[R] Is there a statistics that can summarize the correlation formore than two random variables?

[Peter Flom]

This seems more like a STATS question than an R question - asking on a
list like STAT-L or ALLSTAT may result in more replies

Nevertheless, it seems to me that you need to describe (and maybe
decide) what you mean by 'summarize' the correlations.  Certainly the
mean DOES summarize them, but is it the summary you want? Maybe, maybe
not.  Perhaps the median? Or a trimmed mean? Do you want to take the
absolute values of the correlations, or not? 

HTH



Peter L. Flom, PhD
Assistant Director, Statistics and Data Analysis Core
Center for Drug Use and HIV Research
National Development and Research Institutes
71 W. 23rd St
www.peterflom.com
New York, NY 10010
(212) 845-4485 (voice)
(917) 438-0894 (fax)


>>> F Duan <f.duan at yale.edu> 07/13/04 2:34 PM >>>
Hi, R people,

 

I wonder if there is a statistics than can measure the correlation for
more
than two random variables, instead of computing the correlation
coefficient
matrix. If so, what R package should I use? 

 

Right now I can only think of the mean of all pair-wise correlation
coefficients, e.g., (corr(x,y) + corr(x,z) + corr(y,z)) / 3 for three
random
variables (x, y, z). 

 

Thanks a lot,

 

Frank


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