Coefficient of multiple correlation

This macro regresses each column against the others to get an R^2 value. It then calculates the positive square root of the R^2 values to get p coefficients of multiple correlation, and stores those values in the specified column.

Download the Macro

Be sure that Minitab knows where to find your downloaded macro. Choose Tools > Options > General. Under Macro location browse to the location where you save macro files.

Important

If you use an older web browser, when you click the Download button, the file may open in Quicktime, which shares the .mac file extension with Minitab macros. To save the macro, right-click the Download button and choose Save target as.

Required Inputs

  • Multiple columns of numeric data with the same number of observations in each
  • A column where the results will be stored

Running the Macro

Suppose your data are in C1-C5, and you want to store the coefficients of multiple correlation in C6. Choose Edit > Command Line Editor and type:

%MULTCORR C1-C5;
 STORE C6.

Click Submit Commands.

More Information

Reference

Neter, Kutner, Nachtsheim, and Wasserman (1996). Applied Linear Statistical Models, 4th edition. WCB/McGraw-Hill.

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