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
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.
