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Correlations
Correlations
The user-specified treatment for missing values is used for computation of all
statistics except, under certain conditions, the means and standard deviations.
Notation
The following notation is used throughout this chapter unless otherwise specified:
N Number of cases
Xkl Value of the variable k for case l
Wkj Sum of weights of cases used in computation of statistics for variables k and j
Statistics
Means and Standard Deviations
∑w X
l =1
l kl
Xk =
Wk
wX N 1W − 16
Sk = ∑l =1
l kl − X k2 Wk k
1
2 CORRELATIONS
N N N
Cij = ∑ wl X il X jl − ∑ wl X il ∑ wl X jl
l =1 l =1
Wij
l =1
The covariance is
Cij
Sij =
Wij − 1
Pearson Correlation
Cij
rij =
Cii C jj
Significance Level of r
The significance level for rij is based on
Wij − 2
t = rij
1 − rij2
References
Blalock, H. M. 1972. Social statistics. New York: McGraw-Hill.