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...
| Publicado en: | American Statistician Vol. 79; no. 1; pp. 23 - 30 |
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| Formato: | Artículo |
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Taylor & Francis Ltd
Feb2025
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| Acceso en línea: | Ver este registro en EBSCOhost |
| fields | @attributes: recordID: 1 pdfLink: plink: https://search.ebscohost.com/login.aspx?direct=true&db=ssf&AN=182438220&site=ehost-live header: @attributes: shortDbName: ssf uiTerm: 182438220 longDbName: Social Sciences Full Text (H.W. Wilson) uiTag: AN controlInfo: bkinfo: jinfo: jid: 00031305 STT jtl: American Statistician issn: 00031305 maglogo: Y pubinfo: dt: Feb2025 vid: 79 iid: 1 pid: 377 pub: Taylor & Francis Ltd artinfo: ui: 182438220 10.1080/00031305.2024.2350449 ppf: 23 ppct: 7 formats: tig: atl: A Simple and Fast Algorithm for Generating Correlation Matrices with a Known Average Correlation Coefficient. aug: au: Waller, Niels G. affil: Department of Psychology, University of Minnesota, Minneapolis, MN su: Personal computers Convex sets Research personnel Statistical correlation Matrices (Mathematics) sug: subj: Personal computers Electronic Computer Manufacturing Computer and peripheral equipment manufacturing Convex sets Research personnel Statistical correlation Matrices (Mathematics) keyword: Correlation matrices Elliptope geometry Monte Carlo studies Correlation matrices Elliptope geometry Monte Carlo studies ab: 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 method is non-iterative and it can solve relatively large problems (e.g., generate a 500 × 500 R matrix) in less than a second on a personal computer. It also has didactic value for introducing students to the convex set of feasible R matrices of a fixed dimension. This Euclidean body is called an elliptope. The proposed method exploits the geometry of elliptopes to efficiently generate realistic R matrices with a desired average correlation coefficient. R code for implementing the algorithm (and for reproducing all of the results of this article) is reported in an online supplement. pubtype: Academic Journal doctype: Article src: R language: English refInfo: copyright: @attributes: flag: N holdings: @attributes: islocal: N |
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