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Biometrika 1969 56(2):249-253; doi:10.1093/biomet/56.2.249
© 1969 by Biometrika Trust
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On looking at large correlation matrices

M. HILLS

London School of Hygiene and Tropical Medicine

Two graphical techniques, familiar in other contexts, are applied to a correlation matrix. The method of half-normal plotting is used to determine which coefficients are numerically too large to have come from zero population values. A visual clustering method is used to select clusters of variables which have high positive correlations with each other.


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