方法一、
> cor(mtcars[, 2:11]) cyl disp hp drat wt qsec vs cyl 1.0000000 0.9020329 0.8324475 -0.69993811 0.7824958-0.59124207 -0.8108118 disp 0.9020329 1.0000000 0.7909486 -0.71021393 0.8879799-0.43369788 -0.7104159 hp 0.8324475 0.7909486 1.0000000 -0.44875912 0.6587479-0.70822339 -0.7230967 drat -0.6999381 -0.7102139 -0.4487591 1.00000000 -0.7124406 0.09120476 0.4402785 wt 0.7824958 0.8879799 0.6587479 -0.71244065 1.0000000-0.17471588 -0.5549157 qsec -0.5912421 -0.4336979 -0.7082234 0.09120476 -0.1747159 1.00000000 0.7445354 vs -0.8108118 -0.7104159-0.7230967 0.44027846 -0.5549157 0.74453544 1.0000000 am -0.5226070 -0.5912270-0.2432043 0.71271113 -0.6924953-0.22986086 0.1683451 gear -0.4926866 -0.5555692 -0.1257043 0.69961013 -0.5832870 -0.21268223 0.2060233 carb 0.5269883 0.3949769 0.7498125 -0.09078980 0.4276059-0.65624923 -0.5696071 am gear carb cyl -0.52260705 -0.4926866 0.52698829 disp -0.59122704 -0.5555692 0.39497686 hp -0.24320426 -0.1257043 0.74981247 drat 0.71271113 0.6996101 -0.09078980 wt -0.69249526 -0.5832870 0.42760594 qsec -0.22986086 -0.2126822 -0.65624923 vs 0.16834512 0.2060233 -0.56960714 am 1.00000000 0.7940588 0.05753435 gear 0.79405876 1.0000000 0.27407284 carb 0.05753435 0.2740728 1.00000000
方法二、
> data("mtcars") > fit <- lm(mpg~., mtcars) > summary(fit, correlation=T)
Call: lm(formula = mpg ~ ., data = mtcars)
Residuals: Min 1Q Median 3Q Max -3.4506 -1.6044 -0.1196 1.2193 4.6271
Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 12.30337 18.71788 0.657 0.5181 cyl -0.11144 1.04502 -0.107 0.9161 disp 0.01334 0.01786 0.747 0.4635 hp -0.02148 0.02177 -0.987 0.3350 drat 0.78711 1.63537 0.481 0.6353 wt -3.71530 1.89441 -1.961 0.0633 . qsec 0.82104 0.73084 1.123 0.2739 vs 0.31776 2.10451 0.151 0.8814 am 2.52023 2.05665 1.225 0.2340 gear 0.65541 1.49326 0.439 0.6652 carb -0.19942 0.82875 -0.241 0.8122 --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 2.65 on 21 degrees of freedom Multiple R-squared: 0.869, Adjusted R-squared: 0.8066 F-statistic: 13.93 on 10 and 21 DF, p-value: 3.793e-07
Correlation of Coefficients: (Intercept) cyl disp hp drat wt qsec vs am gear cyl -0.67 disp -0.02 -0.27 hp -0.07 -0.18 -0.52 drat -0.42 0.28 -0.12 0.09 wt 0.09 0.11 -0.77 0.24 0.17 qsec -0.77 0.27 0.29 0.11 0.04 -0.51 vs 0.09 0.32 0.10 -0.27 -0.03 0.08 -0.37 am -0.23 0.26 0.03 -0.05 -0.16 0.09 0.27 0.21 gear -0.41 0.35 -0.08 -0.09 -0.07 0.18 0.08 -0.04 -0.31 carb 0.12 -0.23 0.67 -0.53 -0.21 -0.70 0.27 0.09 0.06 -0.42
> cor <- summary(fit, correlation=T)$correlation > cor (Intercept) cyl disp hp drat wt (Intercept) 1.00000000 -0.6729756 -0.01768168 -0.06530679 -0.42278738 0.08900315 cyl -0.67297560 1.0000000 -0.26615957 -0.18382539 0.27572793 0.11283990 disp -0.01768168 -0.2661596 1.00000000 -0.52487611 -0.11588958 -0.76933927 hp -0.06530679 -0.1838254 -0.52487611 1.00000000 0.08694646 0.24041814 drat -0.42278738 0.2757279 -0.11588958 0.08694646 1.00000000 0.16841410 wt 0.08900315 0.1128399 -0.76933927 0.24041814 0.16841410 1.00000000 qsec -0.77095126 0.2745898 0.28548351 0.10840482 0.03634435 -0.50704619 vs 0.09256243 0.3207648 0.10016245 -0.27228933 -0.02974734 0.08478607 am -0.23079172 0.2608111 0.02696151 -0.04747910 -0.15640304 0.09433856 gear -0.40635553 0.3525581 -0.07854246 -0.08945286 -0.07491860 0.18134625 carb 0.11710937 -0.2281565 0.67450593 -0.52661054 -0.20637219 -0.69505686 qsec vs am gear carb (Intercept) -0.77095126 0.09256243 -0.23079172 -0.40635553 0.11710937 cyl 0.27458981 0.32076478 0.26081115 0.35255807 -0.22815654 disp 0.28548351 0.10016245 0.02696151 -0.07854246 0.67450593 hp 0.10840482 -0.27228933 -0.04747910 -0.08945286 -0.52661054 drat 0.03634435 -0.02974734 -0.15640304 -0.07491860 -0.20637219 wt -0.50704619 0.08478607 0.09433856 0.18134625 -0.69505686 qsec 1.00000000 -0.36519213 0.27393464 0.08095522 0.26864770 vs -0.36519213 1.00000000 0.20973212 -0.04356323 0.09269664 am 0.27393464 0.20973212 1.00000000 -0.31375013 0.06203808 gear 0.08095522 -0.04356323 -0.31375013 1.00000000 -0.42435197 carb 0.26864770 0.09269664 0.06203808 -0.42435197 1.00000000