correlation coefficient

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Correlation coefficient

A standardized statistical measure of the dependence of two random variables, defined as the covariance divided by the product of the standard deviations of two variables.

Correlation Coefficient

A measure of whether and by how much two variables are related. A correlation coefficient may be between -1 and +1. Suppose there are two variables, A and B, with -A and -B indicating their opposites. A correlation coefficient of -1 indicates that A and -B are correlated and vice versa. On the other hand, a correlation coefficient of +1 means that A and B are correlated.

correlation coefficient

a statistical term (usually denoted by r) that measures the strength of the association between two variables.

Where two variables are completely unrelated, then their correlation coeffcient will be zero; where two variables are perfectly related, then their correlation would be one. A high correlation coefficient between two variables merely indicates that the two generally vary together - it does not imply causality in the sense of changes in one variable causing changes in the other.

Where high values of one variable are associated with high values of the other (and vice-versa), then they are said to be positively correlated. Where high values of one variable are associated with low values of the other (and vice-versa), then they are said to be negatively correlated. Thus correlation coefficients can range from +1 for perfect positive association to -1 for perfect negative association, with zero representing the case where there is no association between the two.

The correlation coefficient also serves to measure the goodness of fit of a regression line (see REGRESSION ANALYSIS) which has been fitted to a set of sample observations by the technique of ordinary least squares. A large positive correlation coefficient will be found when the regression line slopes upward from left to right and fits closely with the observations; a large negative correlation coefficient will be found when the regression line slopes downward from left to right and closely matches the observations. Where the regression equation contains two (or more) independent variables, a multiple correlation coefficient can be used to measure how closely the three-dimensional plane, representing the multiple regression equation, fits the set of data points.

References in periodicals archive ?
Algorithm for the method based on weighted correlation coefficients using given weights
422, this is the only positive value of all four correlation coefficients considered.
The relative efficiency of selection for drought resistance in breeding work can be understood by the combined analysis of genetic correlation coefficient and heritability.
Estimates of correlation coefficients were compared against r-values given in Fisher and Yates (1963) table at (n-2) d.
The correlation coefficients obtained between (b *) and the other parameters inside of the Annona Muricata with Malathion, are shown in Table 5.
The standard correlation coefficients reported on table 1 are in all cases calculated using information that covers two variables for each coefficient.
Correlation coefficients were also calculated between all the contact angle measurements and the subsequently calculated surface energy values to determine if a correlation coefficient is a suitable calculation to determine mathematical relationships between stain repellency and contact angle.
Using correlation calculator, the correlation coefficient of 0.
In this section, we discuss some cases of fuzzy correlation coefficients.
The value of the KMO test based on a pairwise comparison of correlation coefficients yields the value 0.
The correlation coefficient obtained between the two variables is 0/483, indicating higher correlation between the two variables.

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