Chapter 5: Matrix Approaches to Simple Linear Regression
Chapter 5: Matrix Approaches to Simple Linear Regression
Chapter 5: Matrix Approaches to Simple Linear Regression
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Correlation MatricesOverview<strong>Matrix</strong> AlgebraAlgebraMore MatricesGeneral <strong>Linear</strong>ModelOther <strong>Matrix</strong>Products➤ More Matrices➤ The One➤ Means➤ Fitted Values➤ Residuals➤ SSCP➤ Covariance <strong>Matrix</strong>➤ CorrelationMatrices➤ Sums of Squares➤ SquaredCorrelation➤ b Variance● Once the covariance matrix is obtained, the correlationmatrix is easily obtained.● Let D be a diagonal matrix consisting of the standarddeviation of all variables (the square root of the diagonalelements of the covariance matrix).● The matrix expression for the correlation matrix is:CORR = D −1 COV D −1Wrapping Lecture 17 UpPsychology 790
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