Hello,
I understand that you want to calculate the correlation coefficient R, coefficient of determination R^2 and P-value of Y and each column of X.
The "corr" function returns both the correlation coefficient and the p-value, which are used to determine the significance of the correlation. The "corr" function will return the Pearson's Linear Correlation Coefficient, R, which can then be squared to get the coefficient of determination R^2. By default, the significance level is set for a 95% confidence interval to get the p-value, which is commonly used in statistical analysis.
Please refer to the below code snippet that demonstrates how the calculations can be done:
Y = [1; 2; 3; 4; 5; 6];
X1 = [7; 8; 9; 10; 11; 12];
X2 = [13; 14; 15; 16; 17; 18];
X3 = [19; 20; 21; 22; 23; 24];
X4 = [25; 26; 27; 28; 29; 30];
T = table(Y, X1, X2, X3, X4);
% Initialize arrays to hold the results
variables = T.Properties.VariableNames(2:end); % Exclude Y column
R_values = zeros(length(variables), 1);
R_squared = zeros(length(variables), 1);
P_values = zeros(length(variables), 1);
% Loop through each X column to calculate R, R^2, and p-values
for i = 1:length(variables)
[R, P] = corr(T.Y, T.(variables{i}));
R_values(i) = R;
R_squared(i) = R^2;
P_values(i) = P;
end
% Create a results table
RESULTS = table(variables', R_values, R_squared, P_values, ...
'VariableNames', {'Variable', 'R', 'R_Squared', 'P_Value'});
% Display the results
disp(RESULTS);
Please refer to the below documentation to learn more about "corr" function: https://www.mathworks.com/help/stats/corr.html
Hope it helps!
