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Guest
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Posted: Tue Jun 10, 2008 2:10 am Post subject: compute sample correlation from correlations of sub-samples |
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Given a sample of, say, 10,000 observations, is it possible to compute
the sample correlation from the correlations of sub-samples? For
example, assume
correlation,observations
-0.05, 5000
0.15, 3500
0.87, 1500
Using only this data, can the correlation of the entire sample of
10,000 observations be computed?
Thank you. |
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Ken Pledger Guest
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Posted: Thu Jul 03, 2008 8:26 am Post subject: Re: compute sample correlation from correlations of sub-samp |
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In article
<07980e4c-b66c-4160-aec6-b58837d98aee@c58g2000hsc.googlegroups.com>,
benjamin.d.rogers@gmail.com wrote:
| Quote: |
Given a sample of, say, 10,000 observations, is it possible to compute
the sample correlation from the correlations of sub-samples? For
example, assume
correlation,observations
-0.05, 5000
0.15, 3500
0.87, 1500
Using only this data, can the correlation of the entire sample of
10,000 observations be computed? ....
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Have you tried sending this to the <sci.stat.math> news group?
Ken Pledger. |
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