John Sorkin wrote: > Given a square matrix of variables X, is there any way to compute a > multivariable correlation among all the variables in the array? It is > possible to calculate the correlation of all pairs of variables in the array, > but I want to know the correlation of all the variables taken together, i.e. > for the matrix > > X=x1 x2 x3 > x4 x5 x6 > x7 x8 x9 > > I don't want the pair-wise correlations corr(x1,x2), corr(x1,x3), corr(x1,x4) > . . . etc., but rather > corr(x1,x2,x3,x4,x5,x6,x7,x8,x9). > Thanks, > John
John: Have you considered coefficient alpha or an intraclass correlation? Both of these are readily available in R packages. hope this helps, Chuck > John Sorkin M.D., Ph.D. > Chief, Biostatistics and Informatics > Baltimore VA Medical Center GRECC, > University of Maryland School of Medicine Claude D. Pepper OAIC, > University of Maryland Clinical Nutrition Research Unit, and > Baltimore VA Center Stroke of Excellence > > University of Maryland School of Medicine > Division of Gerontology > Baltimore VA Medical Center > 10 North Greene Street > GRECC (BT/18/GR) > Baltimore, MD 21201-1524 > > (Phone) 410-605-7119 > (Fax) 410-605-7913 (Please call phone number above prior to faxing) > [EMAIL PROTECTED] > > Confidentiality Statement: > This email message, including any attachments, is for the so...{{dropped}} > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Chuck Cleland, Ph.D. NDRI, Inc. 71 West 23rd Street, 8th floor New York, NY 10010 tel: (212) 845-4495 (Tu, Th) tel: (732) 512-0171 (M, W, F) fax: (917) 438-0894 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.