Displaying 1 result from an estimated 1 matches for "923x923".
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23923
2009 May 08
1
if ((x >.2 || x<(-.2)) && (col(x)!=row(x))) {x=x[,-col(x)]}
Hi. I have a correlation matrix 'x' which is of size 923x923
I need to remove variables that are highly correlated. I don't have a
sophisticated way of selecting which of the two in a highly correlated pair
to remove. I thought I would just go through each entry of the correlation
matrix and if it is greater than 0.6 (or less than -0.6) I will remove th...