The Pearson Correlation Matrix
The Pearson Correlation Matrix window is located on the right side of the "Statistics" window, as shown below:
The Pearson Correlation Matrix shows how strongly variables in a dataset are related to each other. It helps identify multicollinearity, which occurs when predictors are highly correlated. Correlation values greater than 0.5 are highlighted in red to indicate possible multicollinearity. However, the diagonal elements (between the same predictors) always have a value of 1 and are not highlighted in red.