with confidence intervals.

Correlation coefficients are unitless and range between -1 and 1. A
positive correlation implies as one variable increases, the other
increases. A negative correlation implies as one variable increases, the
other decreases. The closer the correlation is to -1 or 1, the stronger the
relationship. If the correlation is near 0, then the variables are not
related *linearly*. In all cases, a scatterplot should be inspected to
help determine if a linear model is appropriate for the variables.

**Estimation**

This module offers 3 methods for computing a correlation coefficient. One is parametric, Pearson's r, and two are nonparametric, Kendall's tau and Spearman's rho.

Pearson's r is equal to the covariance of the two variables divided by the square root of the product of the variances. Since Pearson's r is based upon variances and covariances, it is sensitive to outliers. The nonparametric methods are based upon data ranks rather than data values so they are not sensitive to outliers. Also, Spearman's rho may be a better indicator of a non-linear relationship.

**Plots**

The user may select to have a scatterplot matrix created. This is a matrix of scatterplots between all pairs of variables. These plots are useful in determining the type and strength of the relationship between two variables.

**User Interface**

To perform a correlation analysis, select
*Analysis Tools -> Correlation Analysis* from the
menu. A dialog box will appear that allows the user to
enter analysis parameters:

Provide the variables (column names) of interest.

Click the **Method** radio button to indicate the desired method.

Click the **Create Scatterplot Matrix** check box to indicate
whether a scatterplot matrix should be produced.

Click the **Compute Confidence Intervals** check box to indicate
whether confidence intervals for the
correlation between all
variable pairs should be computed.

If confidence intervals are desired, then enter the confidence
level into the **Confidence Level** text box. The
confidence level must be between 0 and 1.

[Package *CADStat* version 3.0.8 Index]