Multiple-variable Correlation

Choose Stats>Correlation Matrix

../_images/multi_cor1.png

  • Variables: Select multiple variables with your mouse, using SHIFT-Click to select a range, and CTRL-Click to toggle a single selection. The selected columns must contain continuous data. Categorical data will be ignored, and only rows with numerical values in all selected columns will be used.

  • Correlation Select: There are two main types of correlation analyses: parametric (like Pearson’s correlation) and nonparametric (such as Spearman’s and Kendall’s correlations). While their differences will be discussed, it is recommended to select Pearson’s Correlation by default if unsure. Multiple correlation algorithms can be selected simultaneously.

  • Plot Setting: A group of scatter plots of the data will be displayed. The settings below pertain to these plots:

    • Margin: A margin of 0.1 means using a width of 10% of range of data as the blank margin of each plot.

    • Horizontal Y-Labels: Change the label of each variable on Y axis to horizontal direction. The default direction is vertical.

    • 45-degree X Labels and Ticks: Change the label of each variable on X axis or value ticks to 45 degree direction. The default direction is horizontal.

    • Pearson’s Correlation Options:

      • Correlation Ellipse: Display a light blue filled ellipse for Bivariate Normal Distribution, which is only available with Pearson’s correlation.

      • Ellipse Outline: Display a red outline of the ellipse above. Either of these two settings can work alone, but also together.

      • Alpha: Determines the contour level of the ellipse. If alpha is 0.05, the ellipse of the 95% Probability Contour will be displayed; if 0.3, the 70% Probability Contour will be shown. Leave it at the default setting if unsure.

A sample output.

../_images/multi_cor2.png 
---- Hoeffding's D correlation coefficient ----
+--------------+----------+--------------+----------+
|      \       | AccelSec | TopSpeed_KmH | Range_Km |
+--------------+----------+--------------+----------+
|   AccelSec   |  0.948   |    0.451     |  0.209   |
| TopSpeed_KmH |  0.451   |    0.807     |  0.233   |
|   Range_Km   |  0.209   |    0.233     |  0.951   |
+--------------+----------+--------------+----------+

---- Hoeffding's D correlation p-value  ----
+--------------+----------+--------------+----------+
|      \       | AccelSec | TopSpeed_KmH | Range_Km |
+--------------+----------+--------------+----------+
|   AccelSec   |  0.000   |    0.000     |  0.000   |
| TopSpeed_KmH |  0.000   |    0.000     |  0.000   |
|   Range_Km   |  0.000   |    0.000     |  0.000   |
+--------------+----------+--------------+----------+

---- Pearson correlation coefficient ----
+--------------+----------+--------------+----------+
|      \       | AccelSec | TopSpeed_KmH | Range_Km |
+--------------+----------+--------------+----------+
|   AccelSec   |  1.000   |    -0.786    |  -0.677  |
| TopSpeed_KmH |  -0.786  |    1.000     |  0.747   |
|   Range_Km   |  -0.677  |    0.747     |  1.000   |
+--------------+----------+--------------+----------+

---- Pearson correlation p-value  ----
+--------------+----------+--------------+----------+
|      \       | AccelSec | TopSpeed_KmH | Range_Km |
+--------------+----------+--------------+----------+
|   AccelSec   |  0.000   |    0.000     |  0.000   |
| TopSpeed_KmH |  0.000   |    0.000     |  0.000   |
|   Range_Km   |  0.000   |    0.000     |  0.000   |
+--------------+----------+--------------+----------+

To interpret the results please check out the help page of Correlation. LINK