Manual Page for Command >>>> CORRELATION


Syntax
>>>> CORRELATION: (-)rcorr

Parent Command
>>> SELECT

Subcommand
-

Description
This command defines one of the criteria used for automatic parameter selection. It examines the ratio between the apparent conditional standard deviation sigma* and the joint standard deviation sigma as a measure of overall parameter correlation (since the calculation is performed far from the minimum, the standard deviations cannot be interpreted as actual estimation uncertainties):

X = sigma*/sigma (O < X < 1)

Those parameters with a ratio larger than |rcorr|, i.e., the most independent parameters, are selected. Strongly correlated parameters are (temporarily) excluded from the optimization process. If a negative value is given for rcorr, the selection criterion is relaxed with each iteration k, and reaches zero for the last iteration max_iter, i.e., all parameters are selected for the final step.

rcorrk = |rcorr|*(1-k/max_iter)

The choice for rcorr depends on the number of parameters n specified in block > PARAMETER. As more parameters are estimated simultaneously, the higher parameter interdependencies become. This fact should be acknowledged by specifying a smaller value for |rcorr| if n increases.

Example
> COMPUTATION
>> OPTION
>>> SELECT parameter automatically every
>>>> : 3 ITERATIONS
>>>> based on the CORRELATION criterion with rcorr : -0.10
<<<<
<<<
<<

See Also
>>>> ITERATION (s) | >>>> SENSITIVITY


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Page updated: July 29, 1997