multiple correlation

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

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

[Walter Roberson]

Is multicompare() any use to you?

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

Answer 1

[Tom Lane]

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.

Answer 2

[George Papazafeiropoulos]

Check the function regress()