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Color Map on Correlations creation

orthogonal

Community Trekker

Joined:

Aug 30, 2013

I have been trying to understand better the 'Color Map on Correlations' plot which is part of the DOE Design Evaluation but I haven' been able to find out too much about how it is made.  The best I can figure out is that it is a scaled/transformed version of the variance-covariance matrix inv(X'*X).  Could anyone point me to some literature or documentation on the subject?

1 ACCEPTED SOLUTION

Accepted Solutions
Solution

I finally was able to find a good explanation for the creation of the color map on correlations.  I actually found it in the JMP documentation on fitting linear models.  Fitting Linear Models.pdf > Chapter 3 Standard Least Squares Report and Options > Correlation of Estimates, page 189 in JMP 11 documentation.

Using these equations, with variance = 1, the color map on correlation plot is just the absolute value of Corr(Beta-hat)

1 REPLY
Solution

I finally was able to find a good explanation for the creation of the color map on correlations.  I actually found it in the JMP documentation on fitting linear models.  Fitting Linear Models.pdf > Chapter 3 Standard Least Squares Report and Options > Correlation of Estimates, page 189 in JMP 11 documentation.

Using these equations, with variance = 1, the color map on correlation plot is just the absolute value of Corr(Beta-hat)