[Gretl-users] Re: gretl, correlation
Am 02.06.2024 um 06:37 schrieb g s:
Yes, I'm not exactly clear on what the results are showing.
1) I did a correlation matrix of the following variables: BirthRate,
Agriculture, Service, GDPPerCap, Population, InfantMort. I did NOT
click on "ensure uniform sample size".
The top of the results box says
Correlation Coefficients, using the observations 4 - 229
(missing values were skipped)
Two-tailed critical values for n = 221: 5% 0.1320, 1% 0.1729
A couple of results:
BirthRate and Agriculture = 0.7021
...
...
3) Next, I did a correlation matrix of JUST BirthRate and
Agriculture.Here are the results:
corr(BirthRate, Agriculture) = 0.68261942
Under the null hypothesis of no correlation:
t(220) = 13.855, with two-tailed p-value 0.0000
The correlation here is different from steps 1 or 2,
Yes, I can confirm that, and indeed the difference between 1 and 3
(values 0.702 and 0.683) is unexpected, I'd say. Perhaps there's
something wrong when a subset of variables are selected and missing
values are all over the place, but I don't have time right now to do
further testing or investigation.
We'll definitely look at this further.
thanks
sven
Attachments:
- attachment.htm (text/html — 3.5 KB)