求相关系数的两种方法

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