Setting Options
Option Name
|
Description
|
Methods
|
Missing
values
|
specifies how to treat
observations with missing values. If you select the Use
nonmissing values for all selected variables option,
all observations with missing values are excluded from the analysis.
If you select the Use nonmissing values for pairs of variables option,
the correlation statistics are computed using the nonmissing pairs
of variables.
|
Statistics
|
By default, the results
contain a table with the correlations and p-values.
You can also include these statistics:
Correlations
Selecting this option
includes the correlations in the results. You can also specify probabilities
that are associated with each correlation coefficient and whether
to order the correlations from highest to lowest in absolute value.
Covariances
Selecting this option
includes the variance and covariance matrix in the results. Also,
the Pearson correlations are displayed. If you assign a column to
the Partial variables role, the task computes
a partial covariance matrix.
Sum of squares and cross-products
Selecting this option
displays a table of the sums of squares and cross products in the
results. The Pearson correlations are also included in the results.
If you assign a column to the Partial variables role,
the unpartial sums of squares and cross-products matrix is displayed.
Corrected
sum of squares and cross-products
Selecting this option
displays a table of the corrected sums of squares and cross products.
The Pearson correlations are also included in the results. If you
assign a column to the Partial variables role,
the task computes both an unpartial and a partial corrected sum of
squares and cross-products matrix.
Descriptive statistics
Selecting this option
includes the simple descriptive statistics for each variable. Even
if you do not select this option and you choose to create an output
data set, the data set contains the descriptive statistics for the
variables.
|
Fisher’s z transformation
For a Pearson correlation,
you can use the Fisher transformation options to request confidence
limits and p-values under a specified alternative
(null) hypothesis, , for correlation coefficients that use Fisher’s z transformation.
If you select the Fisher’s z transformation check
box, you must specify a value in the Null hypothesis box.
You can choose from
these types of confidence limits:
-
Two-sided confidence
limits requests two-sided confidence limits for the test
of the null hypothesis, . This is the default.
-
Lower confidence limit requests
a lower confidence limit for the test of the one-sided null hypothesis, .
-
Upper confidence limit requests
an upper confidence limit for the test of the one-sided null hypothesis, .
By default, the level
of the confidence limits for the correlation is 95%.
|
Nonparametric Correlations
|
Spearman’s
rank-order correlation
|
calculates Spearman
rank-order correlation. This is a nonparametric measure of association
that is based on the rank of the data values. The correlations range
from –1 to 1.
|
Kendall’s
tau-b
|
calculates Kendall tau-b.
This is a nonparametric measure of association that is based on the
number of concordances and discordances in paired observations. Concordance
occurs when paired observations vary together, and discordance occurs
when paired observations vary differently. Kendall's tau-b ranges
from –1 to 1.
|
Hoeffding’s
measure of dependence
|
calculates Hoeffding's
measure of dependence, D. This is a nonparametric measure of association
that detects more general departures from independence. This D statistic
is 30 times larger than the usual definition and scales the range
between –0.5 and 1 so that only large positive values indicate
dependence.
|
Plots
|
You can include either
of these plots in your results:
-
a scatter plot matrix for variables.
You can also choose to include a histogram of the analysis variables
in the symmetric matrix plot.
-
a scatter plot for each applicable
pair of distinct variables from the analysis variables. You can specify
whether to display the prediction ellipses for new observations or
the confidence ellipses for the mean.
You can also specify
the number of variables to plot and the maximum number of points to
plot.
|
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