求相关系数的两种方法

来源：互联网发布：2016淘宝账号注册编辑：程序博客网时间：2024/05/21 11:13

方法一、

> cor(mtcars[, 2:11])
            cyl       disp         hp        drat         wt        qsec         vs
cyl   1.0000000 0.9020329 0.8324475 -0.69993811 0.7824958-0.59124207 -0.8108118
disp 0.9020329 1.0000000 0.7909486 -0.71021393 0.8879799-0.43369788 -0.7104159
hp    0.8324475 0.7909486 1.0000000 -0.44875912 0.6587479-0.70822339 -0.7230967
drat -0.6999381 -0.7102139 -0.4487591 1.00000000 -0.7124406 0.09120476 0.4402785
wt    0.7824958 0.8879799 0.6587479 -0.71244065 1.0000000-0.17471588 -0.5549157
qsec -0.5912421 -0.4336979 -0.7082234 0.09120476 -0.1747159 1.00000000 0.7445354
vs   -0.8108118 -0.7104159-0.7230967 0.44027846 -0.5549157 0.74453544 1.0000000
am   -0.5226070 -0.5912270-0.2432043 0.71271113 -0.6924953-0.22986086 0.1683451
gear -0.4926866 -0.5555692 -0.1257043 0.69961013 -0.5832870 -0.21268223 0.2060233
carb 0.5269883 0.3949769 0.7498125 -0.09078980 0.4276059-0.65624923 -0.5696071
              am       gear        carb
cyl -0.52260705 -0.4926866 0.52698829
disp -0.59122704 -0.5555692 0.39497686
hp   -0.24320426 -0.1257043 0.74981247
drat 0.71271113 0.6996101 -0.09078980
wt   -0.69249526 -0.5832870 0.42760594
qsec -0.22986086 -0.2126822 -0.65624923
vs    0.16834512 0.2060233 -0.56960714
am    1.00000000 0.7940588 0.05753435
gear 0.79405876 1.0000000 0.27407284
carb 0.05753435 0.2740728 1.00000000

方法二、

> data("mtcars")
> fit <- lm(mpg~., mtcars)
> summary(fit, correlation=T)

Call:
lm(formula = mpg ~ ., data = mtcars)

Residuals:
Min 1Q Median 3Q Max
-3.4506 -1.6044 -0.1196 1.2193 4.6271

Coefficients:
            Estimate Std. Error t value Pr(>|t|)
(Intercept) 12.30337   18.71788   0.657   0.5181
cyl         -0.11144    1.04502 -0.107   0.9161
disp         0.01334    0.01786   0.747   0.4635
hp          -0.02148    0.02177 -0.987   0.3350
drat         0.78711    1.63537   0.481   0.6353
wt          -3.71530    1.89441 -1.961   0.0633 .
qsec         0.82104    0.73084   1.123   0.2739
vs           0.31776    2.10451   0.151   0.8814
am           2.52023    2.05665   1.225   0.2340
gear         0.65541    1.49326   0.439   0.6652
carb        -0.19942    0.82875 -0.241   0.8122
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 2.65 on 21 degrees of freedom
Multiple R-squared: 0.869, Adjusted R-squared: 0.8066
F-statistic: 13.93 on 10 and 21 DF, p-value: 3.793e-07

Correlation of Coefficients:
     (Intercept) cyl   disp hp    drat wt    qsec vs    am    gear
cyl -0.67
disp -0.02       -0.27
hp   -0.07       -0.18 -0.52
drat -0.42        0.28 -0.12 0.09
wt    0.09        0.11 -0.77 0.24 0.17
qsec -0.77        0.27 0.29 0.11 0.04 -0.51
vs    0.09        0.32 0.10 -0.27 -0.03 0.08 -0.37
am   -0.23        0.26 0.03 -0.05 -0.16 0.09 0.27 0.21
gear -0.41        0.35 -0.08 -0.09 -0.07 0.18 0.08 -0.04 -0.31
carb 0.12       -0.23 0.67 -0.53 -0.21 -0.70 0.27 0.09 0.06 -0.42

> cor <- summary(fit, correlation=T)$correlation
> cor
            (Intercept)        cyl        disp          hp        drat          wt
(Intercept) 1.00000000 -0.6729756 -0.01768168 -0.06530679 -0.42278738 0.08900315
cyl         -0.67297560 1.0000000 -0.26615957 -0.18382539 0.27572793 0.11283990
disp        -0.01768168 -0.2661596 1.00000000 -0.52487611 -0.11588958 -0.76933927
hp          -0.06530679 -0.1838254 -0.52487611 1.00000000 0.08694646 0.24041814
drat        -0.42278738 0.2757279 -0.11588958 0.08694646 1.00000000 0.16841410
wt           0.08900315 0.1128399 -0.76933927 0.24041814 0.16841410 1.00000000
qsec        -0.77095126 0.2745898 0.28548351 0.10840482 0.03634435 -0.50704619
vs           0.09256243 0.3207648 0.10016245 -0.27228933 -0.02974734 0.08478607
am          -0.23079172 0.2608111 0.02696151 -0.04747910 -0.15640304 0.09433856
gear        -0.40635553 0.3525581 -0.07854246 -0.08945286 -0.07491860 0.18134625
carb         0.11710937 -0.2281565 0.67450593 -0.52661054 -0.20637219 -0.69505686
                   qsec          vs          am        gear        carb
(Intercept) -0.77095126 0.09256243 -0.23079172 -0.40635553 0.11710937
cyl          0.27458981 0.32076478 0.26081115 0.35255807 -0.22815654
disp         0.28548351 0.10016245 0.02696151 -0.07854246 0.67450593
hp           0.10840482 -0.27228933 -0.04747910 -0.08945286 -0.52661054
drat         0.03634435 -0.02974734 -0.15640304 -0.07491860 -0.20637219
wt          -0.50704619 0.08478607 0.09433856 0.18134625 -0.69505686
qsec         1.00000000 -0.36519213 0.27393464 0.08095522 0.26864770
vs          -0.36519213 1.00000000 0.20973212 -0.04356323 0.09269664
am           0.27393464 0.20973212 1.00000000 -0.31375013 0.06203808
gear         0.08095522 -0.04356323 -0.31375013 1.00000000 -0.42435197
carb         0.26864770 0.09269664 0.06203808 -0.42435197 1.00000000

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