Not to be confused with Coefficient of determination.
Examples of scatter diagrams with different values of correlation coefficient (ρ)Several sets of (x, y) points, with the correlation coefficient of x and y for each set. The correlation reflects the strength and direction of a linear relationship (top row), but not the slope of that relationship (middle), nor many aspects of nonlinear relationships (bottom). N.B.: the figure in the center has a slope of 0 but in that case the correlation coefficient is undefined because the variance of Y is zero.
In statistics, the Pearson correlation coefficient (PCC)[a] is a correlation coefficient that measures linear correlation between two sets of data. It is the ratio between the covariance of two variables and the product of their standard deviations; thus, it is essentially a normalized measurement of the covariance, such that the result always has a value between −1 and 1. As with covariance itself, the measure can only reflect a linear correlation of variables, and ignores many other types of relationships or correlations. As a simple example, one would expect the age and height of a sample of teenagers from a high school to have a Pearson correlation coefficient significantly greater than 0, but less than 1 (as 1 would represent an unrealistically perfect correlation).
^"SPSS Tutorials: Pearson Correlation".
^"Correlation Coefficient: Simple Definition, Formula, Easy Steps". Statistics How To.
Cite error: There are <ref group=lower-alpha> tags or {{efn}} templates on this page, but the references will not show without a {{reflist|group=lower-alpha}} template or {{notelist}} template (see the help page).
and 24 Related for: Pearson correlation coefficient information
measurement, ordinal, or categorical. The Pearson product-moment correlationcoefficient, also known as r, R, or Pearson's r, is a measure of the strength and...
correlation coefficient in its interpretation. A Pearsoncorrelationcoefficient estimated for two binary variables will return the phi coefficient. Two binary...
model-fitting procedure. The coefficient of multiple correlation, denoted R, is a scalar that is defined as the Pearsoncorrelationcoefficient between the predicted...
In statistics, the intraclass correlation, or the intraclass correlationcoefficient (ICC), is a descriptive statistic that can be used when quantitative...
z-transformation) of a Pearsoncorrelationcoefficient is its inverse hyperbolic tangent (artanh). When the sample correlationcoefficient r is near 1 or -1...
are included, R2 is the square of the coefficient of multiple correlation. In both such cases, the coefficient of determination normally ranges from 0...
to the distance correlations of many shuffles of the data. The classical measure of dependence, the Pearsoncorrelationcoefficient, is mainly sensitive...
In statistics, the Kendall rank correlationcoefficient, commonly referred to as Kendall's τ coefficient (after the Greek letter τ, tau), is a statistic...
numerical relationship between two variables of interest, using their correlationcoefficient will give misleading results if there is another confounding variable...
[the Pearson product-moment] correlation when graduated measurements have been reduced to two categories." The tetrachoric correlationcoefficient should...
normalize the autocovariance function to get a time-dependent Pearsoncorrelationcoefficient. However, in other disciplines (e.g. engineering) the normalization...
produce the Pearson product–moment correlationcoefficient (also referred to as the Pearsoncorrelationcoefficient or correlationcoefficient), which is...
In statistics, the concordance correlationcoefficient measures the agreement between two variables, e.g., to evaluate reproducibility or for inter-rater...
fathers' weights. The Pearsoncorrelationcoefficient is the most commonly used measure of interclass correlation. The interclass correlation contrasts with...
statistics, the RV coefficient is a multivariate generalization of the squared Pearsoncorrelationcoefficient (because the RV coefficient takes values between...
this will give the same result as the square of Pearson'scorrelationcoefficient; otherwise the correlation ratio will be larger in magnitude. It can therefore...
modeled and observed behavior in terms of three statistics: the Pearsoncorrelationcoefficient, the root-mean-square error (RMSE) error, and the standard...
group in South Australia Pearson (surname) Pearsoncorrelationcoefficient, a statistical measure known as Pearson's r Pearson (motorcycle), a British...
called the centered cosine similarity and is equivalent to the Pearsoncorrelationcoefficient. For an example of centering, if A = [ A 1 , A 2 ] T , then ...
method for modified geometry of Macpherson suspension based on PearsonCorrelationCoefficient". Vehicle System Dynamics. 55 (6): 827–852. Bibcode:2017VSD...
program? A rank correlationcoefficient can measure that relationship, and the measure of significance of the rank correlationcoefficient can show whether...
Global Information
