I am using Iman and Conover's method for inducing rank correlation in
a
MxN matrix.
I have the following question.
Lets say I specify a target correlation matrix as follows:
A B C
A 1
B 1 1
C 1 1 1
Nothing is wrong with above matrix
Now, lets say I specify a target correlation matrix as follows:
A B C
A 1
B 1 1
C 1 -1 1
The problem with above matirx is that we want large values of 'A' to
be paired with large values of 'B' and also large values of 'A' to
be paired with large values of 'C'.
BUT, we specify a (-1) corrleation between B and C, which means we
want large values of
'B' to be paired with small values of 'C'. This might pose a problem
because of earlier
specified correlations between A,B and A,C.
Is there any way of checking for validity of the target correlation
matirx.
Thanks
Atul
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