Chapter 3: Correlation

Routines

The Correlation Matrix

Correlation.......................................................................................................... CORVC

Pooled covariance matrix...................................................................................... COVPL

Partial correlations............................................................................................... PCORR

Robust estimate of correlation matrix.................................................................... RBCOV

Correlation Measures for a Contingency Table

The r × c contingency table.................................................................................. CTRHO

Tetrachoric correlation (2 × 2 tables)...................................................................... TETCC

A Dichotomous Variable with a Classification Variable

Specified values for the classification variable......................................................... BSPBS

Computed values for the classification variable........................................................ BSCAT

Measures Based Upon Ranks

Kendall coefficient of concordance......................................................................... CNCRD

Kendall’s τ........................................................................................................... KENDL

Exact frequencies for Kendall’s τ........................................................................... KENDP



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