In this tutorial, we show how to compute the correlation coefficient and sorting the results according to this indicator is a recurring task of the data miner.
We show how to quickly set up the calculation of the linear correlation (1) of an endogenous variable with exogenous variables in order to detect relevant attributes; (2) between exogenous variables in order to detect collinearities.
Keywords: linear correlation coefficient, partial correlation
Components: Linear correlation, Residual scores
Tutorial: en_Tanagra_Linear_Correlation.pdf
Dataset: cars_acceleration.xls
References:
D. Garson, « Correlation », in Statnotes : Topics in Multivariate Analysis.
D. Garson, « Partial correlation », in Statnotes : Topics in Multivariate Analysis.
