Chapter 8 Regression and Correlation 341
Figure 8-23
Create
Correlation
dialog box
4 Click the OK button.
Excel generates the matrix of correlations as displayed in Figure 8-24.
correlation
matrix
matrix of
correlation
probabilities
Figure 8-24
Correlation
matrix
Figure 8-24 shows two matrices. The fi rst, in cells A1:H9, is the correla-
tion matrix, which shows the Pearson correlations. The second, the matrix of
probabilities in cells A11:H19, gives the corresponding two-sided p values.
P values less than 0.05 are highlighted in red.
The most interesting numbers here are the correlations with the calculus
score, because the object of the study was to predict this score. The highest
correlation appears in cell E4 (0.491), with Alg Place, the algebra placement
test score. The other correlations, ACT Math, HS Rank, and Calc HS, are not
impressive predictors when you consider that the squared correlation gives R^2 ,
the percentage of variance explained by the variable as a regression predictor.
For example, the correlation between Calc and HS Rank is 0.324 (cell
H6); the square of this is 0.105, so regression on HS Rank would account for