Created:
Mar 4, 2020 11:05 AM
| Last Modified: Mar 4, 2020 8:05 AM(1520 views)
I'm screening through thousands of variables and would like to only keep ones that are not very highly correlated with each other for example: r2<0.95 and >-0.95. Is there an easy way to do this? I can use: "Multivariate methods > multivariate" to calculate r2, but I have no idea how I can make the selection according to cutoff above.
Created:
Mar 4, 2020 11:24 AM
| Last Modified: Mar 4, 2020 8:24 AM(1517 views)
| Posted in reply to message from tnad 03-04-2020
You can use the pairwise correlations report instead of the default matrix version of the report. Click the red triangle at the top and choose Pairwise Correlations. Next, right-click the new report and select Sort by Column. Select the column with the p-values. Make sure to select the order that is most useful to you (ascending or descending). Right click the report again and select Make into Data Table if you like.