Calculates for each pair of selected columns a correlation coefficient, i.e. a measure of the correlation of the two variables.
Which correlation measure is applied depends on the types of the
underlying variables:
numeric <-> numeric
:
Pearson's product-moment coefficient. Missing values in such
columns are ignored (the corresponding records are skipped). The
value of this measure ranges from -1 (strong negative correlation)
to 1 (strong positive correlation). A value of 0 represents no
correlation.
nominal <-> nominal
:
Pearson's chi square test on the contingency table. This value
is then normalized to a range [0,1] using
Cramer's V, whereby 0 represents no correlation and 1 a strong
correlation. Missing values in nominal columns are treated such as
they were a self-contained possible value. If one of the two columns
contains more possible values than specified in the dialog
(default 50), the correlation will not be computed.
Correlation measures for other pairs of columns are not
available, they are represented by missing values in the output
table and crosses in the accompanying view.
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