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Modeling and Multivariate Methods - SAS

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446 Correlations <strong>and</strong> <strong>Multivariate</strong> Techniques Chapter 17<br />

<strong>Multivariate</strong> Platform Options<br />

About Missing Values<br />

In most of the analysis options, a missing value in an observation does not cause the entire observation to be<br />

deleted. However, the Pairwise Correlations option excludes rows that are missing for either of the<br />

variables under consideration. The Simple Statistics > Univariate option calculates its statistics<br />

column-by-column, without regard to missing values in other columns.<br />

<strong>Multivariate</strong> Platform Options<br />

Correlations <strong>Multivariate</strong><br />

CI of Correlation<br />

Shows or hides the Correlations table, which is a matrix of<br />

correlation coefficients that summarizes the strength of the linear<br />

relationships between each pair of response (Y) variables. This<br />

option is on by default.<br />

This correlation matrix is calculated by the method that you select in<br />

the launch window.<br />

Shows the two-tailed confidence intervals of the correlations. This<br />

option is off by default.<br />

The default confidence coefficient is 95%. Use the Set α Level<br />

option to change the confidence coefficient.<br />

Inverse Correlations<br />

Shows or hides the inverse correlation matrix (Inverse Corr table).<br />

This option is off by default.<br />

The diagonal elements of the matrix are a function of how closely<br />

the variable is a linear function of the other variables. In the inverse<br />

correlation, the diagonal is 1/(1 – R 2 ) for the fit of that variable by all<br />

the other variables. If the multiple correlation is zero, the diagonal<br />

inverse element is 1. If the multiple correlation is 1, then the inverse<br />

element becomes infinite <strong>and</strong> is reported missing.<br />

For statistical details about inverse correlations, see the “Inverse<br />

Correlation Matrix” on page 457.<br />

Partial Correlations<br />

Covariance Matrix<br />

Shows or hides the partial correlation table (Partial Corr), which<br />

shows the partial correlations of each pair of variables after adjusting<br />

for all the other variables. This option is off by default.<br />

This table is the negative of the inverse correlation matrix, scaled to<br />

unit diagonal.<br />

Shows or hides the covariance matrix for the analysis. This option is<br />

off by default.

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