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Correlation not accurate

Posted: Mon Dec 02, 2013 4:02 am
by bronkomonko
I want to see the correlation matrix for more than 100 variables. When I select all of them, open as group and show the correlation matrix the correlation is different than as if I only choose two variables. The values differ significantly which makes an analysis impossible. Am I missing out on something? I just selected the data for the regression, opened as group, then view and covariance analysis where i untick covariance and tick correlation and press ok. Alternatively, I select the data and then go to quick, group satistics and correlation.

How do I get the correct correlation matrix without doing it one by one?

Thanks for your help.

Re: Correlation not accurate

Posted: Mon Dec 02, 2013 5:35 am
by trubador
You are not doing anything wrong. It may be that the sample periods do not match between the variables. In that case, EViews balance the sample through listwise deletion.