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 and the column names in the specified columns.

Download the Macro

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

Important

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Download MULTCORR.mac

Required Inputs

Multiple columns of numeric data with the same number of observations in each
Columns where the results are stored

Running the Macro

Suppose your data are in C1-C5, and you want to store the coefficients of multiple correlation in C6 and the column names in C7. Choose View > Command Line/History and type:

%MULTCORR C1-C5;
 STORE C6 C7.

Click Run.

More Information

Reference

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