Correlation Matrix Problem

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Occasional Contributor
Posts: 12

Correlation Matrix Problem

I have a problem with Correlation matrix output.

As in the attached excel, this is my correlation matrix output dataset.

Please igore the yellow highlighted, as it is the replica and the red part, it is the correlation of same variables.

My interest is in the below the non-highlighted area.

My requirement,

B*A =.98

C*A=.98

Then it is obvious that B*C=.98. So, if that is the case I dont want this to be populated as .98, instead it should be populated as NULL or someother numeric value.

Basically i dont want the redundant correlation. Like this I have a 300*300 matrix. I think this is a complex problem, but your help is much appreciated.

SAS Employee
Posts: 340

Re: Correlation Matrix Problem

This is not redundant information.

You can calculate upper and lower bounds for corr(B,C) from corr(A,B) and corr(A,C), but not the exact value.

Trusted Advisor
Posts: 1,496

Re: Correlation Matrix Problem

Then it is obvious that B*C=.98.

I don't think this is a true statement, I'm pretty sure that the correlation B*C can be numbers other than 0.98, and so I don't see how to proceed with the rest of your request, nor do I think it reasonable at this time to continue with the rest of your request.

SAS Super FREQ
Posts: 3,406

Re: Correlation Matrix Problem

If B=C, then corr(B,C)=1.

Trusted Advisor
Posts: 1,203

Re: Correlation Matrix Problem

Hi,

Why not eliminate redundant variables first using some data reduction technique? This will automattically eliminate redundant correlation.

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