[Gretl-users] correlation matrix

[ab.news]

 Hi everybody!
In the correlation matrix window, in the presence of missing
values, does the 5% critical value make any sense since the
number of observations "n" is not the same for all pairwise
correlations? I guess -- when some some values are missing--,
we'll need either a 5% critical value for each correlation
coefficient or a matrix correlation computed on a listwise
basis, meaning that the same observations are used throughout
the dataset.

Artur



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