Correlation Matrix Formula - Correlation And Regression

Formula :
1) Sum of Squared Matrix




1/ (n-1) SSxx SSxy SSxz
SSyx SSyy SSyz
SSzx SSzy SSzz


Where,

n = N x N Matrix Value
SSxx = ∑(xi - x̄)2
SSxy = ∑(xi - x̄) X (yi - ȳ)
|||ly,
SSyz = ∑(yi - ȳ) X (zi - z̄)

2) Correlation Matrix




1 Pxy Pxz
Pyx 1 Pyz
Pzx Pzy 1


Where,

n = N x N Matrix Value
Pxy = SSxy / √(SSxx X SSyy)

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