multiple correlation

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Hi does anybody know how I can implement multiple correlation in MATLAB?

http://en.wikipedia.org/wiki/Multiple_correlation

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Walter Roberson 2012-5-7

编辑：Walter Roberson 2022-6-12

Is multicompare() any use to you?

http://www.mathworks.com/help/toolbox/stats/multcompare.html

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Answer 1

Tom Lane 2012-5-8

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You can get R^2 (multiple correlation) from various Statistics Toolbox routines. If you don't have the toolbox or you need to do it yourself, you could use backslash to carry out a regression, then compare the sum of squared deviations from the mean of both the y variable and the residuals from the regression. Alternatively you could use corrcoef to compute the correlation between the y variable and the fitted values.

My guess is that a book on regression will give you a better explanation than that wikipedia page.