Similarity Measure
Use the drop-down menu to select the similarity measure to be used for optimizing the predictor set.
Available options are described in the table below:
Option |
Definition |
Pearson Correlation |
Choose this option to compute a parametric measure of association for each pair of variables. See Pearson Product-Moment Correlation for more information. |
Hoeffding Correlation |
Choose this option to compute a a nonparametric measure of association that detects more general departures from independence. See Hoeffding Dependence Coefficient for more information. |
Kendall Correlation |
Choose this option to compute a nonparametric measure of association based on the number of concordances and discordances in paired observations. See Kendall’s Tau-b Correlation Coefficient for more information. |
Spearman Correlation |
Choose this option to compute a nonparametric measure of association based on the ranks of the data values. See Spearman Rank-Order Correlation for more information. |
To Specify the Similarity Measure:
8 | Make sure that the Optimize the continuous predictor set check box is checked. |
8 | Select the desired measure using the drop-down menu. |