Hi,

I just have a 4x4 correlation matrix. There are four
vaiables, e.g.,
x1, x2, x3, x4.
Now, I hope to get squared multiple correlation
(i.e., R^2) between x1
and x2, x3, x4.
Is it possible?

Any suggestions will be really appeciated.

Thanks,

Jinsong

Let

r(1) be a 3 by 1 vector consisting of the three correlations between x1 and each xj (j=1,2,3)

R22 be the 3 by 3 correlation matrix of x1, x2, x3.

Then R^2 = r(1)'*R22^(-1)*r(1).

Jack

On Jul 20, 1:11 pm, Jack Tomsky
jtom... at (no spam) ix.netcom.com> wrote:

Let

r(1) be a 3 by 1 vector consisting of the three
correlations between x1 and each xj (j=1,2,3)

R22 be the 3 by 3 correlation matrix of x1, x2, x3.

Then R^2 = r(1)'*R22^(-1)*r(1).

Jack

Thank you very much! It works.

Regards,

Jinsong