Easy Correlation Tricks

Simo Puntanen (), George P. H. Styan () and Jarkko Isotalo ()
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Simo Puntanen: University of Tampere, School of Information Sciences
George P. H. Styan: McGill University, Department of Mathematics & Statistics
Jarkko Isotalo: University of Tampere, School of Information Sciences

Chapter Chapter 3 in Matrix Tricks for Linear Statistical Models, 2011, pp 91-104 from Springer

Abstract: Abstract In this chapter we remind the reader about one fundamental fact: the geometric interpretation of the sample correlation coefficient. It’s hardly news for the reader but because of its importance it is worth its own chapter.

Keywords: Model Matrix; Partial Correlation; Variable Vector; Residual Vector; Full Column Rank (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/978-3-642-10473-2_4

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