correlation

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Related to multiple correlation: partial correlation, multiple correlation coefficient

Correlation

Statistical measure of the degree to which the movements of two variables (stock/option/convertible prices or returns) are related. See: Correlation coefficient.

correlation

The relationship between two variables during a period of time, especially one that shows a close match between the variables' movements. For example, all utility stocks tend to have a high degree of correlation because their share prices are influenced by the same forces. Conversely, gold stock price movements are not closely correlated with utility stock price movements because the two are influenced by very different factors. The concept of correlation is frequently used in portfolio analysis. See also serial correlation.

Correlation.

In investment terms, correlation is the extent to which the values of different types of investments move in tandem with one another in response to changing economic and market conditions.

Correlation is measured on a scale of - 1 to +1. Investments with a correlation of + 0.5 or more tend to rise and fall in value at the same time. Investments with a negative correlation of - 0.5 to - 1 are more likely to gain or lose value in opposing cycles.

correlation

a statistical term that describes the degree of association between two variables. When two variables tend to change together, then they are said to be correlated, and the extent to which they are correlated is measured by means of the CORRELATION COEFFICIENT.
Collins Dictionary of Economics, 4th ed. © C. Pass, B. Lowes, L. Davies 2005

correlation

A former appraisal term, replaced by reconciliation.
The Complete Real Estate Encyclopedia by Denise L. Evans, JD & O. William Evans, JD. Copyright © 2007 by The McGraw-Hill Companies, Inc.
References in periodicals archive ?
Table 5 Squared Multiple Correlations: (Group number 1 - Default model)
Checking the accuracy of the multiple regression models and of the multiple correlation ratios, based on "Fisher" criterion, leads to the following conclusion: because the probability Sig.
Shieh (2013) is highly critical of Equation 1, claiming that it is insufficiently accurate and that only computationally intensive simulation-based computer programs should be used to determine sample size requirements for the squared multiple correlation coefficient.
Therefore, based on either (14) or (15), a consistent wavelet multiple correlation estimator is given by
Multiple correlation coefficient is .029 and explained .026 of the technical skill, i.e., the four variables in the table combine to explain 2.6% of human skill.
Further, the coefficients of linear regression and coefficients of multiple correlation are counted by set of selected attributes.
Multiple correlation testings between different variables can be pricey
Multiple correlation based on P coefficient can only evaluate a limited multi-linear relationship.
170, for specific items in the scale) had squared multiple correlation values of under .10, indicating that less than 10% of the item's variance was due to the underlying factor and more than 90% was due to measurement error.
For the full PSAT/NMSQT scale, the addition of a quadratic term improved model fit; however, the effect size was small as indexed by the change in the squared multiple correlation coefficient (R2) of 0.001.
Multiple regression analysis was also performed with CF1, CF2, and GR as variables, and SI3 and RT3 as predictor variables, r, R, and r' denote simple correlation coefficient, standard multiple correlation coefficient, and standard partial regression coefficient, respectively.
The multiple correlation between the four trauma variables and distress was R = .35, accounting for 12% of the variance in psychological distress symptoms (see Table 1).

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