Multivariate Analysis: Correlation Analysis

Plots Tab

You can use the Plots tab to create plots that graphically display results of the analysis. (See FigureĀ 25.3.) These plots do not add any variables to the data table.

The following plots are available:

Pairwise correlation plot

creates a bar chart that shows the Pearson correlation between pairs of variables.

Matrix of pairwise scatter plots

creates a matrix of scatter plots that shows bivariate data for pairs of variables. If you do not specify any X variables in the X Variables (With) list on the Variables tab, then you will get a lower triangular array of plots. If you do specify X variables, then you will get a rectangular array of plots. The inset added to each plot contains the following:

  • the Pearson correlation coefficient

  • the number of nonmissing observations for each pair of variables

  • the p-value under the null hypothesis of zero correlation

Add prediction ellipse

adds a prediction ellipse to the scatter plot. The ellipse is calculated under the assumption that the data are bivariate normal. A prediction ellipse is a region for predicting a new observation in the population. It also approximates a region that contains a specified percentage of the population.

Confidence level

specifies the confidence level for the prediction ellipse.

Shade plot background by confidence level

specifies that the background of each scatter plot be shaded according to a nested family of prediction ellipses.