I have a multivariate dataset with 12 variables. My samples are Sites (factor of 10 levels) at each Year (factor of 13 levels) and so overall pooled together I have 130 samples.
I want to test for correlation between variables but I am not sure whether I should correlate variables of all sites pooled together (n=130), or correlate variables for each Site (n = 13) and calculate the mean of correlations coefficients across all Sites. I find the latter hard to interpret but not sure it's not the right way to go.
In general I want to be able to say something about the relationship between variables, but these are vary a lot between sites.
In which case I should use each method?