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In statistics Correlation Matrix, what does Root.M.Sqr mean? Also, how can I explain it for a...

In statistics Correlation Matrix, what does Root.M.Sqr mean? Also, how can I explain it for a sample?

Thanks,

Jennie

Math   Statistics-And-Probability   
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Answer #1

In correlation matrix the non diagonal entry is the correlation between the given two variables. It basically give the proportion of relation between the two variables if the two variables are perfectly relatated then their correlation is 1 and root mean square error is 0

RMSD is the square root of the average of squared errors. The effect of each error on RMSD is proportional to the size of the squared error; thus larger errors have a disproportionately large effect on RMSD.

In sample of two variables it can be used to relate how much they are not related.

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