Skip to main content
corrected typo
Link
Gerry Myerson
  • 39.9k
  • 10
  • 186
  • 247

Combing Combining Correlation Coefficients

Source Link
Imbue
  • 133
  • 1
  • 1
  • 4

Combing Correlation Coefficients

I have a large data set, A, containing 100 x/y pairs. I've divided it into two smaller data sets, B and C, containing 30 and 70 x/y pairs respectively.

I have Pearson's product-moment correlation r for each of the two smaller data sets, B and C. Can I combine the correlation coefficients from the two smaller sets to generate the correlation coefficient for A?

This is for a programming problem I'm working on, and my dataset, A, is very large. I need to somehow calculate the correlation coefficient for it, but I'd like to split the dataset up into many smaller datasets, calculate the correlation for each small dataset, and then combine those correlations to get my result for the dataset as a whole. Is it possible?

Thanks!