A Simple and Fast Algorithm for Generating Correlation Matrices with a Known Average Correlation Coefficient.

This article describes a simple and fast algorithm for generating correlation matrices ( R) with a known average correlation. The algorithm should be useful for researchers desiring plausible R matrices for substantive domains in which average correlations are known (at least approximately). The met...

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Detalles Bibliográficos
Publicado en:American Statistician Vol. 79; no. 1; pp. 23 - 30
Autor principal: Waller, Niels G.
Formato: Artículo
Publicado: Taylor & Francis Ltd Feb2025
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Acceso en línea:Ver este registro en EBSCOhost