RE: [R] Is there a statistics that can summarize the correlation for more than two random variables?

From: F Duan <f.duan_at_yale.edu>
Date: Thu 15 Jul 2004 - 02:47:38 EST


Thank you for your reminding. Could you tell me the addresses of STAT-L and ALLSTAT lists?

By the way, I found Cronbach's alpha suggested by Prof. Baron might be the one I am looking for though it's not perfect.

Frank

-----Original Message-----
From: Peter Flom [mailto:flom@ndri.org] Sent: Tuesday, July 13, 2004 16:06
To: r-help@stat.math.ethz.ch; f.duan@yale.edu Subject: Re: [R] Is there a statistics that can summarize the correlation formore than two random variables?

This seems more like a STATS question than an R question - asking on a list like STAT-L or ALLSTAT may result in more replies

Nevertheless, it seems to me that you need to describe (and maybe decide) what you mean by 'summarize' the correlations. Certainly the mean DOES summarize them, but is it the summary you want? Maybe, maybe not. Perhaps the median? Or a trimmed mean? Do you want to take the absolute values of the correlations, or not?

HTH Peter L. Flom, PhD
Assistant Director, Statistics and Data Analysis Core Center for Drug Use and HIV Research
National Development and Research Institutes 71 W. 23rd St
www.peterflom.com
New York, NY 10010
(212) 845-4485 (voice)
(917) 438-0894 (fax)

>>> F Duan <f.duan@yale.edu> 07/13/04 2:34 PM >>>
Hi, R people,  

I wonder if there is a statistics than can measure the correlation for more
than two random variables, instead of computing the correlation coefficient
matrix. If so, what R package should I use?  

Right now I can only think of the mean of all pair-wise correlation coefficients, e.g., (corr(x,y) + corr(x,z) + corr(y,z)) / 3 for three random
variables (x, y, z).  

Thanks a lot,  

Frank

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