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compute sample correlation from correlations of sub-samples

 
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PostPosted: Tue Jun 10, 2008 2:10 am    Post subject: compute sample correlation from correlations of sub-samples Reply with 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?

Thank you.
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Ken Pledger
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PostPosted: Thu Jul 03, 2008 8:26 am    Post subject: Re: compute sample correlation from correlations of sub-samp Reply with quote

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? ....


Have you tried sending this to the <sci.stat.math> news group?

Ken Pledger.
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