http://www.psychstat.missouristate.edu/multibook/mlt06m.html
A correlation matrix shows the relationship between all data sets. It is used in the field of statistics to show the relationships between certain subsets. For example, in the Correlation matrix above, X1 is significantly correlated to X3 and X4 but not X2. The suggested meanings of this correlation matrix were for success in graduate school. Using the correlations that were discovered, it was found that intellectual ability and work ethic were not correlated at all which makes sense.
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