correlation matrix

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Related to correlation matrix: Covariance matrix
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  • noun

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a matrix giving the correlations between all pairs of data sets

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We used hierarchical cluster analysis to measure the average linkage between groups and to analyze the 80 X 80 correlation matrix.
Fitting the standard FA model to the product-moment inter-item correlation matrix is analogous to fitting a linear IRT model intended for continuous scores (Ferrando, 2009a).
A multicollinearity diagnosis was performed from the Pearson's correlation matrix of the variables observed for each trail, and the results were interpreted according to the condition number (CN), as proposed by MONTGOMERY & PECK (1982).
However, as any statistical estimator, the sample correlation matrix is unavoidably affected by statistical uncertainty due to the finite size of the sample.
Let [absolute value of R-[lambda]] = 0, and compute the characteristic value, feature vector, and cumulative contribution rate of correlation matrix.
Data matrix, correlation matrix, covariance matrix, identity matrix, and tests of matrices are explained in this chapter.
During the crisis, the graphics of the evolution of sovereign CDS spread in Figure 2 show a breakdown between the countries at the level of the correlation matrix.
R), and correlation matrix (P), the importance of SAs can be derived as follows [25]:
An intratemporal correlation matrix of the two simulated production was incorporated in the simulations to account for correlations among production within a given year in each simulation.
It also includes a correlation matrix with a unique twist.
Array coefficients are usually obtained by direct solving of the equation related to the correlation matrix.
This thought raced through my mind again when I innocently asked the graduate students in my research-methods course what they could learn from reviewing the descriptive statistics and correlation matrix that appear in virtually every empirically based, nonexperimental paper published in the management discipline.
By the method of principal component analysis, the repeatability coefficient based on the correlation matrix and the matrix of phenotypic variances and covariances was estimated.
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