[R] number of effective tests

From: Georg Ehret <georgehret_at_gmail.com>
Date: Thu, 10 Jul 2008 21:46:08 -0400


Dear R community,

       I am using 6 variables to test for an effect (by linear regression). These 6 variables are strongly correlated among each other and I would like to find out the number of independent test that I perform in this calcuation. For this I calculated a matrix of correlation coefficients between the variables (see below). But to find the rank of the table in R is not the right approach... What else could I do to find the effective number of independent tests?
Any suggestion would be very welcome!
Thanking you and with my best regards, Georg.

> for (a in 1:6){

+ for (b in 1:6){
+
r[a,b]<-summary(lm(unlist(d[a])~unlist(d[b])),na.action="na.exclude")$adj.r.squared + }
+ }
>
> r

          SR SU ST DR DU DT

SR 1.0000000 0.9636642 0.9554952 0.2975892 0.3211303 0.3314694
SU 0.9636642 1.0000000 0.9101678 0.3324979 0.3331389 0.3323826
ST 0.9554952 0.9101678 1.0000000 0.2756876 0.3031676 0.3501157
DR 0.2975892 0.3324979 0.2756876 1.0000000 0.9981733 0.9674843
DU 0.3211303 0.3331389 0.3031676 0.9981733 1.0000000 0.9977780
DT 0.3314694 0.3323826 0.3501157 0.9674843 0.9977780 1.0000000

*************************

Georg Ehret
Johns Hopkins University
Baltimore, US

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