Hi All, I need to do some segmentation on variables based on correlation matrix. The correlation matrix is shown as below. If correlation coefficients of some variables in correlation matrix are larger than 0.75 or smaller than -0.75, they will be classified into one subgroup and be stored in one dataset, e.g. dataset_1. Then the variables in dataset_1 will be removed from correlation matrix. Then, if correlation coefficients of some variables in remaining correlation matrix are larger than 0.75 or smaller than -0.75, they will be classified into another subgroup and be stored in another dataset, e.g. dataset_2. Then the variables in dataset_2 will be removed from correlation matrix....................And repeat until no variables have correlation coefficients of above 0.75 or below -0.75. The remaining variables will be stored in one datsets, dataset_n. _NAME_ V1 V2 V3 V4 V5 V6 V7 V8 V9 V10 V11 V1 1 0.795283 0.648228 0.702434 0.814356 0.898034 0.72141 0.545573 0.410562 0.67573 0.79505 V2 0.795282885 1 0.785185 0.852621 0.830391 0.75202 0.817556 0.682524 0.517509 0.8671 0.995331 V3 0.648227521 0.785185 1 0.711466 0.690316 0.60089 0.716786 0.552231 0.50897 0.695645 0.824341 V4 0.702433756 0.852621 0.711466 1 0.846026 0.662565 0.748602 0.701647 0.457522 0.757802 0.853448 V5 0.81435639 0.830391 0.690316 0.846026 1 0.817881 0.772293 0.523626 0.398964 0.778101 0.829205 V6 0.898034025 0.75202 0.60089 0.662565 0.817881 1 0.707077 0.457641 0.329565 0.679927 0.750266 V7 0.721409554 0.817556 0.716786 0.748602 0.772293 0.707077 1 0.604067 0.517373 0.788003 0.819051 V8 0.545573147 0.682524 0.552231 0.701647 0.523626 0.457641 0.604067 1 0.585093 0.584004 0.681971 V9 0.410562159 0.517509 0.50897 0.457522 0.398964 0.329565 0.517373 0.585093 1 0.485006 0.522883 V10 0.675730408 0.8671 0.695645 0.757802 0.778101 0.679927 0.788003 0.584004 0.485006 1 0.860323 V11 0.795050139 0.995331 0.824341 0.853448 0.829205 0.750266 0.819051 0.681971 0.522883 0.860323 1 Is there one solution to do this? Thanks in advance MT.
... View more