smc: Find the Squared Multiple Correlation (SMC) of each variable with the remaining variables in a matrix
Description
The squared multiple correlation of a variable with the remaining variables in a matrix is sometimes used as initial estimates of the communality of a variable.
SMCs are also used when estimating reliability using Guttman's lambda 6 guttman coefficient.
The SMC is just 1 - 1/diag(R.inv) where R.inv is the inverse of R.
Usage
smc(R,covar=FALSE)
Arguments
R
A correlation matrix or a dataframe. In the latter case, correlations are found.
covar
if covar = TRUE and R is either a covariance matrix or data frame, then return the smc * variance for each item
Value
a vector of squared multiple correlations. Or, if covar=TRUE, a vector of squared multiple correlations * the item variances
If the matrix is not invertible, then a vector of 1s is returned