Correlation
Routines
The Correlation Matrix
Pooled covariance matrix
COVPLPartial correlations
PCORRRobust estimate of correlation matrix
RBCOVCorrelation Measures for a Contingency Table
The
r × c contingency table
CTRHOTetrachoric correlation (2
× 2 tables)
TETCCA Dichotomous Variable with a Classification Variable
Specified values for the classification variable
BSPBSComputed values for the classification variable
BSCATMeasures Based Upon Ranks
Kendall coefficient of concordance
CNCRDExact frequencies for Kendall’s
KENDP