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

Date: Thu 15 Jul 2004 - 03:09:06 EST

On Wed, 2004-07-14 at 17:47, F Duan wrote:
> 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
>
>
> [[alternative HTML version deleted]]
>
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