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Corrgrams: Exploratory Displays for Correlation Matrices

Friendly, Michael·2002·The American Statistician

Abstract

Correlation and covariance matrices provide the basis for all classical multivariate techniques. Many statistical tools exist for analyzing their structure but, surprisingly, there are few techniques for exploratory visual display, and for depicting the patterns of relations among variables in such matrices directly, particularly when the number of variables is moderately large. This article describes a set of techniques we subsume under the name “corrgram,” based on two main schemes: (a) Rendering the value of a correlation to depict its sign and magnitude. We consider some of the properties of several iconic representations, in relation to the kind of task to be performed. (b) Reordering the variables in a correlation matrix so that "similar" variables are positioned adjacently, facilitating perception. In addition, the extension of this visualization to matrices for conditional independence and partial independence is described and illustrated, and we provide an easily used SAS implementation of these methods.

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Metadata

Authors
Friendly, M.
Venue
The American Statistician
Published
2002-11
Volume
56
Issue
4
Pages
316-324
ISSN
  • 0003-1305 (ISSN-L)
  • 1537-2731
OpenAlex
W2158131091
Cited by
685
References
17
FWCI
6.37
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Corrgrams: Exploratory Displays for Correlation Matrices. https://app.cochat.ai/papers/10.1198/000313002533
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Friendly, M. (2002). Corrgrams: Exploratory Displays for Correlation Matrices. The American Statistician. https://doi.org/10.1198/000313002533

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