John Sorkin wrote:> Given a square matrix of variables X, is there any way to compute a
multivariable correlation among all the variables in the array? It is possible
to calculate the correlation of all pairs of variables in the array, but I want
to know the correlation of all the variables taken together, i.e. for the matrix
>
> X=x1 x2 x3
> x4 x5 x6
> x7 x8 x9
>
> I don't want the pair-wise correlations corr(x1,x2), corr(x1,x3),
corr(x1,x4) . . . etc., but rather
> corr(x1,x2,x3,x4,x5,x6,x7,x8,x9).
> Thanks,
> John
John:
Have you considered coefficient alpha or an intraclass correlation?
Both of these are readily available in R packages.
hope this helps,
Chuck
> John Sorkin M.D., Ph.D.
> Chief, Biostatistics and Informatics
> Baltimore VA Medical Center GRECC,
> University of Maryland School of Medicine Claude D. Pepper OAIC,
> University of Maryland Clinical Nutrition Research Unit, and
> Baltimore VA Center Stroke of Excellence
>
> University of Maryland School of Medicine
> Division of Gerontology
> Baltimore VA Medical Center
> 10 North Greene Street
> GRECC (BT/18/GR)
> Baltimore, MD 21201-1524
>
> (Phone) 410-605-7119
> (Fax) 410-605-7913 (Please call phone number above prior to faxing)
> jsorkin at grecc.umaryland.edu
>
> Confidentiality Statement:
> This email message, including any attachments, is for the so...{{dropped}}
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
--
Chuck Cleland, Ph.D.
NDRI, Inc.
71 West 23rd Street, 8th floor
New York, NY 10010
tel: (212) 845-4495 (Tu, Th)
tel: (732) 512-0171 (M, W, F)
fax: (917) 438-0894