Analýza výpočtu vícerozměrných koeficientů korelace

Abstract

This diploma thesis deals with the calculation of multivariete correlation coefficients on real data. The aim of the work is to obtain selected correlation coefficients and demonstrate their calculation using Excel with subsequent comparison in the statistical software Statgraphics. The work focuses on the pairwise, partial and total correlation coefficient, including their testing, and on the calculation of the group correlation coefficient. It was found that the same values can be achieved with Excel as with the statistical program.