Correlation - NMSU College of Business
The following formula can be used to test the null hypothesis that in the population there is no linear relationship between Y and prediction based on the set of k X variables from N cases: ... Calculations based on such a correlation matrix can produce anomalous results such as R2 > 1.0. For example, if ry1 = .8, ry2 = .8, and r12 = 0, then ... ................
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