[R] Multivariable correlation

Chuck Cleland ccleland at optonline.net
Thu Aug 2 14:05:42 CEST 2007

John Sorkin wrote:
> Given a square matrix of variables X, is there any way to compute a multivariable correlation among all the variables in the array? It is possible to calculate the correlation of all pairs of variables in the array, but I want to know the correlation of all the variables taken together, i.e. for the matrix
> X=x1 x2  x3
>     x4  x5  x6
>     x7  x8  x9
> I don't want the pair-wise correlations corr(x1,x2), corr(x1,x3), corr(x1,x4) . . . etc., but rather
> corr(x1,x2,x3,x4,x5,x6,x7,x8,x9).
> Thanks,
> John

  Have you considered coefficient alpha or an intraclass correlation?
Both of these are readily available in R packages.

hope this helps,


> John Sorkin M.D., Ph.D.
> Chief, Biostatistics and Informatics
> Baltimore VA Medical Center GRECC,
> University of Maryland School of Medicine Claude D. Pepper OAIC,
> University of Maryland Clinical Nutrition Research Unit, and
> Baltimore VA Center Stroke of Excellence
> University of Maryland School of Medicine
> Division of Gerontology
> Baltimore VA Medical Center
> 10 North Greene Street
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Chuck Cleland, Ph.D.
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