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.