Correlation Matrix¶
This summary displays all pairwise correlation coefficients for a set of two or more selected numeric variables. The values are presented in the form of a correlation matrix with heatmap coloring to represent the direction and strength of each relationship.
The correlation matrix dialog prompts for:
Whether to use all data in the data table or just the subset that has been selected (e.g., by clicking on the table or map).
Whether to log10 transform the data. If any value for any of the selected variables cannot be log-transformed, a warning will be displayed and the correlation matrix will not be calculated.
Two or more numeric variables from a list that is displayed at the left side of the dialog.
The type of correlation coefficient to calculate. Options are:
Pearson’s r for parametric data (Wright 1921)
Spearman’s rho for non-parametric data (Spearman 1904)
Kendall’s tau for non-parametric data (Kendall 1938)
Chatterjee’s xi for non-monotonic data (Chatterjee 2020).
The dialog then displays a correlation matrix on the right side of the dialog. The correlation matrix is immediately updated if any changes are made to the user’s selections on this dialog or, if only selected data are being used, changes are made to the selected data.
The numeric value of the correlation coefficient is shown in each cell of the correlation matrix by default. The Alt-L hotkey will toggle display of the correlation coefficients on or off.
Pearson, Spearman, and Kendall correlation coefficients can all range from -1.0 to 1.0. Chatterjee’s correlation coefficient only ranges from 0.0 to 1.0, but the same range of heatmap colors is used for all correlation coefficients.
Data rows where either of the variables are missing are not included in the summary.
The values in the matrix are symmetric about the main diagonal.
The “Source Data” button displays a table of only the selected data, and the “Correlations” button displays a table of the correlations. Both tables can be saved with the Ctrl-S keystroke.